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The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…

Optimization and Control · Mathematics 2014-02-06 Ioannis Tzortzis , Charalambos D. Charalambous , Themistoklis Charalambous

The use of machine-learning in neuroimaging offers new perspectives in early diagnosis and prognosis of brain diseases. Although such multivariate methods can capture complex relationships in the data, traditional approaches provide…

We consider the initial situation where a dataset has been over-partitioned into $k$ clusters and seek a domain independent way to merge those initial clusters. We identify the total variation distance (TVD) as suitable for this goal. By…

Machine Learning · Computer Science 2019-12-10 Christian Reiser , Jörg Schlötterer , Michael Granitzer

In this paper we propose two behavioral distances that support approximate reasoning on Stochastic Markov Models (SMMs), that are continuous-time stochastic transition systems where the residence time on each state is described by a generic…

Formal Languages and Automata Theory · Computer Science 2014-03-26 Giorgio Bacci , Giovanni Bacci , Kim G. Larsen , Radu Mardare

The topic of this paper is the asymptotic distribution of random orthogonal matrices distributed according to Haar measure. We examine the total variation distance between the joint distribution of the entries of $W_n$, the $p_n \times q_n$…

Probability · Mathematics 2019-02-01 Kathryn Stewart

We present a new algorithm that achieves a $\frac{7}{9}$-approximation for the maximin share (MMS) allocation of indivisible goods under additive valuations, improving the current best ratio of $\frac{10}{13}$ (Heidari et al., SODA 2026).…

Computer Science and Game Theory · Computer Science 2025-11-18 Xin Huang , Shengwei Zhou

In statistical inference, we commonly assume that samples are independent and identically distributed from a probability distribution included in a pre-specified statistical model. However, such an assumption is often violated in practice.…

Machine Learning · Statistics 2024-10-29 Takafumi Kanamori , Kodai Yokoyama , Takayuki Kawashima

Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…

Machine Learning · Statistics 2023-10-09 Aniket Das , Dheeraj Nagaraj

We study the following metric distortion problem: there are two finite sets of points, $V$ and $C$, that lie in the same metric space, and our goal is to choose a point in $C$ whose total distance from the points in $V$ is as small as…

Computer Science and Game Theory · Computer Science 2020-09-08 Vasilis Gkatzelis , Daniel Halpern , Nisarg Shah

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Alexandros E. Tzikas , Arec Jamgochian , Nazim Kemal Ure , Mykel J. Kochenderfer , Stephen P. Boyd

For many data-intensive tasks, feature selection is an important preprocessing step. However, most existing methods do not directly and intuitively explore the intrinsic discriminative information of features. We propose a novel feature…

Machine Learning · Computer Science 2024-01-17 Chunxu Cao , Qiang Zhang

In a widely-studied class of multi-parametric optimization problems, the objective value of each solution is an affine function of real-valued parameters. Then, the goal is to provide an optimal solution set, i.e., a set containing an…

Optimization and Control · Mathematics 2021-12-14 Stephan Helfrich , Arne Herzel , Stefan Ruzika , Clemens Thielen

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

Methodology · Statistics 2022-02-14 Ryo Okano , Masaaki Imaizumi

We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In this paper, we prove that for every fixed time $t$, the…

Probability · Mathematics 2023-10-17 Vlad Bally , Yifeng Qin

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Machine Learning · Statistics 2026-03-31 Jinlin Lai , Antonio Linero , Yuling Yao

Recently, we have witnessed the success of total variation (TV) for many imaging applications. However, traditional TV is defined on the original pixel domain, which limits its potential. In this work, we suggest a new TV regularization…

Computer Vision and Pattern Recognition · Computer Science 2025-01-03 Yisi Luo , Xile Zhao , Kai Ye , Deyu Meng

Quantum hypothesis testing is an important tool for quantum information processing. Two main strategies have been widely adopted: in a minimum error discrimination strategy, the average error probability is minimized; while in an…

Quantum Physics · Physics 2020-11-25 Quntao Zhuang

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

We consider the problem of allocating samples to a finite set of discrete distributions in order to learn them uniformly well in terms of four common distance measures: $\ell_2^2$, $\ell_1$, $f$-divergence, and separation distance. To…

Machine Learning · Statistics 2019-12-10 Shubhanshu Shekhar , Tara Javidi , Mohammad Ghavamzadeh