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We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…

Methodology · Statistics 2013-07-12 Aurélie C. Lozano , Nicolai Meinshausen

Determinantal Point Process (DPPs) are statistical models for repulsive point patterns. Both sampling and inference are tractable for DPPs, a rare feature among models with negative dependence that explains their popularity in machine…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Rémi Bardenet

The learning of domain-invariant representations in the context of domain adaptation with neural networks is considered. We propose a new regularization method that minimizes the discrepancy between domain-specific latent feature…

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

Machine Learning · Statistics 2021-12-14 Georgios Arvanitidis , Lars Kai Hansen , Søren Hauberg

Applying standard statistical methods after model selection may yield inefficient estimators and hypothesis tests that fail to achieve nominal type-I error rates. The main issue is the fact that the post-selection distribution of the data…

Methodology · Statistics 2019-05-23 Amit Meir , Mathias Drton

In many fields of science, generalized likelihood ratio tests are established tools for statistical inference. At the same time, it has become increasingly common that a simulator (or generative model) is used to describe complex processes…

Applications · Statistics 2016-03-21 Kyle Cranmer , Juan Pavez , Gilles Louppe

We developed a statistical inference method applicable to a broad range of generalized linear models (GLMs) in high-dimensional settings, where the number of unknown coefficients scales proportionally with the sample size. Although a…

Statistics Theory · Mathematics 2024-05-24 Kazuma Sawaya , Yoshimasa Uematsu , Masaaki Imaizumi

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…

Machine Learning · Computer Science 2018-11-16 Alain Rakotomamonjy , Abraham Traoré , Maxime Berar , Rémi Flamary , Nicolas Courty

Understanding how well a deep generative model captures a distribution of high-dimensional data remains an important open challenge. It is especially difficult for certain model classes, such as Generative Adversarial Networks and Diffusion…

Machine Learning · Computer Science 2023-08-08 Suman Ravuri , Mélanie Rey , Shakir Mohamed , Marc Deisenroth

Latent space models have been widely adopted in modeling network data. Developing statistical inference for estimated model parameters enables quantifying associated uncertainty and is pivotal for downstream tasks. Despite recent progress…

Statistics Theory · Mathematics 2026-05-12 Yuang Tian , Jiajin Sun , Yinqiu He

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…

Machine Learning · Computer Science 2013-05-03 Somayeh Danafar , Paola M. V. Rancoita , Tobias Glasmachers , Kevin Whittingstall , Juergen Schmidhuber

Approximation of a target probability distribution using a finite set of points is a problem of fundamental importance in numerical integration. Several authors have proposed to select points by minimising a maximum mean discrepancy (MMD),…

Machine Learning · Statistics 2026-05-13 Zonghao Chen , Toni Karvonen , Heishiro Kanagawa , François-Xavier Briol , Chris. J. Oates

We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…

Machine Learning · Computer Science 2020-02-25 Masoud Badiei Khuzani , Liyue Shen , Shahin Shahrampour , Lei Xing

Accurate estimation of evolutionary distances between taxa is important for many phylogenetic reconstruction methods. In the case of bacteria, distances can be estimated using a range of different evolutionary models, from single nucleotide…

Populations and Evolution · Quantitative Biology 2017-04-17 Stuart Serdoz , Attila Egri-Nagy , Jeremy Sumner , Barbara R. Holland , Peter D. Jarvis , Mark M. Tanaka , Andrew R. Francis

We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…

Methodology · Statistics 2026-02-10 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Jonathan Weare

Statistical inference from high-dimensional data with low-dimensional structures has recently attracted lots of attention. In machine learning, deep generative modeling approaches implicitly estimate distributions of complex objects by…

Statistics Theory · Mathematics 2022-02-21 Rong Tang , Yun Yang

There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated parameters in the case of composite null hypotheses. In this…

Methodology · Statistics 2024-12-10 Florian Brück , Jean-David Fermanian , Aleksey Min

High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…

Methodology · Statistics 2026-02-25 Xiaoning Kang , Lulu Kang

Gaussian mixture models (GMM) are powerful parametric tools with many applications in machine learning and computer vision. Expectation maximization (EM) is the most popular algorithm for estimating the GMM parameters. However, EM…

Computer Vision and Pattern Recognition · Computer Science 2017-11-17 Soheil Kolouri , Gustavo K. Rohde , Heiko Hoffmann

In order to learn the complex features of large spatio-temporal data, models with large parameter sets are often required. However, estimating a large number of parameters is often infeasible due to the computational and memory costs of…

Computation · Statistics 2018-07-02 Matthew Edwards , Stefano Castruccio , Dorit Hammerling
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