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This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…

Statistics Theory · Mathematics 2007-06-13 Luis E. Nieto-Barajas , Igor Prunster , Stephen G. Walker

This note examines the behavior of generalization capabilities - as defined by out-of-sample mean squared error (MSE) - of Linear Gaussian (with a fixed design matrix) and Linear Least Squares regression. Particularly, we consider a…

Statistics Theory · Mathematics 2021-09-21 Karthik Duraisamy

This paper provides formulas for calculating of Fr\'{e}chet and limiting normal cones with respect to a set of sets and the limiting coderivative with respect to a set of set-valued mappings. These calculations are obtained under some…

Optimization and Control · Mathematics 2023-11-16 Vo Duc Thinh , Xiaolong Qin , Jen-Chih Yao

We introduce a method for jointly registering ensembles of partitioned datasets in a way which is both geometrically coherent and partition-aware. Once such a registration has been defined, one can group partition blocks across datasets in…

Computational Geometry · Computer Science 2021-07-09 Tom Needham , Thomas Weighill

Finite frames can be viewed as mass points distributed in $N$-dimensional Euclidean space. As such they form a subclass of a larger and rich class of probability measures that we call probabilistic frames. We derive the basic properties of…

Probability · Mathematics 2017-09-04 Martin Ehler , Kasso A. Okoudjou

This article introduces a new class of models for multiple networks. The core idea is to parametrize a distribution on labelled graphs in terms of a Fr\'{e}chet mean graph (which depends on a user-specified choice of metric or graph…

Methodology · Statistics 2020-03-09 Simón Lunagómez , Sofia C. Olhede , Patrick J. Wolfe

Fr\'echet means are indispensable for nonparametric statistics on non-Euclidean spaces. For suitable random variables, in some sense, they "sense" topological and geometric structure. In particular, smeariness seems to indicate the presence…

Statistics Theory · Mathematics 2021-03-02 Do Tran , Benjamin Eltzner , Stephan Huckemann

We define a generalized likelihood function based on uncertainty measures and show that maximizing such a likelihood function for different measures induces different types of classifiers. In the probabilistic framework, we obtain…

Machine Learning · Computer Science 2013-01-18 Loo-Nin Teow , Kia-Fock Loe

This paper revisits an adaptation of the random forest algorithm for Fr\'echet regression, addressing the challenge of regression in the context of random objects in metric spaces. Recognizing the limitations of previous approaches, we…

Methodology · Statistics 2023-06-30 Matthieu Bulté , Helle Sørensen

Finite Sample Smeariness (FSS) has been recently discovered. It means that the distribution of sample Fr\'echet means of underlying rather unsuspicious random variables can behave as if it were smeary for quite large regimes of finite…

Statistics Theory · Mathematics 2021-03-02 Benjamin Eltzner , Shayan Hundrieser , Stephan F. Huckemann

In this paper a new long-term survival distribution is proposed. The so called long term Fr\'echet distribution allows us to fit data where a part of the population is not susceptible to the event of interest. This model may be used, for…

Statistics Theory · Mathematics 2017-09-25 Pedro Luiz Ramos , Diego Nascimento , Francisco Louzada

We propose a new modeling approach that is a generalization of generative and discriminative models. The core idea is to use an implicit parameterization of a joint probability distribution by specifying only the conditional distributions.…

Machine Learning · Computer Science 2016-12-06 Dmitrij Schlesinger , Carsten Rother

The goal of this note is to provide a geometric setting in which generalized arithmetic means are best predictors in an appropriate metric. This characterization provides a geometric interpretation to the concept of certainty equivalent.…

Probability · Mathematics 2020-05-19 Henryk Gzyl

We propose a novel generalisation to the Student-t Probabilistic Principal Component methodology which: (1) accounts for an asymmetric distribution of the observation data; (2) is a framework for grouped and generalised…

Methodology · Statistics 2020-09-25 Dorota Toczydlowska , Gareth W. Peters , Pavel V. Shevchenko

Current fairness toolkits in machine learning only admit a limited range of fairness definitions and have seen little integration with automatic differentiation libraries, despite the central role these libraries play in modern machine…

Machine Learning · Computer Science 2024-04-11 Maarten Buyl , MaryBeth Defrance , Tijl De Bie

A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

Statistics Theory · Mathematics 2026-04-21 Nils Lid Hjort

An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…

Probability · Mathematics 2011-11-10 Lancelot F. James

This paper studies rescaled images, under $\exp^{-1}_{\mu}$, of the sample Fr\'{e}chet means of i.i.d. random variables $\{X_k\vert k\geq 1\}$ with Fr\'{e}chet mean $\mu$ on a Riemannian manifold. We show that, with appropriate scaling,…

Probability · Mathematics 2015-10-26 Huiling Le

In this work, we propose to tackle the problem of domain generalization in the context of \textit{insufficient samples}. Instead of extracting latent feature embeddings based on deterministic models, we propose to learn a domain-invariant…

Machine Learning · Computer Science 2024-02-12 Kecheng Chen , Elena Gal , Hong Yan , Haoliang Li

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Joseph D. Futoma , Daniel N. Rockmore , Sinead Williamson