Related papers: Distribution-in-distribution-out Regression
We propose communication-efficient distributed estimation and inference methods for the transelliptical graphical model, a semiparametric extension of the elliptical distribution in the high dimensional regime. In detail, the proposed…
We study distributionally robust optimization (DRO) problems where the ambiguity set is defined using the Wasserstein metric. We show that this class of DRO problems can be reformulated as semi-infinite programs. We give an exchange method…
In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…
Machine learning models deployed on medical imaging tasks must be equipped with out-of-distribution detection capabilities in order to avoid erroneous predictions. It is unsure whether out-of-distribution detection models reliant on deep…
The Wasserstein space of probability measures is known for its intricate Riemannian structure, which underpins the Wasserstein geometry and enables gradient flow algorithms. However, the Wasserstein geometry may not be suitable for certain…
Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…
We propose a novel test for assessing partial effects in Frechet regression on Bures Wasserstein manifolds. Our approach employs a sample splitting strategy: the first subsample is used to fit the Frechet regression model, yielding…
This article deals with random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire $d$-dimensional distribution is approximately preserved under random…
We develop a unified framework for distributed inference, semantic communication, and exploration in spatial networks by integrating stochastic geometry with information geometry - a direction that has not been explored in prior literature.…
This paper studies the distributed adaptiveestimation problems for stochastic large regression modelswith an infinite number of parameters. By constructing a re-cursive local cost function, we propose a novel distributedrecursive least…
A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…
It is often desired that ordinal regression models yield unimodal predictions. However, in many recent works this characteristic is either absent, or implemented using soft targets, which do not guarantee unimodal outputs at inference. In…
We employ distribution regression (DR) to estimate the joint distribution of two outcome variables conditional on chosen covariates. While Bivariate Distribution Regression (BDR) is useful in a variety of settings, it is particularly…
We develop IV Fr\'echet regression (IVFR), an instrumental-variable (IV) method for settings where the outcome is an entire distribution. Framing the problem as an IV regression in 2-Wasserstein space, IVFR extends global Fr\'echet…
Worst-case generation plays a critical role in evaluating robustness and stress-testing systems under distribution shifts, in applications ranging from machine learning models to power grids and medical prediction systems. We develop a…
Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…
In this paper, we propose a new and unified approach for nonparametric regression and conditional distribution learning. Our approach simultaneously estimates a regression function and a conditional generator using a generative learning…
We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of $\mathbb{R}$. An order-$1$ autoregressive model in this context is to be understood as a Markov…
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…
We consider decision-making problems under decision-dependent uncertainty (DDU), where the distribution of uncertain parameters depends on the decision variables and is only observable through a finite offline dataset. To address this…