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We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…

Probability · Mathematics 2024-02-06 Tudor Manole , Jonathan Niles-Weed

This paper studies the problem of clustering in the two-component Gaussian mixture model where the centers are separated by $2\Delta$ for some $\Delta>0$. We characterize the exact phase transition threshold, given by $$ \bar{\Delta}_n^{2}…

Statistics Theory · Mathematics 2020-07-07 Mohamed Ndaoud

In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…

Statistics Theory · Mathematics 2017-12-14 Elisabeth Gassiat , Judith Rousseau , Elodie Vernet

Finite mixture models provide a flexible framework for approximating and estimating multivariate probability densities. We study mixtures formed from translated and rescaled copies of a fixed density kernel and obtain explicit results for…

Statistics Theory · Mathematics 2026-04-24 Hien Duy Nguyen , TrungTin Nguyen , Jacob Westerhout , Xin Guo

The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…

Probability · Mathematics 2022-03-02 Ziv Goldfeld , Kengo Kato , Sloan Nietert , Gabriel Rioux

This paper deals with the estimation of one-dimensional Gaussian mixture. Given a set of observations of a K-component Gaussian mixture, we focus on the estimation of the component expectations. The number of components is supposed to be…

Mathematical Physics · Physics 2007-10-10 N. Paul , M. Terre , L. Fety

In this paper we present a method for learning the parameters of a mixture of $k$ identical spherical Gaussians in $n$-dimensional space with an arbitrarily small separation between the components. Our algorithm is polynomial in all…

Machine Learning · Computer Science 2010-05-14 Mikhail Belkin , Kaushik Sinha

The central issue in quantum parameter estimation is to find out the optimal measurement setup that leads to the ultimate lower bound of an estimation error. We address here a question of whether a Gaussian measurement scheme can achieve…

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

Flow Matching, a promising approach in generative modeling, has recently gained popularity. Relying on ordinary differential equations, it offers a simple and flexible alternative to diffusion models, which are currently the…

Machine Learning · Statistics 2026-03-13 Lea Kunkel

Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…

Statistics Theory · Mathematics 2026-04-13 Takeru Matsuda , Ting-Kam Leonard Wong

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

Methodology · Statistics 2024-02-09 Ryo Okano , Masaaki Imaizumi

In this paper, we address the classification of instances each characterized not by a singular point, but by a distribution on a vector space. We employ the Wasserstein metric to measure distances between distributions, which are then used…

Machine Learning · Statistics 2024-05-27 Jia Li , Lin Lin

Generating samples given a specific label requires estimating conditional distributions. We derive a tractable upper bound of the Wasserstein distance between conditional distributions to lay the theoretical groundwork to learn conditional…

Machine Learning · Statistics 2023-08-29 Young-geun Kim , Kyungbok Lee , Youngwon Choi , Joong-Ho Won , Myunghee Cho Paik

This brief note aims to introduce the recent paradigm of distributional robustness in the field of shape and topology optimization. Acknowledging that the probability law of uncertain physical data is rarely known beyond a rough…

Optimization and Control · Mathematics 2023-01-13 Charles Dapogny , Franck Iutzeler , Andrea Meda , Boris Thibert

This paper provides a method to design an optimal switching sequence for jump linear systems with given Gaussian initial state uncertainty. In the practical perspective, the initial state contains some uncertainties that come from…

Systems and Control · Computer Science 2014-08-22 Kooktae Lee , Raktim Bhattacharya

We present an efficient algorithm to compute tight upper bounds of collision probability between two objects with positional uncertainties, whose error distributions are represented with non-Gaussian forms. Our approach can handle noisy…

Robotics · Computer Science 2019-12-17 Jae Sung Park , Dinesh Manocha

A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial…

Methodology · Statistics 2018-01-30 Zhong Guan