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Mutual information is a nonlinear measure used in time series analysis in order to measure the linear and non-linear correlations at any lag $\tau$. The aim of this study is to evaluate some of the most commonly used mutual information…

Chaotic Dynamics · Physics 2008-09-15 A. Papana , D. Kugiumtzis

We study in details the bias and variance of the entropy estimator proposed by Kozachenko and Leonenko for a large class of densities on $\mathbb{R}^d$. We then use the work of Bickel and Breiman to prove a central limit theorem in…

Statistics Theory · Mathematics 2016-02-25 Nicolas Fournier , Sylvain Delattre

The estimation of mutual information (MI) or conditional mutual information (CMI) from a set of samples is a long-standing problem. A recent line of work in this area has leveraged the approximation power of artificial neural networks and…

Information Theory · Computer Science 2021-10-27 Sina Molavipour , Germán Bassi , Mikael Skoglund

We study the convergence properties of a general inertial first-order proximal splitting algorithm for solving nonconvex nonsmooth optimization problems. Using the Kurdyka--\L ojaziewicz (KL) inequality we establish new convergence rates…

Optimization and Control · Mathematics 2016-09-14 Patrick R. Johnstone , Pierre Moulin

Estimating expected polynomials of density functions from samples is a basic problem with numerous applications in statistics and information theory. Although kernel density estimators are widely used in practice for such functional…

Information Theory · Computer Science 2017-02-13 Weihao Gao , Sewoong Oh , Pramod Viswanath

K-nearest neighbor classification algorithm is one of the most basic algorithms in machine learning, which determines the sample's category by the similarity between samples. In this paper, we propose a quantum K-nearest neighbor…

Quantum Physics · Physics 2023-04-03 Jing Li , Song Lin , Yu Kai , Gongde Guo

Although it is known that having accurate Lipschitz estimates is essential for certain models to deliver good predictive performance, refining this constant in practice can be a difficult task especially when the input dimension is high. In…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Emilio T. Maddalena , Colin N. Jones

This paper presents how to perform minimax optimal classification, regression, and density estimation based on fixed-$k$ nearest neighbor (NN) searches. We consider a distributed learning scenario, in which a massive dataset is split into…

Statistics Theory · Mathematics 2024-09-11 J. Jon Ryu , Young-Han Kim

The k-Nearest Neighbor (kNN) classification approach is conceptually simple - yet widely applied since it often performs well in practical applications. However, using a global constant k does not always provide an optimal solution, e.g.,…

Computer Vision and Pattern Recognition · Computer Science 2018-01-08 Mark Kibanov , Martin Becker , Juergen Mueller , Martin Atzmueller , Andreas Hotho , Gerd Stumme

We consider a problem of multiclass classification, where the training sample $S_n = \{(X_i, Y_i)\}_{i=1}^n$ is generated from the model $\mathbb P(Y = m | X = x) = \eta_m(x)$, $1 \leq m \leq M$, and $\eta_1(x), \dots, \eta_M(x)$ are…

Machine Learning · Statistics 2019-11-05 Nikita Puchkin , Vladimir Spokoiny

We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the computational efficiency and manifold-learning capabilities…

The reverse k-nearest neighbor (RkNN) query is an established query type with various applications reaching from identifying highly influential objects over incrementally updating kNN graphs to optimizing sensor communication and outlier…

Databases · Computer Science 2020-11-04 Sandra Obermeier , Max Berrendorf , Peer Kröger

This work proposes a distance that combines Minkowski and Chebyshev distances and can be seen as an intermediary distance. This combination not only achieves efficient run times in neighbourhood iteration tasks in Z^2, but also obtains good…

Machine Learning · Computer Science 2025-09-19 Érick Oliveira Rodrigues

We show that a simple modification of the 1-nearest neighbor classifier yields a strongly Bayes consistent learner. Prior to this work, the only strongly Bayes consistent proximity-based method was the k-nearest neighbor classifier, for k…

Machine Learning · Computer Science 2018-08-20 Aryeh Kontorovich , Roi Weiss

We consider a generalization of the criterion minimized by the K-means algorithm, where a neighborhood structure is used in the calculus of the variance. Such tool is used, for example with Kohonen maps, to measure the quality of the…

Statistics Theory · Mathematics 2008-02-22 Joseph Rynkiewicz

This paper introduces a class of k-nearest neighbor ($k$-NN) estimators called bipartite plug-in (BPI) estimators for estimating integrals of non-linear functions of a probability density, such as Shannon entropy and R\'enyi entropy. The…

Statistics Theory · Mathematics 2012-02-28 Kumar Sricharan , Raviv Raich , Alfred O. Hero

K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability…

Machine Learning · Computer Science 2017-06-05 Giuseppe Nuti

The $K$-nearest neighbors is a basic problem in machine learning with numerous applications. In this problem, given a (training) set of $n$ data points with labels and a query point $p$, we want to assign a label to $p$ based on the labels…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-25 Reza Fathi , Anisur Rahaman Molla , Gopal Pandurangan

We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, $k$-nearest neighbors and kernels, and focus on optimal selection of their free parameters. We examine the consistency…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Angeliki Papana , Dimitris Kugiumtzis

In group sequential analysis, data is collected and analyzed in batches until pre-defined stopping criteria are met. Inference in the parametric setup typically relies on the limiting asymptotic multivariate normality of the repeatedly…

Statistics Theory · Mathematics 2023-02-15 Julian Aronowitz , Jay Bartroff