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Approximate Bayesian Computation (ABC) are likelihood-free Monte Carlo methods. ABC methods use a comparison between simulated data, using different parameters drew from a prior distribution, and observed data. This comparison process is…

Machine Learning · Statistics 2015-03-31 Carlos D. Zuluaga , Edgar A. Valencia , Mauricio A. Álvarez

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

The problem of estimating the probability distribution of labels has been widely studied as a label distribution learning (LDL) problem, whose applications include age estimation, emotion analysis, and semantic segmentation. We propose a…

Machine Learning · Computer Science 2021-03-02 Ayato Toyokuni , Sho Yokoi , Hisashi Kashima , Makoto Yamada

In data science, determining proximity between observations is critical to many downstream analyses such as clustering, information retrieval and classification. However, when the underlying structure of the data probability space is…

Machine Learning · Statistics 2019-09-20 Divyansh Agarwal , Nancy R. Zhang

We propose a new minimum-distance estimator for linear random coefficient models. This estimator integrates the recently advanced sliced Wasserstein distance with the nearest neighbor methods, both of which enhance computational efficiency.…

Statistics Theory · Mathematics 2025-04-25 Keunwoo Lim , Ting Ye , Fang Han

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

We consider machine learning, particularly regression, using locally-differentially private datasets. The Wasserstein distance is used to define an ambiguity set centered at the empirical distribution of the dataset corrupted by local…

Machine Learning · Computer Science 2020-06-25 Farhad Farokhi

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…

Statistics Theory · Mathematics 2016-10-24 Zoltan Szabo , Bharath Sriperumbudur , Barnabas Poczos , Arthur Gretton

Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $\mu$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two…

Machine Learning · Statistics 2019-12-18 Carl-Johann Simon-Gabriel , Bernhard Schölkopf

Many metric learning tasks, such as triplet learning, nearest neighbor retrieval, and visualization, are treated primarily as embedding tasks where the ultimate metric is some variant of the Euclidean distance (e.g., cosine or Mahalanobis),…

Machine Learning · Computer Science 2023-11-22 Fred Lu , Edward Raff , Francis Ferraro

Measures of discrepancy between probability distributions (statistical distance) are widely used in the fields of artificial intelligence and machine learning. We describe how certain measures of statistical distance can be implemented as…

Accelerator Physics · Physics 2022-12-21 Chad E. Mitchell , Robert D. Ryne , Kilean Hwang

Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent…

Machine Learning · Computer Science 2019-10-03 Thomas Pinetz , Daniel Soukup , Thomas Pock

We revisit Markowitz's mean-variance portfolio selection model by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures…

Methodology · Statistics 2018-02-15 Jose Blanchet , Lin Chen , Xun Yu Zhou

Deep neural networks achieve superior performance in semantic segmentation, but are limited to a predefined set of classes, which leads to failures when they encounter unknown objects in open-world scenarios. Recognizing and segmenting…

Computer Vision and Pattern Recognition · Computer Science 2025-12-15 Arnold Brosch , Abdelrahman Eldesokey , Michael Felsberg , Kira Maag

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…

Statistics Theory · Mathematics 2026-02-04 Suhan Liu , Mo Liu

Deep neural networks (DNNs) are poorly calibrated when trained in conventional ways. To improve confidence calibration of DNNs, we propose a novel training method, distance-based learning from errors (DBLE). DBLE bases its confidence…

Machine Learning · Computer Science 2020-02-19 Chen Xing , Sercan Arik , Zizhao Zhang , Tomas Pfister

We prove that kernel covariance embeddings lead to information-theoretically perfect separation of distinct continuous probability distributions. In statistical terms, we establish that testing for the \emph{equality} of two non-atomic…

Machine Learning · Statistics 2026-05-14 Leonardo V. Santoro , Kartik G. Waghmare , Victor M. Panaretos

When performing classification tasks, raw high dimensional features often contain redundant information, and lead to increased computational complexity and overfitting. In this paper, we assume the data samples lie on a single underlying…

Image and Video Processing · Electrical Eng. & Systems 2020-08-11 Bowen Jiang , Maohao Shen

We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered…

Machine Learning · Statistics 2018-05-29 Rui Gao , Liyan Xie , Yao Xie , Huan Xu

Score-based generative models are shown to achieve remarkable empirical performances in various applications such as image generation and audio synthesis. However, a theoretical understanding of score-based diffusion models is still…

Machine Learning · Computer Science 2022-12-14 Dohyun Kwon , Ying Fan , Kangwook Lee