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Quantifying similarity between data objects is an important part of modern data science. Deciding what similarity measure to use is very application dependent. In this paper, we combine insights from systems theory and machine learning, and…

Systems and Control · Computer Science 2018-03-09 Oliver Lauwers , Bart De Moor

We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…

Machine Learning · Statistics 2019-06-11 Yameng Liu , Aw Dieng , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…

Probability · Mathematics 2022-03-15 Thomas Bonis

The Gromov-Hausdorff distance measures the similarity between two metric spaces by isometrically embedding them into an ambient metric space. We introduce an analogue of this distance for metric spaces endowed with directed structures. The…

The emergence of time-series foundation model research elevates the growing need to measure the (dis)similarity of time-series datasets. A time-series dataset similarity measure aids research in multiple ways, including model selection,…

Machine Learning · Computer Science 2025-07-31 Hongjie Chen , Akshay Mehra , Josh Kimball , Ryan A. Rossi

Accurate uncertainty estimates are essential for deploying deep object detectors in safety-critical systems. The development and evaluation of probabilistic object detectors have been hindered by shortcomings in existing performance…

Computer Vision and Pattern Recognition · Computer Science 2022-12-09 Georg Hess , Christoffer Petersson , Lennart Svensson

The Gromov-Wasserstein (GW) framework adapts ideas from optimal transport to allow for the comparison of probability distributions defined on different metric spaces. Scalable computation of GW distances and associated matchings on graphs…

Machine Learning · Computer Science 2021-05-05 Samir Chowdhury , David Miller , Tom Needham

Unlabeled sensing is a linear inverse problem where the measurements are scrambled under an unknown permutation leading to loss of correspondence between the measurements and the rows of the sensing matrix. Motivated by practical tasks such…

Signal Processing · Electrical Eng. & Systems 2022-05-18 Ahmed Abbasi , Abiy Tasissa , Shuchin Aeron

We propose a novel fused Gromov-Wasserstein alignment method to jointly learn the Hawkes processes in different event spaces, and align their event types. Given two Hawkes processes, we use fused Gromov-Wasserstein discrepancy to measure…

Machine Learning · Computer Science 2019-10-08 Dixin Luo , Hongteng Xu , Lawrence Carin

The Gromov-Wasserstein (GW) problem provides a powerful framework for aligning heterogeneous datasets by matching their internal structures in a way that minimizes distortion. However, GW alignment is sensitive to data contamination by…

Statistics Theory · Mathematics 2025-06-27 Xiaoyun Gong , Sloan Nietert , Ziv Goldfeld

The empirical distribution function assigns mass $1/n$ to each of the $n$ observations in a sample. As these are highly variable, estimation error may be reduced by replacing them with estimated observations that are asymptotically less…

Methodology · Statistics 2026-05-26 Tommaso Lando , Lorenzo Tedesco

In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…

Probability · Mathematics 2025-07-22 Feng-Yu Wang

We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error…

Quantum Physics · Physics 2011-05-13 K. M. R. Audenaert , M. Nussbaum , A. Szkola , F. Verstraete

Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…

Statistics Theory · Mathematics 2025-11-11 Jingkun Qiu

We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…

Probability · Mathematics 2021-01-07 Marius Kroll

In this paper, we propose a novel concept of path consistency to learn robust object matching without using manual object identity supervision. Our key idea is that, to track a object through frames, we can obtain multiple different…

Computer Vision and Pattern Recognition · Computer Science 2024-04-09 Zijia Lu , Bing Shuai , Yanbei Chen , Zhenlin Xu , Davide Modolo

Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…

Econometrics · Economics 2025-10-10 Tom Boot , Johannes W. Ligtenberg

We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

Machine Learning · Statistics 2022-06-17 Meyer Scetbon , Laurent Meunier , Yaniv Romano

The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…

Probability · Mathematics 2020-01-03 Marina Riabiz , Tohid Ardeshiri , Ioannis Kontoyiannis , Simon Godsill

We present a permutation-invariant distance between atomic configurations, defined through a functional representation of atomic positions. This distance enables to directly compare different atomic environments with an arbitrary number of…

Materials Science · Physics 2015-09-30 Gregoire Ferre , Jean-Bernard Maillet , Gabriel Stoltz
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