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We develop a kernel-based approach for estimating the spatially varying Sobolev regularity~$s$ of an unknown $d$-variate function~$f$ from scattered sampling data, which quantifies the degree of local differentiability supported by the…

Numerical Analysis · Mathematics 2026-01-29 Xiaobin Li , Leevan Ling , Yizhong Sun

We propose a method that enables practitioners to conveniently incorporate custom non-decomposable performance metrics into differentiable learning pipelines, notably those based upon neural network architectures. Our approach is based on…

Machine Learning · Computer Science 2020-03-04 Rizal Fathony , J. Zico Kolter

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…

Machine Learning · Statistics 2026-05-05 Peter Moskvichev , Siu Lun Chau , Dino Sejdinovic

Message identification (M-I) divergence is an important measure of the information distance between probability distributions, similar to Kullback-Leibler (K-L) and Renyi divergence. In fact, M-I divergence with a variable parameter can…

Information Theory · Computer Science 2024-04-08 Rui She , Shanyun Liu , Pingyi Fan

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

Probability · Mathematics 2018-01-26 Feng-Yu Wang

We propose a method to optimize the representation and distinguishability of samples from two probability distributions, by maximizing the estimated power of a statistical test based on the maximum mean discrepancy (MMD). This optimized MMD…

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…

Econometrics · Economics 2025-06-12 Holger Dette , Kathrin Möllenhoff , Dominik Wied

We refine and generalize several interpolation inequalities bounding the $L^p$ norm of a probability density with respect to the reference measure $\mu$ by its Sobolev norm and the Kantorovich distance to $\mu$ on a smooth weighted…

Probability · Mathematics 2020-12-21 V. I. Bogachev , A. V. Shaposhnikov , F. -Yu. Wang

When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…

Machine Learning · Statistics 2016-06-28 Cheng Luo , Richard Yi Da Xu , Yang Xiang

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

Probability · Mathematics 2010-11-16 Christopher Hammond , Steven J. Miller

Information Bottleneck (IB) is widely used, but in deep learning, it is usually implemented through tractable surrogates, such as variational bounds or neural mutual information (MI) estimators, rather than directly controlling the MI…

Machine Learning · Computer Science 2026-02-05 Weiqi Wang , Zhiyi Tian , Chenhan Zhang , Shui Yu

We prove logarithmic Sobolev inequality for measures $$ q^n(x^n)=\text{dist}(X^n)=\exp\bigl(-V(x^n)\bigr), \quad x^n\in \Bbb R^n, $$ under the assumptions that: (i) the conditional distributions $$ Q_i(\cdot| x_j, j\neq i)=\text{dist}(X_i|…

Probability · Mathematics 2015-06-23 Katalin Marton

Generative Adversarial Networks (GANs) have shown remarkable results in modeling complex distributions, but their evaluation remains an unsettled issue. Evaluations are essential for: (i) relative assessment of different models and (ii)…

Varying domains and biased datasets can lead to differences between the training and the target distributions, known as covariate shift. Current approaches for alleviating this often rely on estimating the ratio of training and target…

Machine Learning · Statistics 2020-10-27 Bijan Mazaheri , Siddharth Jain , Jehoshua Bruck

This paper studies the distribution estimation of contaminated data by the MoM-GAN method, which combines generative adversarial net (GAN) and median-of-mean (MoM) estimation. We use a deep neural network (DNN) with a ReLU activation…

Machine Learning · Statistics 2022-12-29 Fang Xie , Lihu Xu , Qiuran Yao , Huiming Zhang

Maximum mean discrepancy (MMD) has been successfully applied to learn deep generative models for characterizing a joint distribution of variables via kernel mean embedding. In this paper, we present conditional generative moment- matching…

Machine Learning · Computer Science 2016-06-15 Yong Ren , Jialian Li , Yucen Luo , Jun Zhu

We study the Out-of-Distribution (OOD) generalization in machine learning and propose a general framework that establishes information-theoretic generalization bounds. Our framework interpolates freely between Integral Probability Metric…

Information Theory · Computer Science 2024-12-16 Wenliang Liu , Guanding Yu , Lele Wang , Renjie Liao

The Median of Means (MoM) is a mean estimator that has gained popularity in the context of heavy-tailed data. In this work, we analyze its performance in the task of simultaneously estimating the mean of each function in a class…

Machine Learning · Statistics 2025-06-23 Mikael Møller Høgsgaard , Andrea Paudice

Measuring divergence between two distributions is essential in machine learning and statistics and has various applications including binary classification, change point detection, and two-sample test. Furthermore, in the era of big data,…

Reweighting adversarial data during training has been recently shown to improve adversarial robustness, where data closer to the current decision boundaries are regarded as more critical and given larger weights. However, existing methods…

Machine Learning · Computer Science 2022-03-18 Qizhou Wang , Feng Liu , Bo Han , Tongliang Liu , Chen Gong , Gang Niu , Mingyuan Zhou , Masashi Sugiyama
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