Related papers: Demystifying Fixed k-Nearest Neighbor Information …
We consider density estimators based on the nearest neighbors method applied to discrete point distibutions in spaces of arbitrary dimensionality. If the density is constant, the volume of a hypersphere centered at a random location is…
Many modern methods for prediction leverage nearest neighbor search to find past training examples most similar to a test example, an idea that dates back in text to at least the 11th century and has stood the test of time. This monograph…
Estimating the Kullback-Leibler (KL) divergence between random variables is a fundamental problem in statistical analysis. For continuous random variables, traditional information-theoretic estimators scale poorly with dimension and/or…
This paper studies quantitative deviation bounds for statistical ensembles evolving under the one-parameter flow of a nearly integrable Hamiltonian system. Combining Nekhoroshev-type stability estimates with phase-mixing arguments, we…
This paper introduces a new simulation-based inference procedure to model and sample from multi-dimensional probability distributions given access to i.i.d.\ samples, circumventing the usual approaches of explicitly modeling the density…
Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…
Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…
Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…
This paper proposes a new probabilistic classification algorithm using a Markov random field approach. The joint distribution of class labels is explicitly modelled using the distances between feature vectors. Intuitively, a class label…
kNN based ensemble methods minimise the effect of outliers by identifying a set of data points in the given feature space that are nearest to an unseen observation in order to predict its response by using majority voting. The ordinary…
Nearest Neighbors Algorithm is a Lazy Learning Algorithm, in which the algorithm tries to approximate the predictions with the help of similar existing vectors in the training dataset. The predictions made by the K-Nearest Neighbors…
The $k$-nearest neighbor algorithm ($k$-NN) is a widely used non-parametric method for classification and regression. We study the mean squared error of the $k$-NN estimator when $k$ is chosen by leave-one-out cross-validation (LOOCV).…
Statistical distances (SDs), which quantify the dissimilarity between probability distributions, are central to machine learning and statistics. A modern method for estimating such distances from data relies on parametrizing a variational…
The k-nearest-neighbor method performs classification tasks for a query sample based on the information contained in its neighborhood. Previous studies into the k-nearest-neighbor algorithm usually achieved the decision value for a class by…
Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an…
Demands for minimum parameter setup in machine learning models are desirable to avoid time-consuming optimization processes. The $k$-Nearest Neighbors is one of the most effective and straightforward models employed in numerous problems.…
Memory-based collaborative filtering methods like user or item k-nearest neighbors (kNN) are a simple yet effective solution to the recommendation problem. The backbone of these methods is the estimation of the empirical similarity between…
Let $(X,Y)\in\mathcal{X}\times \mathcal{Y}$ be a random couple with unknown distribution $P$. Let $\GG$ be a class of measurable functions and $\ell$ a loss function. The problem of statistical learning deals with the estimation of the…
In the context of a species sampling problem we discuss a non-parametric maximum likelihood estimator for the underlying probability mass function. The estimator is known in the computer science literature as the high profile estimator. We…
Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…