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In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…

Systems and Control · Computer Science 2014-10-03 Kooktae Lee , Abhishek Halder , Raktim Bhattacharya

To quantify the dependence between two random vectors of possibly different dimensions, we propose to rely on the properties of the 2-Wasserstein distance. We first propose two coefficients that are based on the Wasserstein distance between…

Statistics Theory · Mathematics 2021-10-19 Gilles Mordant , Johan Segers

We introduce a novel approach to Maximum A Posteriori inference based on discrete graphical models. By utilizing local Wasserstein distances for coupling assignment measures across edges of the underlying graph, a given discrete objective…

Machine Learning · Computer Science 2018-05-29 Ruben Hühnerbein , Fabrizio Savarino , Freddie Åström , Christoph Schnörr

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

Optimization and Control · Mathematics 2024-08-20 Yifan Chen , Wuchen Li

We provide a general bound on the Wasserstein distance between two arbitrary distributions of sequences of Bernoulli random variables. The bound is in terms of a mixing quantity for the Glauber dynamics of one of the sequences, and a simple…

Probability · Mathematics 2018-10-12 Gesine Reinert , Nathan Ross

This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…

Statistics Theory · Mathematics 2015-10-30 Wei-Liem Loh

Dynamic scene rendering has taken a leap forward with the rise of 4D Gaussian Splatting, but there's still one elusive challenge: how to make 3D Gaussians move through time as naturally as they would in the real world, all while keeping the…

Computer Vision and Pattern Recognition · Computer Science 2025-02-04 Junli Deng , Yihao Luo

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

Machine Learning · Statistics 2021-07-28 Michael E. Kepler , Alec Koppel , Amrit Singh Bedi , Daniel J. Stilwell

A new numerical approximation method for a class of Gaussian random fields on compact connected oriented Riemannian manifolds is introduced. This class of random fields is characterized by the Laplace--Beltrami operator on the manifold. A…

Numerical Analysis · Mathematics 2023-12-06 Annika Lang , Mike Pereira

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…

Probability · Mathematics 2020-11-25 Solesne Bourguin , Simon Campese

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

Probability · Mathematics 2022-09-20 Chinmoy Bhattacharjee , Ilya Molchanov

In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global convergence rates for both convex and non-convex objectives. The…

Optimization and Control · Mathematics 2025-06-17 Andrei Semenov , Martin Jaggi , Nikita Doikov

The functional Schrodinger picture formulation of quantum field theory and the variational Gaussian approximation method based on the formulation are briefly reviewed. After presenting recent attempts to improve the variational…

High Energy Physics - Theory · Physics 2008-02-03 Jae Hyung Yee

While style transfer techniques have been well-developed for 2D image stylization, the extension of these methods to 3D scenes remains relatively unexplored. Existing approaches demonstrate proficiency in transferring colors and textures…

Computer Vision and Pattern Recognition · Computer Science 2024-09-27 Dmytro Kotovenko , Olga Grebenkova , Nikolaos Sarafianos , Avinash Paliwal , Pingchuan Ma , Omid Poursaeed , Sreyas Mohan , Yuchen Fan , Yilei Li , Rakesh Ranjan , Björn Ommer

This paper investigates the approximation power of three types of random neural networks: (a) infinite width networks, with weights following an arbitrary distribution; (b) finite width networks obtained by subsampling the preceding…

Machine Learning · Computer Science 2019-10-21 Bolton Bailey , Ziwei Ji , Matus Telgarsky , Ruicheng Xian

Ensembles of neural network weight matrices are studied through the training process for the MNIST classification problem, testing the efficacy of matrix models for representing their distributions, under assumptions of Gaussianity and…

Machine Learning · Computer Science 2025-10-08 Edward Hirst , Sanjaye Ramgoolam

Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to…

Optimization and Control · Mathematics 2020-10-01 Iman Shames , Farhad Farokhi

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

We propose a novel method for comparing non-aligned graphs of different sizes, based on the Wasserstein distance between graph signal distributions induced by the respective graph Laplacian matrices. Specifically, we cast a new formulation…

Machine Learning · Computer Science 2020-03-16 Hermina Petric Maretic , Mireille El Gheche , Matthias Minder , Giovanni Chierchia , Pascal Frossard

This paper studies the approximation capacity of neural networks with an arbitrary activation function and with norm constraint on the weights. Upper and lower bounds on the approximation error of these networks are computed for smooth…

Numerical Analysis · Mathematics 2025-12-24 Francesco Paolo Maiale , Anastasiia Trofimova , Arturo De Marinis