Related papers: Computing the Expected Value and Variance of Geome…
For data living in a manifold $M\subseteq \mathbb{R}^m$ and a point $p\in M$ we consider a statistic $U_{k,n}$ which estimates the variance of the angle between pairs of vectors $X_i-p$ and $X_j-p$, for data points $X_i$, $X_j$, near $p$,…
Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…
We consider the problem of approximating a function from $L^2$ by an element of a given $m$-dimensional space $V_m$, associated with some feature map $\boldsymbol{\varphi}$, using evaluations of the function at random points $x_1,…
This paper presents a probabilistic generalization of the Generalized Optimal Sub-Pattern Assignment (GOSPA) metric, termed P-GOSPA. The GOSPA metric has been widely used to evaluate the distance between finite sets, particularly in…
Estimating the geometric median of a dataset is a robust counterpart to mean estimation, and is a fundamental problem in computational geometry. Recently, [HSU24] gave an $(\varepsilon, \delta)$-differentially private algorithm obtaining an…
The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but a naive sequential implementation becomes impractical online due to high…
The bipartite matching problem is widely applied in the field of transportation; e.g., to find optimal matches between supply and demand over time and space. Recent efforts have been made on developing analytical formulas to estimate the…
The principal support vector machines method (Li et al., 2011) is a powerful tool for sufficient dimension reduction that replaces original predictors with their low-dimensional linear combinations without loss of information. However, the…
Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…
Random geometric graphs are random graph models defined on metric spaces. Such a model is defined by first sampling points from a metric space and then connecting each pair of sampled points with probability that depends on their distance,…
Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…
The target measure $\mu$ is the distribution of a random vector in a box $\cB$, a Cartesian product of bounded intervals. The Gibbs sampler is a Markov chain with invariant measure $\mu$. A ``coupling from the past'' construction of the…
Robust estimation of location is a fundamental problem in statistics, particularly in scenarios where data contamination by outliers or model misspecification is a concern. In univariate settings, methods such as the sample median and…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
We study the fundamental problem of learning the parameters of a high-dimensional Gaussian in the presence of noise -- where an $\varepsilon$-fraction of our samples were chosen by an adversary. We give robust estimators that achieve…
We propose a new approach for estimating the parameters of a probability distribution. It consists on combining two new methods of estimation. The first is based on the definition of a new distance measuring the difference between…
We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…
In both Tweedie and geometric Tweedie models, the common power parameter $p\notin(0,1)$ works as an automatic distribution selection. It mainly separates two subclasses of semicontinuous ($1<p<2$) and positive continuous ($p\geq 2$)…
Optimal design for linear regression is a fundamental task in statistics. For finite design spaces, recent progress has shown that random designs drawn using proportional volume sampling (PVS) lead to approximation guarantees for A-optimal…
It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…