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We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics. Our key insight is that the time derivative of the…

Statistics Theory · Mathematics 2025-06-10 Sayan Banerjee , Krishnakumar Balasubramanian , Promit Ghosal

We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…

Probability · Mathematics 2012-02-28 Boris L. Granovsky

We analyze the sample complexity of full-batch Gradient Descent (GD) in the setup of non-smooth Stochastic Convex Optimization. We show that the generalization error of GD, with common choice of hyper-parameters, can be $\tilde \Theta(d/m +…

Machine Learning · Computer Science 2024-04-12 Roi Livni

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…

Machine Learning · Computer Science 2013-05-03 Somayeh Danafar , Paola M. V. Rancoita , Tobias Glasmachers , Kevin Whittingstall , Juergen Schmidhuber

A previous study analyzed the convergence of probability densities for forward and inverse problems when a sequence of approximate maps between model inputs and outputs converges in $L^\infty$. This work generalizes the analysis to cases…

Probability · Mathematics 2020-01-14 Troy Butler , Tim Wildey , Wenjuan Zhang

Tight bounds for several symmetric divergence measures are derived in terms of the total variation distance. It is shown that each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these…

Information Theory · Computer Science 2016-11-17 Igal Sason

We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…

Statistics Theory · Mathematics 2024-07-16 Céline Duval , Émeline Schmisser

In this paper, we show that the constant-dimensional Weisfeiler-Leman algorithm for groups (Brachter & Schweitzer, LICS 2020) can be fruitfully used to improve parallel complexity upper bounds on isomorphism testing for several families of…

Data Structures and Algorithms · Computer Science 2025-09-09 Joshua A. Grochow , Michael Levet

We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…

Statistics Theory · Mathematics 2023-03-14 Tudor Manole , Aaditya Ramdas

Robustness to adversarial attacks is an important concern due to the fragility of deep neural networks to small perturbations and has received an abundance of attention in recent years. Distributionally Robust Optimization (DRO), a…

Machine Learning · Statistics 2020-06-09 Hisham Husain

Data Science and Machine Learning have become fundamental assets for companies and research institutions alike. As one of its fields, supervised classification allows for class prediction of new samples, learning from given training data.…

The major contributions of this paper lie in two aspects. Firstly, we focus on deriving Bernstein-type inequalities for both geometric and algebraic irregularly-spaced NED random fields, which contain time series as special case.…

Statistics Theory · Mathematics 2025-03-20 Zihao Yuan , Martin Spindler

Symmetry arises often when learning from high dimensional data. For example, data sets consisting of point clouds, graphs, and unordered sets appear routinely in contemporary applications, and exhibit rich underlying symmetries.…

Optimization and Control · Mathematics 2025-02-06 Mateo Díaz , Dmitriy Drusvyatskiy , Jack Kendrick , Rekha R. Thomas

In this work we introduce a family of transformations, named \textit{divergence transformations}, interpolating between any pair of probability density functions sharing the same support. We prove the remarkable property that the whole…

Mathematical Physics · Physics 2025-12-15 Razvan Gabriel Iagar , David Puertas-Centeno , Elio V. Toranzo

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

Methodology · Statistics 2016-10-25 Henry Lam , Enlu Zhou

We consider finite-sample inference for a single regression coefficient in the fixed-design linear model $Y = Z\beta + bX + \varepsilon$, where $\varepsilon\in\mathbb{R}^n$ may exhibit complex dependence or heterogeneity. We develop a group…

Methodology · Statistics 2026-04-20 Zonghan Li , Hongyi Zhou , Zhiheng Zhang

Determining whether an algorithmic decision-making system discriminates against a specific demographic typically involves comparing a single point estimate of a fairness metric against a predefined threshold. This practice is statistically…

Machine Learning · Computer Science 2026-03-20 Antonio Ferrara , Francesco Cozzi , Alan Perotti , André Panisson , Francesco Bonchi

Distance metrics are central to machine learning, yet distances between ensembles of quantum states remain poorly understood due to fundamental quantum measurement constraints. We introduce a hierarchy of integral probability metrics,…

Quantum Physics · Physics 2026-01-30 Jian Yao , Pengtao Li , Xiaohui Chen , Quntao Zhuang

This paper studies sampling error bounds for denoising diffusion probabilistic models (DDPMs) in the 2-Wasserstein distance. Our contributions are threefold. (i) Under general Lipschitz-type conditions on the score function and for a broad…

Machine Learning · Statistics 2026-05-19 Yuta Koike

Langevin diffusion processes and their discretizations are often used for sampling from a target density. The most convenient framework for assessing the quality of such a sampling scheme corresponds to smooth and strongly log-concave…

Probability · Mathematics 2018-12-27 Arnak S. Dalalyan , Lionel Riou-Durand
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