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The construction and theoretical analysis of the most popular universally consistent nonparametric density estimators hinge on one functional property: smoothness. In this paper we investigate the theoretical implications of incorporating a…

Statistics Theory · Mathematics 2022-04-05 Robert A. Vandermeulen , Antoine Ledent

We rigorously quantify the improvement in the sample complexity of variational divergence estimations for group-invariant distributions. In the cases of the Wasserstein-1 metric and the Lipschitz-regularized $\alpha$-divergences, the…

Statistics Theory · Mathematics 2024-11-26 Ziyu Chen , Markos A. Katsoulakis , Luc Rey-Bellet , Wei Zhu

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

Data Analysis, Statistics and Probability · Physics 2009-10-31 T. Dudok de Wit , E. Floriani

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…

Optimization and Control · Mathematics 2018-12-19 Damek Davis , Dmitriy Drusvyatskiy

We establish sample complexity results for stochastic optimization over the integers, especially with a view to understand the complexity with respect to the corresponding continuous optimization problem. We show that integer optimization…

Machine Learning · Computer Science 2026-05-11 Hongyu Cheng , Yinghao Zheng , Marco Molinaro , Amitabh Basu

We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the…

Statistics Theory · Mathematics 2024-10-23 Julien Chhor , Olga Klopp , Alexandre Tsybakov

We introduce LiPopt, a polynomial optimization framework for computing increasingly tighter upper bounds on the Lipschitz constant of neural networks. The underlying optimization problems boil down to either linear (LP) or semidefinite…

Machine Learning · Computer Science 2020-04-21 Fabian Latorre , Paul Rolland , Volkan Cevher

This paper presents a margin-based multiclass generalization bound for neural networks that scales with their margin-normalized "spectral complexity": their Lipschitz constant, meaning the product of the spectral norms of the weight…

Machine Learning · Computer Science 2017-12-06 Peter Bartlett , Dylan J. Foster , Matus Telgarsky

Typical adversarial-training-based unsupervised domain adaptation methods are vulnerable when the source and target datasets are highly-complex or exhibit a large discrepancy between their data distributions. Recently, several…

Computer Vision and Pattern Recognition · Computer Science 2021-08-17 Guanyu Cai , Lianghua He , Mengchu Zhou , Hesham Alhumade , Die Hu

While the problem of estimating a probability density function (pdf) from its observations is classical, the estimation under additional shape constraints is both important and challenging. We introduce an efficient, geometric approach for…

Methodology · Statistics 2018-04-05 Sutanoy Dasgupta , Debdeep Pati , Ian H. Jermyn , Anuj Srivastava

Sampling-based methods, e.g., Deep Ensembles and Bayesian Neural Nets have become promising approaches to improve the quality of uncertainty estimation and robust generalization. However, they suffer from a large model size and high latency…

Machine Learning · Computer Science 2024-05-29 Ha Manh Bui , Anqi Liu

Probabilistic learning is increasingly being tackled as an optimization problem, with gradient-based approaches as predominant methods. When modelling multivariate likelihoods, a usual but undesirable outcome is that the learned model fits…

Machine Learning · Computer Science 2020-10-23 Adrián Javaloy , Isabel Valera

The Lipschitz constant is an important quantity that arises in analysing the convergence of gradient-based optimization methods. It is generally unclear how to estimate the Lipschitz constant of a complex model. Thus, this paper studies an…

Machine Learning · Statistics 2023-02-10 Calypso Herrera , Florian Krach , Josef Teichmann

Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…

Statistics Theory · Mathematics 2016-11-26 A. Rodríguez-Casal , P. Saavedra-Nieves

We quantify the cosmological constraining power of the `lensing PDF' - the one-point probability density of weak lensing convergence maps - by modelling this statistic numerically with an emulator trained on $w$CDM cosmic shear simulations.…

Cosmology and Nongalactic Astrophysics · Physics 2023-02-01 Benjamin Giblin , Yan-Chuan Cai , Joachim Harnois-Déraps

Tight estimation of the Lipschitz constant for deep neural networks (DNNs) is useful in many applications ranging from robustness certification of classifiers to stability analysis of closed-loop systems with reinforcement learning…

Machine Learning · Computer Science 2023-01-18 Mahyar Fazlyab , Alexander Robey , Hamed Hassani , Manfred Morari , George J. Pappas

We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…

Statistics Theory · Mathematics 2019-03-15 Min Xu , Richard J. Samworth

The effect of uncertainties and noise on a quantity of interest (model output) is often better described by its probability density function (PDF) than by its moments. Although density estimation is a common task, the adequacy of…

Numerical Analysis · Mathematics 2019-06-21 Adi Ditkowski , Gadi Fibich , Amir Sagiv

We report the development of a scalar quantization approach that helps build tables of decision and reconstruction levels for any probability density function (pdf). Several example pdf's are used for illustration: Uniform, Gaussian,…

Medical Physics · Physics 2016-09-08 C. Tannous
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