Related papers: On metrics robust to noise and deformations
Metrics on shape space are used to describe deformations that take one shape to another, and to determine a distance between them. We study a family of metrics on the space of curves, that includes several recently proposed metrics, for…
This paper studies convergence of empirical measures smoothed by a Gaussian kernel. Specifically, consider approximating $P\ast\mathcal{N}_\sigma$, for $\mathcal{N}_\sigma\triangleq\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$, by…
Since the introduction of the Sliced Wasserstein distance in the literature, its simplicity and efficiency have made it one of the most interesting surrogate for the Wasserstein distance in image processing and machine learning. However,…
Understanding generalization in deep neural networks is an active area of research. A promising avenue of exploration has been that of margin measurements: the shortest distance to the decision boundary for a given sample or that sample's…
In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the distribution of a possibly infinite-dimensional risk factor.…
The maximum mean discrepancy and Wasserstein distance are popular distance measures between distributions and play important roles in many machine learning problems such as metric learning, generative modeling, domain adaption, and…
We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…
We study fast approximation of integrals with respect to stationary probability measures associated to iterated functions systems on the unit interval. We provide an algorithm for approximating the integrals under certain conditions on the…
Machine learning image classifiers are susceptible to adversarial and corruption perturbations. Adding imperceptible noise to images can lead to severe misclassifications of the machine learning model. Using $L_p$-norms for measuring the…
In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…
Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…
Pairwise comparison of graphs is key to many applications in Machine learning ranging from clustering, kernel-based classification/regression and more recently supervised graph prediction. Distances between graphs usually rely on…
In this manuscript we investigate the equivalence of Fourier-based metrics on discrete state spaces with the well-known Wasserstein distances. While the use of Fourier-based metrics in continuous state spaces is ubiquitous since its…
We develop parametric classes of covariance functions on linear networks and their extension to graphs with Euclidean edges, i.e., graphs with edges viewed as line segments or more general sets with a coordinate system allowing us to…
The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…
Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…
We provide a comprehensive study of interrelations between different measures of smoothness of functions on various domains and smoothness properties of approximation processes. Two general approaches to this problem have been developed:…
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…
This paper concerns the approximation of probability measures on $\mathbf{R}^d$ with respect to the Kullback-Leibler divergence. Given an admissible target measure, we show the existence of the best approximation, with respect to this…
Common measures of neural representational (dis)similarity are designed to be insensitive to rotations and reflections of the neural activation space. Motivated by the premise that the tuning of individual units may be important, there has…