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In this paper, we consider an infinite dimensional exponential family, $\mathcal{P}$ of probability densities, which are parametrized by functions in a reproducing kernel Hilbert space, $H$ and show it to be quite rich in the sense that a…

Statistics Theory · Mathematics 2017-05-29 Bharath Sriperumbudur , Kenji Fukumizu , Arthur Gretton , Aapo Hyvärinen , Revant Kumar

A Java parallel streams implementation of the $K$-nearest neighbor descent algorithm is presented using a natural statistical termination criterion. Input data consist of a set $S$ of $n$ objects of type V, and a Function<V, Comparator<V>>,…

Machine Learning · Computer Science 2022-02-02 Jacob D. Baron , R. W. R. Darling

Density Ratio Estimation has attracted attention from the machine learning community due to its ability to compare the underlying distributions of two datasets. However, in some applications, we want to compare distributions of random…

Machine Learning · Statistics 2020-06-26 Song Liu , Yulong Zhang , Mingxuan Yi , Mladen Kolar

A novel computational approach to log-concave density estimation is proposed. Previous approaches utilize the piecewise-affine parametrization of the density induced by the given sample set. The number of parameters as well as non-smooth…

Computation · Statistics 2019-02-21 Fabian Rathke , Christoph Schnörr

Numerical evaluation of functional integrals usually involves a finite (L-slice) discretization of the imaginary-time axis. In the auxiliary-field method, the L-slice approximant to the density matrix can be evaluated as a function of…

Quantum Physics · Physics 2009-11-06 J. H. Samson

Most of the existing methods for estimating the local intrinsic dimension of a data distribution do not scale well to high-dimensional data. Many of them rely on a non-parametric nearest neighbors approach which suffers from the curse of…

We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a…

Machine Learning · Statistics 2024-11-13 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

We propose a new measure for stationarity of a functional time series, which is based on an explicit representation of the $L^2$-distance between the spectral density operator of a non-stationary process and its best ($L^2$-)approximation…

Methodology · Statistics 2020-04-10 Anne van Delft , Vaidotas Characiejus , Holger Dette

In most compressive sensing problems l1 norm is used during the signal reconstruction process. In this article the use of entropy functional is proposed to approximate the l1 norm. A modified version of the entropy functional is continuous,…

Information Theory · Computer Science 2015-03-18 Kivanc Kose , Osman Gunay , A. Enis Cetin

We consider the problem of minimizing a continuous function f over a compact set K. We analyze a hierarchy of upper bounds proposed by Lasserre in [SIAM J. Optim. 21(3) (2011), pp. 864--885], obtained by searching for an optimal probability…

Optimization and Control · Mathematics 2015-09-09 Etienne de Klerk , Monique Laurent , Zhao Sun

A number of fundamental quantities in statistical signal processing and information theory can be expressed as integral functions of two probability density functions. Such quantities are called density functionals as they map density…

Information Theory · Computer Science 2018-02-14 Alan Wisler , Visar Berisha , Andreas Spanias , Alfred O. Hero

We show an analog to the Fast Johnson-Lindenstrauss Transform for Nearest Neighbor Preserving Embeddings in $\ell_2$. These are sparse, randomized embeddings that preserve the (approximate) nearest neighbors. The dimensionality of the…

Data Structures and Algorithms · Computer Science 2017-07-24 Johan Sivertsen

The inverse problem of estimating dielectric constants of explosives using boundary measurements of one component of the scattered electric field is addressed. It is formulated as a coefficient inverse problem for a hyperbolic differential…

Mathematical Physics · Physics 2014-08-05 Michael V. Klibanov , Nguyen Trung Thành

The problem of nearest neighbor condensing has enjoyed a long history of study, both in its theoretical and practical aspects. In this paper, we introduce the problem of weighted distance nearest neighbor condensing, where one assigns…

Machine Learning · Computer Science 2023-10-25 Lee-Ad Gottlieb , Timor Sharabi , Roi Weiss

We consider iterated function systems on the interval with random perturbation. Let $Y_\epsilon$ be uniformly distributed in $[1- \epsilon, 1 + \epsilon]$ and let $f_i \in C^{1+\alpha}$ be contractions with fixpoints $a_i$. We consider the…

Dynamical Systems · Mathematics 2015-08-25 Balazs Barany , Tomas Persson

In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the…

Methodology · Statistics 2023-04-24 Tuhin Subhra Mahatao , Subhankar Dutta , Suchandan Kayal

Density functional methods were developed, in which the Coulomb electron-electron interaction is split into a long- and a short-range part. In such methods, one term is calculated using traditional density functional approximations, like…

Chemical Physics · Physics 2007-05-23 Julien Toulouse , Andreas Savin

For the Gaussian sequence model, we obtain non-asymptotic minimax rates of estimation of the linear, quadratic and the L2-norm functionals on classes of sparse vectors and construct optimal estimators that attain these rates. The main…

Statistics Theory · Mathematics 2015-02-04 Olivier Collier , Laëtitia Comminges , Alexandre B. Tsybakov

In this paper, some new upper bounds for Kullback-Leibler divergence(KL-divergence) based on $L^1, L^2$ and $L^\infty$ norms of density functions are discussed. Our findings unveil that the convergence in KL-divergence sense sandwiches…

Probability · Mathematics 2024-10-31 Liuquan Yao , Songhao Liu

We examine local Lagrangian approximations for the gravitational evolution of the density distribution function. In these approximations, the final density at a Lagrangian point q at a time t is taken to be a function only of t and of the…

Astrophysics · Physics 2015-06-24 Zacharias A. M. Protogeros , Robert J. Scherrer
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