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This work includes a number of novel contributions for the multiple-source adaptation problem. We present new normalized solutions with strong theoretical guarantees for the cross-entropy loss and other similar losses. We also provide new…

Machine Learning · Computer Science 2018-05-23 Judy Hoffman , Mehryar Mohri , Ningshan Zhang

The estimation of an f-divergence between two probability distributions based on samples is a fundamental problem in statistics and machine learning. Most works study this problem under very weak assumptions, in which case it is provably…

Machine Learning · Statistics 2019-10-25 Paul K. Rubenstein , Olivier Bousquet , Josip Djolonga , Carlos Riquelme , Ilya Tolstikhin

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…

Disordered Systems and Neural Networks · Physics 2016-09-21 Ulisse Ferrari

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…

Machine Learning · Statistics 2024-01-30 Alexandros E. Tzikas , Licio Romao , Mert Pilanci , Alessandro Abate , Mykel J. Kochenderfer

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

When deploying a trained machine learning model in the real world, it is inevitable to receive inputs from out-of-distribution (OOD) sources. For instance, in continual learning settings, it is common to encounter OOD samples due to the…

Machine Learning · Computer Science 2024-01-23 Chuanwen Feng , Wenlong Chen , Ao Ke , Yilong Ren , Xike Xie , S. Kevin Zhou

This study proposes a computationally efficient semiparametric distribution estimator, which is a slight modification of the naive mixture proposed by Schuster and Yakowitz (1985) and Olkin and Spiegelman (1987). The proposed method is…

Statistics Theory · Mathematics 2025-09-12 Taku Moriyama

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…

Statistics Theory · Mathematics 2026-05-06 Yannick Baraud

We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…

Statistics Theory · Mathematics 2025-02-06 Alexandre Lecestre

This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…

Statistics Theory · Mathematics 2015-09-21 Heather Battey , Jianqing Fan , Han Liu , Junwei Lu , Ziwei Zhu

Bayesian learning provides a unified skeleton to solve the electrophysiological source imaging task. From this perspective, existing source imaging algorithms utilize the Gaussian assumption for the observation noise to build the likelihood…

Machine Learning · Computer Science 2025-08-07 Yuanhao Li , Badong Chen , Zhongxu Hu , Keita Suzuki , Wenjun Bai , Yasuharu Koike , Okito Yamashita

In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

Statistics Theory · Mathematics 2023-03-16 Shulan Hu , Xinyu Wang , Liming Wu

A rumor spreading in a social network or a disease propagating in a community can be modeled as an infection spreading in a network. Finding the infection source is a challenging problem, which is made more difficult in many applications…

Social and Information Networks · Computer Science 2014-04-08 Wuqiong Luo , Wee Peng Tay , Mei Leng

In this paper we introduce a statistical inference framework for estimating the contagion source from a partially observed contagion spreading process on an arbitrary network structure. The framework is based on a maximum likelihood…

Social and Information Networks · Computer Science 2015-03-12 Nino Antulov-Fantulin , Alen Lancic , Hrvoje Stefancic , Mile Sikic , Tomislav Smuc

A confidence distribution is a complete tool for making frequentist inference for a parameter of interest $\psi$ based on an assumed parametric model. Indeed, it allows to reach point estimates, to assess their precision, to set up tests…

Methodology · Statistics 2022-12-20 Elena Bortolato , Laura Ventura

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

Many Imitation and Reinforcement Learning approaches rely on the availability of expert-generated demonstrations for learning policies or value functions from data. Obtaining a reliable distribution of trajectories from motion planners is…

Robotics · Computer Science 2021-07-13 Alexander Lambert , Byron Boots