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A typical goal of supervised dimension reduction is to find a low-dimensional subspace of the input space such that the projected input variables preserve maximal information about the output variables. The dependence maximization approach…

Machine Learning · Statistics 2015-08-06 Voot Tangkaratt , Hiroaki Sasaki , Masashi Sugiyama

We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form $\mathrm{Ent}_{\mu}(e^f) \le \tfrac{\rho}{2} \mathbb{E}_\mu e^f \Gamma(f)^2$ for some difference operator $\Gamma$, and show how it implies two-level…

Probability · Mathematics 2021-04-13 Holger Sambale , Arthur Sinulis

We consider supervised dimension reduction problems, namely to identify a low dimensional projection of the predictors $\-x$ which can retain the statistical relationship between $\-x$ and the response variable $y$. We follow the idea of…

Computation · Statistics 2019-10-31 Xin Cai , Guang Lin , Jinglai Li

This note, mostly expository, is devoted to Poincar{\'e} and log-Sobolev inequalities for a class of Boltzmann-Gibbs measures with singular interaction. Such measures allow to model one-dimensional particles with confinement and singular…

Probability · Mathematics 2020-09-02 Djalil Chafai , Joseph Lehec

We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…

Probability · Mathematics 2015-04-14 Sascha Bachmann , Giovanni Peccati

This short communication addresses the problem of elliptic localization with outlier measurements. Outliers are prevalent in various location-enabled applications, and can significantly compromise the positioning performance if not…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Wenxin Xiong , Yuming Chen , Jiajun He , Zhang-Lei Shi , Keyuan Hu , Hing Cheung So , Chi-Sing Leung

We study the convergence properties, in Hellinger and related distances, of nonparametric density estimators based on measure transport. These estimators represent the measure of interest as the pushforward of a chosen reference…

Statistics Theory · Mathematics 2022-09-20 Sven Wang , Youssef Marzouk

The main goals of this paper are: i) To develop an abstract differential calculus on metric measure spaces by investigating the duality relations between differentials and gradients of Sobolev functions. This will be achieved without…

Metric Geometry · Mathematics 2013-05-22 Nicola Gigli

We prove structure theorems for measures on the discrete cube and on Gaussian space, which provide sufficient conditions for mean-field behavior. These conditions rely on a new notion of complexity for such measures, namely the…

Probability · Mathematics 2018-07-02 Ronen Eldan

This paper investigates a new approach to estimate the gradient of the conditional probability given the covariates in the binary classification framework. The proposed approach consists in fitting a localized nearest-neighbor logistic…

Statistics Theory · Mathematics 2025-01-20 Touqeer Ahmad , François Portier , Gilles Stupfler

Machin-like arctangent relations are classical tools for computing $\pi$, with efficiency quantified by the Lehmer measure ($\lambda$). We present a framework for discovering low-measure relations by coupling the PSLQ integer-relation…

Number Theory · Mathematics 2025-08-13 Nick Craig-Wood

We introduce a priori Sobolev-space error estimates for the solution of nonlinear, and possibly parametric, PDEs using Gaussian process and kernel based methods. The primary assumptions are: (1) a continuous embedding of the reproducing…

Numerical Analysis · Mathematics 2023-05-10 Pau Batlle , Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Finite mixture models provide a flexible framework for approximating and estimating multivariate probability densities. We study mixtures formed from translated and rescaled copies of a fixed density kernel and obtain explicit results for…

Statistics Theory · Mathematics 2026-04-24 Hien Duy Nguyen , TrungTin Nguyen , Jacob Westerhout , Xin Guo

High dimensional data and systems with many degrees of freedom are often characterized by covariance matrices. In this paper, we consider the problem of simultaneously estimating the dimension of the principal (dominant) subspace of these…

Numerical Analysis · Computer Science 2018-10-10 Shashanka Ubaru , Abd-Krim Seghouane , Yousef Saad

This paper addresses the problem of approximating an unknown probability distribution with density $f$ -- which can only be evaluated up to an unknown scaling factor -- with the help of a sequential algorithm that produces at each iteration…

Statistics Theory · Mathematics 2024-09-23 Pascal Bianchi , Bernard Delyon , Victor Priser , François Portier

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

Computation · Statistics 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

This paper deals with the taking into account a given set of realizations as constraints in the Kullback-Leibler minimum principle, which is used as a probabilistic learning algorithm. This permits the effective integration of data into…

Machine Learning · Statistics 2022-05-09 Christian Soize

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

Operator learning, the approximation of mappings between infinite-dimensional function spaces using machine learning, has gained increasing research attention in recent years. Approximate operators, learned from data, can serve as efficient…

Machine Learning · Computer Science 2025-06-27 Ben Adcock , Michael Griebel , Gregor Maier

Given an arbitrary set of high dimensional points in $\ell_1$, there are known negative results that preclude the possibility of always mapping them to a low dimensional $\ell_1$ space while preserving distances with small multiplicative…

Data Structures and Algorithms · Computer Science 2024-04-09 Moses Charikar , Spencer Compton , Chirag Pabbaraju