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This paper explores certain kinds of empirical process with respect to the components of multivariate Gaussian. We put forward some finite sample bounds which hold for multivariate Gaussian under general dependence. We give necessary and…

Probability · Mathematics 2020-07-03 Jikai Hou

Network representations of systems from various scientific and societal domains are neither completely random nor fully regular, but instead appear to contain recurring structural building blocks. These features tend to be shared by…

Social and Information Networks · Computer Science 2016-10-20 Ian Barnett , Nishant Malik , Marieke L. Kuijjer , Peter J. Mucha , Jukka-Pekka Onnela

This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…

Statistics Theory · Mathematics 2024-05-14 José A. Díaz-García , Francisco J. Caro-Lopera

For many applications, an ensemble of base classifiers is an effective solution. The tuning of its parameters(number of classes, amount of data on which each classifier is to be trained on, etc.) requires G, the generalization error of a…

The problem of domain generalization is to learn, given data from different source distributions, a model that can be expected to generalize well on new target distributions which are only seen through unlabeled samples. In this paper, we…

Machine Learning · Computer Science 2024-03-12 Markus Holzleitner , Sergei V. Pereverzyev , Werner Zellinger

Correlation and similarity measures are widely used in all the areas of sciences and social sciences. Often the variables are not numbers but are instead qualitative descriptors called categorical data. We define and study similarity…

Data Analysis, Statistics and Probability · Physics 2015-10-08 Aashay Patil , M. S. Santhanam

A new class of general exponential ranking models is introduced which we label angle-based models for ranking data. A consensus score vector is assumed, which assigns scores to a set of items, where the scores reflect a consensus view of…

Methodology · Statistics 2017-12-27 Hang Xu , Mayer Alvo , Philip L. H. Yu

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

Machine Learning · Statistics 2021-01-18 Ho Chung Leon Law , Danica J. Sutherland , Dino Sejdinovic , Seth Flaxman

Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…

Machine Learning · Statistics 2025-02-20 Zheng Zhao , Ziwei Luo , Jens Sjölund , Thomas B. Schön

Investigation of machine learning algorithms robust to changes between the training and test distributions is an active area of research. In this paper we explore a special type of dataset shift which we call class-dependent domain shift.…

Machine Learning · Computer Science 2020-07-13 Tigran Galstyan , Hrant Khachatrian , Greg Ver Steeg , Aram Galstyan

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between forecasting methods. We propose a theoretical framework for…

Statistics Theory · Mathematics 2026-01-30 Xiaochun Meng , James W. Taylor , Souhaib Ben Taieb , Siran Li

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…

Methodology · Statistics 2024-05-08 M. V. Alba-Fernández , M. D. Jiménez--Gamero , F. J. Ariza-López

We present a unified probabilistic model that learns a representative set of discrete vehicle actions and predicts the probability of each action given a particular scenario. Our model also enables us to estimate the distribution over…

Robotics · Computer Science 2022-12-15 Charles Richter , Patrick R. Barragán , Sertac Karaman

In selective classification (SC), a classifier abstains from making predictions that are likely to be wrong to avoid excessive errors. To deploy imperfect classifiers -- either due to intrinsic statistical noise of data or for robustness…

Machine Learning · Computer Science 2024-11-28 Hengyue Liang , Le Peng , Ju Sun

Random features models play a distinguished role in the theory of deep learning, describing the behavior of neural networks close to their infinite-width limit. In this work, we present a thorough analysis of the generalization performance…

Disordered Systems and Neural Networks · Physics 2025-02-03 Fabián Aguirre-López , Silvio Franz , Mauro Pastore

The Poisson multinomial distribution (PMD) describes the distribution of the sum of $n$ independent but non-identically distributed random vectors, in which each random vector is of length $m$ with 0/1 valued elements and only one of its…

Computation · Statistics 2022-01-13 Zhengzhi Lin , Yueyao Wang , Yili Hong