Related papers: Score matching estimators for directional distribu…
This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…
Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…
The techniques and analysis presented in this thesis provide new methods to solve optimization problems posed on Riemannian manifolds. These methods are applied to the subspace tracking problem found in adaptive signal processing and…
The normalizing constant plays an important role in Bayesian computation, and there is a large literature on methods for computing or approximating normalizing constants that cannot be evaluated in closed form. When the normalizing constant…
The parameter estimation of unnormalized models is a challenging problem. The maximum likelihood estimation (MLE) is computationally infeasible for these models since normalizing constants are not explicitly calculated. Although some…
Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…
Random graph mixture models are now very popular for modeling real data networks. In these setups, parameter estimation procedures usually rely on variational approximations, either combined with the expectation-maximisation (\textsc{em})…
Distinguishing between uniform and non-uniform sample distributions is a common problem in directional data analysis; however for many tests, non-uniform distributions exist that fail uniformity rejection. By merging directional statistics…
Reward-based fine-tuning steers a pretrained diffusion or flow-based generative model toward higher-reward samples while remaining close to the pretrained model. Although existing methods are derived from different perspectives, we show…
Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…
For robots to operate robustly in the real world, they should be aware of their uncertainty. However, most methods for object pose estimation return a single point estimate of the object's pose. In this work, we propose two learned methods…
Applications such as the analysis of microbiome data have led to renewed interest in statistical methods for compositional data, i.e., multivariate data in the form of probability vectors that contain relative proportions. In particular,…
We derive estimates relating the values of a solution at any two points to the distance between the points, for quasilinear isotropic elliptic equations on compact Riemannian manifolds, depending only on dimension and a lower bound for the…
A large class of modern probabilistic learning systems assumes symmetric distributions, however, real-world data tend to obey skewed distributions and are thus not always adequately modelled through symmetric distributions. To address this…
Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…
Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
The sliding window model generalizes the standard streaming model and often performs better in applications where recent data is more important or more accurate than data that arrived prior to a certain time. We study the problem of…
We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…
Pairwise Markov Random Fields (MRFs) or undirected graphical models are parsimonious representations of joint probability distributions. Variables correspond to nodes of a graph, with edges between nodes corresponding to conditional…