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We define and study a family of distributions with domain complete Riemannian manifold. They are obtained by projection onto a fixed tangent space via the inverse exponential map. This construction is a popular choice in the literature for…

Statistics Theory · Mathematics 2008-05-07 Nikolay H. Balov

This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…

Statistics Theory · Mathematics 2022-12-07 Majid Mojirsheibani , William Pouliot , Andre Shakhbandaryan

Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

Methodology · Statistics 2024-03-20 Ulysse Gazin , Gilles Blanchard , Etienne Roquain

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Methodology · Statistics 2015-04-23 Werner Brannath , Martin Scharpenberg

In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…

Statistics Theory · Mathematics 2021-01-27 Vincent Margot , Jean-Patrick Baudry , Frédéric Guilloux , Olivier Wintenberger

Euclidean representations distort data with intrinsic non-Euclidean structure. While Riemannian representation learning offers a solution by embedding data onto matching manifolds, it typically relies on an encoder to estimate densities on…

Machine Learning · Computer Science 2026-05-05 Andreas Bjerregaard , Søren Hauberg , Anders Krogh

Latent variable models are powerful tools for learning low-dimensional manifolds from high-dimensional data. However, when dealing with constrained data such as unit-norm vectors or symmetric positive-definite matrices, existing approaches…

Machine Learning · Computer Science 2025-03-10 Leonel Rozo , Miguel González-Duque , Noémie Jaquier , Søren Hauberg

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

While classical data analysis has addressed observations that are real numbers or elements of a real vector space, at present many statistical problems of high interest in the sciences address the analysis of data that consist of more…

Statistics Theory · Mathematics 2023-08-15 Zhigang Yao , Jiaji Su , Bingjie Li , Shing-Tung Yau

The natural gradient method is widely used in statistical optimization, but its standard formulation assumes a Euclidean parameter space. This paper proposes an inversion-free stochastic natural gradient method for probability distributions…

Machine Learning · Statistics 2026-04-06 Dario Draca , Takuo Matsubara , Minh-Ngoc Tran

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

We produce methodology for regression analysis when the geographic locations of the independent and dependent variables do not coincide, in which case we speak of misaligned data. We develop and investigate two complementary methods for…

Econometrics · Economics 2022-07-12 Guillaume Allaire Pouliot

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

Incomplete covariate vectors are known to be problematic for estimation and inferences on model parameters, but their impact on prediction performance is less understood. We develop an imputation-free method that builds on a random…

Methodology · Statistics 2024-05-31 Matthew J. Heiner , Garritt L. Page , Fernando Andrés Quintana

We consider heteroscedastic nonparametric regression models, when both the mean function and variance function are unknown and to be estimated with nonparametric approaches. We derive convergence rates of posterior distributions for this…

Statistics Theory · Mathematics 2010-10-07 Yuao Hu

As a growing number of problems involve variables that are random objects, the development of models for such data has become increasingly important. This paper introduces a novel varying-coefficient Fr\'echet regression model that extends…

Methodology · Statistics 2025-09-16 Yanzhao Wang , Jianqiang Zhang , Wangli Xu

Fr\'echet regression, or conditional Barycenters, is a flexible framework for modeling relationships between covariates (usually Euclidean) and response variables on general metric spaces, e.g., probability distributions or positive…

Optimization and Control · Mathematics 2026-04-07 Duc Toan Nguyen , César A. Uribe

It is often of interest to infer lower-dimensional structure underlying complex data. As a flexible class of non-linear structures, it is common to focus on Riemannian manifolds. Most existing manifold learning algorithms replace the…

Machine Learning · Statistics 2026-01-27 David B Dunson , Nan Wu

Riemannian diffusion models draw inspiration from standard Euclidean space diffusion models to learn distributions on general manifolds. Unfortunately, the additional geometric complexity renders the diffusion transition term inexpressible…

Machine Learning · Computer Science 2023-11-01 Aaron Lou , Minkai Xu , Stefano Ermon