Related papers: Prediction in logarithmic distance
Algorithmic theories of randomness can be related to theories of probabilistic sequence prediction through the notion of a predictor, defined as a function which supplies lower bounds on initial-segment probabilities of infinite sequences.…
Real-world data typically contain a large number of features that are often heterogeneous in nature, relevance, and also units of measure. When assessing the similarity between data points, one can build various distance measures using…
We provide a simple method and relevant theoretical analysis for efficiently estimating higher-order lp distances. While the analysis mainly focuses on l4, our methodology extends naturally to p = 6,8,10..., (i.e., when p is even).…
Laplacian-based methods are popular for the dimensionality reduction of data lying in $\mathbb{R}^N$. Several theoretical results for these algorithms depend on the fact that the Euclidean distance locally approximates the geodesic distance…
We show how the Riemannian distance on $\mathbb{S}^n_{++}$, the cone of $n\times n$ real symmetric or complex Hermitian positive definite matrices, may be used to naturally define a distance between two such matrices of different…
We survey a new area of parameter-free similarity distance measures useful in data-mining, pattern recognition, learning and automatic semantics extraction. Given a family of distances on a set of objects, a distance is universal up to a…
The true process that generated data cannot be determined when multiple explanations are possible. Prediction requires a model of the probability that a process, chosen randomly from the set of candidate explanations, generates some future…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
Latent variable models are powerful tools for learning low-dimensional manifolds from high-dimensional data. However, when dealing with constrained data such as unit-norm vectors or symmetric positive-definite matrices, existing approaches…
Random geometric graphs are a popular choice for a latent points generative model for networks. Their definition is based on a sample of $n$ points $X_1,X_2,\cdots,X_n$ on the Euclidean sphere~$\mathbb{S}^{d-1}$ which represents the latent…
We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general…
The logistic map is a nonlinear difference equation well studied in the literature, used to model self-limiting growth in certain populations. It is known that, under certain regularity conditions, the stochastic logistic map, where the…
An estimate of the order of approximation in the central limit theorem for strictly stationary associated random variables with finite moments of order q > 2 is obtained. A moderate deviation result is also obtained. We have a refinement of…
We study the problem of estimating the mean of a random vector in $\mathbb{R}^d$ based on an i.i.d.\ sample, when the accuracy of the estimator is measured by a general norm on $\mathbb{R}^d$. We construct an estimator (that depends on the…
Often the goal of model selection is to choose a model for future prediction, and it is natural to measure the accuracy of a future prediction by squared error loss. Under the Bayesian approach, it is commonly perceived that the optimal…
We set up a model for reasoning about metric spaces with belief theoretic measures. The uncertainty in these spaces stems from both probability and metric. To represent both aspect of uncertainty, we choose an expected distance function as…
We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
Distances are pervasive in machine learning. They serve as similarity measures, loss functions, and learning targets; it is said that a good distance measure solves a task. When defining distances, the triangle inequality has proven to be a…