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This paper analyzes the factorizability and geometry of transition matrices of multivariate Markov chains. Specifically, we demonstrate that the induced chains on factors of a product space can be regarded as information projections with…

Probability · Mathematics 2026-05-26 Michael C. H. Choi , Youjia Wang , Geoffrey Wolfer

When data are stored across multiple locations, directly pooling all the data together for statistical analysis may be impossible due to communication costs and privacy concerns. Distributed computing systems allow the analysis of such…

Methodology · Statistics 2025-02-27 Xian Li , Xuan Liang , A. H. Welsh , Tao Zou

The paper deals with continuous and compact mappings generated by the Fourier transform between distinguished Besov spaces $B^s_p(\mathbb{R}^n) = B^s_{p,p}(\mathbb{R}^n)$, $1\le p \le \infty$, and between Sobolev spaces…

Functional Analysis · Mathematics 2023-10-23 Dorothee D. Haroske , Leszek Skrzypczak , Hans Triebel

Consider a mapping $f\colon X\to Y$ between two metric measure spaces. We study generalized versions of the local Lipschitz number $\mathrm{Lip} f$, as well as of the distortion number $H_f$ that is used to define quasiconformal mappings.…

Metric Geometry · Mathematics 2022-04-28 Panu Lahti

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Machine Learning · Statistics 2014-07-30 Cody Severinski , Ruslan Salakhutdinov

Radio maps provide radio frequency metrics, such as the received signal strength, at every location of a geographic area. These maps, which are estimated using a set of measurements collected at multiple positions, find a wide range of…

Information Theory · Computer Science 2024-03-26 Daniel Romero , Tien Ngoc Ha , Raju Shrestha , Massimo Franceschetti

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean…

Characterizing motif (i.e., locally connected subgraph patterns) statistics is important for understanding complex networks such as online social networks and communication networks. Previous work made the strong assumption that the graph…

Social and Information Networks · Computer Science 2015-02-25 Pinghui Wang , John C. S. Lui , Don Towsley

This paper focuses on the use of the theory of Reproducing Kernel Hilbert Spaces in the statistical analysis of replicated point processes. We show that spatial point processes can be observed as random variables in a Reproducing Kernel…

Methodology · Statistics 2023-01-06 Amelia Simó

We consider the numbers of positive and negative eigenvalues of matrices of squared distances between randomly sampled i.i.d. points in a given metric measure space. These numbers and their limits, as the number of points grows, in fact…

Metric Geometry · Mathematics 2025-08-12 Alexey Kroshnin , Tianyu Ma , Eugene Stepanov

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

Methodology · Statistics 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

Numerous estimators have been proposed for factor analysis, and their statistical properties have been extensively studied. In the early 2000s, a novel matrix factorization-based approach, known as Matrix Decomposition Factor Analysis…

Statistics Theory · Mathematics 2025-06-23 Yoshikazu Terada

We derive an optimal linear filter to suppress the noise from the COBE DMR sky maps for a given power spectrum. We then apply the filter to the first-year DMR data, after removing pixels within $20^\circ$ of the Galactic plane from the…

Astrophysics · Physics 2009-10-22 Emory F. Bunn , Karl B. Fisher , Yehuda Hoffman , Ofer Lahav , Joseph Silk , Saleem Zaroubi

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor…

Machine Learning · Statistics 2022-03-04 Lorenzo Rimella , Nick Whiteley

Stellar clusters are regularly used to study the evolution of their host galaxy. Except for a few nearby galaxies, these studies rely on the interpretation of integrated cluster properties, especially integrated photometry observed using…

Astrophysics of Galaxies · Physics 2013-12-17 P. Anders , R. Kotulla , R. de Grijs , J. Wicker

Data types that lie in metric spaces but not in vector spaces are difficult to use within the usual regression setting, either as the response and/or a predictor. We represent the information in these variables using distance matrices which…

Methodology · Statistics 2016-01-20 Julian Faraway

This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…

Machine Learning · Statistics 2022-05-05 Quentin Mérigot , Alex Delalande , Frédéric Chazal

We study an estimator for smoothing irregularly sampled data into a smooth map. The estimator has been widely used in astronomy, owing to its low level of noise; it involves a weight function -- or smoothing kernel -- w(\theta). We show…

Astrophysics · Physics 2009-11-06 Marco Lombardi , Peter Schneider

Representing graphs as sets of node embeddings in certain curved Riemannian manifolds has recently gained momentum in machine learning due to their desirable geometric inductive biases, e.g., hierarchical structures benefit from hyperbolic…

Machine Learning · Computer Science 2020-06-09 Calin Cruceru , Gary Bécigneul , Octavian-Eugen Ganea