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Recent advances in generative modeling have led to an increased interest in the study of statistical divergences as means of model comparison. Commonly used evaluation methods, such as the Frechet Inception Distance (FID), correlate well…
Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…
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…
The recent developments of basis pursuit and compressed sensing seek to extract information from as few samples as possible. In such applications, since the number of samples is restricted, one should deploy the sampling points wisely. We…
This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…
We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert space, where the target lies in a vector-valued reproducing kernel Hilbert space induced by an…
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…
Several scalable sample-based methods to compute the Kullback Leibler (KL) divergence between two distributions have been proposed and applied in large-scale machine learning models. While they have been found to be unstable, the…
Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression…
Much recent work has addressed the solution of a family of partial differential equations by computing the inverse operator map between the input and solution space. Toward this end, we incorporate function-valued reproducing kernel Hilbert…
Imputation and propensity score weighting are two popular techniques for handling missing data. We address these problems using the regularized M-estimation techniques in the reproducing kernel Hilbert space. Specifically, we first use the…
Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…
Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…
In this paper, we introduce a new distribution regression model for probability distributions. This model is based on a Reproducing Kernel Hilbert Space (RKHS) regression framework, where universal kernels are built using Wasserstein…
Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…
We study the problem of estimating multiple discrete unimodal distributions, motivated by search behavior analysis on a real-world platform. To incorporate prior knowledge of precedence relations among distributions, we impose stochastic…
We investigate the question of studying spectral clustering in a Hilbert space where the set of points to cluster are drawn i.i.d. according to an unknown probability distribution whose support is a union of compact connected components. We…
The proliferation of science and technology has led to the prevalence of voluminous data sets that are distributed across multiple machines. It is an established fact that conventional statistical methodologies may be unfeasible in the…
We introduce kernel estimators for the semicircle law. In this first part of our general theory on the estimators, we prove the consistency and conduct simulation study to show the performance of the estimators. We also point out that…
We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient,…