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We employ optimal control theory to study the problem of estimating the probability density function from a data set originating from an unknown probability distribution. The original variational problem is reformulated as a multi-stage…

Optimization and Control · Mathematics 2025-10-02 Markus Hegland , C. Yalçın Kaya

This paper focuses on the problem of finding a distribution for an associated entropic vector in the entropy space nearest to a given, possibly non-entropic, target vector for random variables with a constraint on alphabet size. We show the…

Information Theory · Computer Science 2018-07-24 Sultan Alam , Satyajit Thakor , Syed Abbas

Percentiles and more generally, quantiles are commonly used in various contexts to summarize data. For most distributions, there is exactly one quantile that is unbiased. For distributions like the Gaussian that have the same mean and…

Methodology · Statistics 2022-01-11 Rohit Pandey

We investigate different methods for regularizing quantile regression when predicting either a subset of quantiles or the full inverse CDF. We show that minimizing an expected pinball loss over a continuous distribution of quantiles is a…

Machine Learning · Statistics 2021-02-11 Taman Narayan , Serena Wang , Kevin Canini , Maya Gupta

A rigorous general definition of quantum probability is given, which is valid for elementary events and for composite events, for operationally testable measurements as well as for inconclusive measurements, and also for non-commuting…

Quantum Physics · Physics 2016-01-12 V. I. Yukalov , D. Sornette

The quantum density matrix generalises the classical concept of probability distribution to quantum theory. It gives the complete description of a quantum state as well as the observable quantities that can be extracted from it. Its…

Quantum Physics · Physics 2023-08-31 Apoorva D. Patel

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

Statistics Theory · Mathematics 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

Determining the measurement uncertainty region is a difficult problem for generic sets of observables. For this reason the literature on exact measurement uncertainty regions is focused on symmetric sets of observables, where the symmetries…

Quantum Physics · Physics 2019-09-12 Oliver Reardon-Smith

A density matrix $\rho$ may be represented in many different ways as a mixture of pure states, $\rho = \sum_i p_i |\psi_i\ra \la \psi_i|$. This paper characterizes the class of probability distributions $(p_i)$ that may appear in such a…

Quantum Physics · Physics 2009-10-31 M. A. Nielsen

Given an original discrete source X with the distribution p_X that is corrupted by noise to produce the noisy data Y with the given joint distribution p(X, Y). A quantizer/classifier Q : Y -> Z is then used to classify/quantize the data Y…

Information Theory · Computer Science 2020-01-07 Thuan Nguyen , Thinh Nguyen

In finite probability theory, events are subsets of the outcome set. Subsets can be represented by 1-dimensional column vectors. By extending the representation of events to two dimensional matrices, we can introduce "superposition events."…

Quantum Physics · Physics 2020-06-18 David Ellerman

Quantification, i.e., the task of training predictors of the class prevalence values in sets of unlabeled data items, has received increased attention in recent years. However, most quantification research has concentrated on developing…

Machine Learning · Computer Science 2023-10-16 Mirko Bunse , Alejandro Moreo , Fabrizio Sebastiani , Martin Senz

Methods for quantifying the similarity of datasets are relevant in applications where two or more datasets, or their underlying distributions, need to be compared, ranging from two- and k-sample testing to applications in machine learning…

Methodology · Statistics 2026-04-15 Marieke Stolte , Jörg Rahnenführer , Andrea Bommert

Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…

Machine Learning · Computer Science 2020-04-08 Gustavo A Valencia-Zapata , Daniel Mejia , Gerhard Klimeck , Michael Zentner , Okan Ersoy

Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution. This paper presents sufficient conditions under which an…

Optimization and Control · Mathematics 2015-04-29 Shuo Han , Molei Tao , Ufuk Topcu , Houman Owhadi , Richard M. Murray

Quantile normalisation is a popular normalisation method for data subject to unwanted variations such as images, speech, or genomic data. It applies a monotonic transformation to the feature values of each sample to ensure that after…

Machine Learning · Statistics 2017-06-02 Marine Le Morvan , Jean-Philippe Vert

Employing the lattice theory on majorization, we investigate the universal quantum uncertainty relation for any number observables and general measurement. We find: 1. The least bounds of the universal uncertainty relations can only be…

Quantum Physics · Physics 2019-08-02 Jun-Li Li , Cong-Feng Qiao

Motivated by quantum resource theories, we introduce a notion of incompatibility for quantum measurements relative to a reference basis. The notion arises by considering states diagonal in that basis and investigating whether probability…

Quantum Physics · Physics 2019-08-21 Georgios Styliaris , Paolo Zanardi

Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…

Machine Learning · Computer Science 2025-04-11 Adrián Detavernier , Jasper De Bock

The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…

Methodology · Statistics 2014-09-17 Ingram Olkin , Thomas A. Trikalinos