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Generalized linear mixed models (GLMMs) are a widely used tool in statistical analysis. The main bottleneck of many computational approaches lies in the inversion of the high dimensional precision matrices associated with the random…

Computation · Statistics 2025-10-08 Andrea Pandolfi , Omiros Papaspiliopoulos , Giacomo Zanella

Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…

Machine Learning · Computer Science 2021-06-01 Paavo Parmas , Masashi Sugiyama

Modern distribution matching algorithms for training diffusion or flow models directly prescribe the time evolution of the marginal distributions between two boundary distributions. In this work, we consider a generalized distribution…

Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…

Optimization and Control · Mathematics 2026-01-09 Evie Nielen , Oliver Tse

Comparing spherical probability distributions is of great interest in various fields, including geology, medical domains, computer vision, and deep representation learning. The utility of optimal transport-based distances, such as the…

Machine Learning · Computer Science 2024-06-11 Huy Tran , Yikun Bai , Abihith Kothapalli , Ashkan Shahbazi , Xinran Liu , Rocio Diaz Martin , Soheil Kolouri

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…

Computation · Statistics 2018-12-19 Jonathan H. Huggins , Ryan P. Adams , Tamara Broderick

Gaussian smoothed sliced Wasserstein distance has been recently introduced for comparing probability distributions, while preserving privacy on the data. It has been shown that it provides performances similar to its non-smoothed…

Machine Learning · Computer Science 2024-04-26 Mokhtar Z. Alaya , Alain Rakotomamonjy , Maxime Berar , Gilles Gasso

Score-based generative models (SGMs) have emerged as one of the most popular classes of generative models. A substantial body of work now exists on the analysis of SGMs, focusing either on discretization aspects or on their statistical…

Machine Learning · Statistics 2026-02-10 Benjamin Dupuis , Dario Shariatian , Maxime Haddouche , Alain Durmus , Umut Simsekli

Many interesting machine learning problems are best posed by considering instances that are distributions, or sample sets drawn from distributions. Previous work devoted to machine learning tasks with distributional inputs has done so…

Machine Learning · Statistics 2021-01-15 Danica J. Sutherland , Junier B. Oliva , Barnabás Póczos , Jeff Schneider

Gaussian Markov random fields (GMRFs) are probabilistic graphical models widely used in spatial statistics and related fields to model dependencies over spatial structures. We establish a formal connection between GMRFs and convolutional…

Machine Learning · Statistics 2020-08-11 Per Sidén , Fredrik Lindsten

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Stochastic gradient descent based algorithms are typically used as the general optimization tools for most deep learning models. A Restricted Boltzmann Machine (RBM) is a probabilistic generative model that can be stacked to construct deep…

Machine Learning · Statistics 2017-04-07 Kai Fan

This paper introduces a new simulation-based inference procedure to model and sample from multi-dimensional probability distributions given access to i.i.d.\ samples, circumventing the usual approaches of explicitly modeling the density…

Methodology · Statistics 2024-04-09 YoonHaeng Hur , Wenxuan Guo , Tengyuan Liang

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

Deep generative models (DGM) are neural networks with many hidden layers trained to approximate complicated, high-dimensional probability distributions using a large number of samples. When trained successfully, we can use the DGMs to…

Machine Learning · Computer Science 2021-04-13 Lars Ruthotto , Eldad Haber

Data which lie in the space $\mathcal{P}_{m\,}$, of $m \times m$ symmetric positive definite matrices, (sometimes called tensor data), play a fundamental role in applications including medical imaging, computer vision, and radar signal…

Statistics Theory · Mathematics 2016-12-09 Salem Said , Lionel Bombrun , Yannick Berthoumieu , Jonathan Manton

The stochastic mirror descent (SMD) algorithm is a general class of training algorithms, which includes the celebrated stochastic gradient descent (SGD), as a special case. It utilizes a mirror potential to influence the implicit bias of…

Machine Learning · Computer Science 2022-10-28 Taylan Kargin , Fariborz Salehi , Babak Hassibi

We want to approximate general multivariate probability density functions by deterministic sample sets. For optimal sampling, the closeness to the given continuous density has to be assessed. This is a difficult challenge in multivariate…

Systems and Control · Electrical Eng. & Systems 2020-01-01 Uwe D. Hanebeck