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The hypothesis that high dimensional data tend to lie in the vicinity of a low dimensional manifold is the basis of manifold learning. The goal of this paper is to develop an algorithm (with accompanying complexity guarantees) for fitting a…

Statistics Theory · Mathematics 2013-12-23 Charles Fefferman , Sanjoy Mitter , Hariharan Narayanan

An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…

Probability · Mathematics 2009-03-11 Jochen Bröcker

A robust minimax test for two composite hypotheses, which are determined by the neighborhoods of two nominal distributions with respect to a set of distances - called $\alpha-$divergence distances, is proposed. Sion's minimax theorem is…

Other Statistics · Statistics 2016-08-24 Gökhan Gül , Abdelhak M. Zoubir

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

Testing the equality of two conditional distributions is crucial in various modern applications, including transfer learning and causal inference. Despite its importance, this fundamental problem has received surprisingly little attention…

Methodology · Statistics 2025-09-04 Jian Yan , Zhuoxi Li , Xianyang Zhang

Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…

Machine Learning · Computer Science 2023-10-03 Zhilin Zhao , Longbing Cao

Multi-label classification is a type of supervised learning where an instance may belong to multiple labels simultaneously. Predicting each label independently has been criticized for not exploiting any correlation between labels. In this…

Machine Learning · Statistics 2023-10-25 Hyukjun Gweon , Matthias Schonlau , Stefan Steiner

This paper proposes an easy-to-compute upper bound for the overlap index between two probability distributions without requiring any knowledge of the distribution models. The computation of our bound is time-efficient and memory-efficient…

Machine Learning · Computer Science 2024-12-02 Hao Fu , Prashanth Krishnamurthy , Siddharth Garg , Farshad Khorrami

We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…

Data Structures and Algorithms · Computer Science 2020-09-15 Ilias Diakonikolas , Themis Gouleakis , Daniel M. Kane , John Peebles , Eric Price

High-dimensional data sets are commonly collected in many contemporary applications arising in various fields of scientific research. We present two views of finite samples in high dimensions: a probabilistic one and a nonprobabilistic one.…

Statistics Theory · Mathematics 2013-11-13 Jinchi Lv

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki

In this article, we propose some two-sample tests based on ball divergence and investigate their high dimensional behavior. First, we study their behavior for High Dimension, Low Sample Size (HDLSS) data, and under appropriate regularity…

Statistics Theory · Mathematics 2024-10-08 Bilol Banerjee , Anil K. Ghosh

We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…

Statistics Theory · Mathematics 2013-07-12 Piet Groeneboom

Many scientific applications involve testing theories that are only partially specified. This task often amounts to testing the goodness-of-fit of a candidate distribution while allowing for reasonable deviations from it. The tolerant…

Statistics Theory · Mathematics 2026-01-28 Lucas Kania , Tudor Manole , Larry Wasserman , Sivaraman Balakrishnan

We suggest a robust nearest-neighbor approach to classifying high-dimensional data. The method enhances sensitivity by employing a threshold and truncates to a sequence of zeros and ones in order to reduce the deleterious impact of…

Statistics Theory · Mathematics 2009-09-02 Yao-ban Chan , Peter Hall

The scores of distance-based outlier detection methods are difficult to interpret, making it challenging to determine a cut-off threshold between normal and outlier data points without additional context. We describe a generic…

Machine Learning · Computer Science 2023-07-20 David Muhr , Michael Affenzeller , Josef Küng

The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hao Liu

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the logarithm of the likelihood ratio based on the Hellinger…

Statistics Theory · Mathematics 2026-04-28 Mikhail Ermakov
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