Related papers: Deterministic Equivalent of the Log-Euclidean Dist…
This work considers the problem of estimating the distance between two covariance matrices directly from the data. Particularly, we are interested in the family of distances that can be expressed as sums of traces of functions that are…
This work considers the asymptotic behavior of the distance between two sample covariance matrices (SCM). A general result is provided for a class of functionals that can be expressed as sums of traces of functions that are separately…
In this paper, we propose a novel Euclidean-distance-based coefficient, named differential distance correlation, to measure the strength of dependence between a random variable $ Y \in \mathbb{R} $ and a random vector $ \boldsymbol{X} \in…
We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold. The estimator fuses samples from a hierarchy of data sources of differing fidelities and…
Metric learning has been shown to be highly effective to improve the performance of nearest neighbor classification. In this paper, we address the problem of metric learning for Symmetric Positive Definite (SPD) matrices such as covariance…
Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…
Euclidean distance matrices (EDM) are matrices of squared distances between points. The definition is deceivingly simple: thanks to their many useful properties they have found applications in psychometrics, crystallography, machine…
Empirically, Deep Learning (DL) has demonstrated unprecedented success in practical applications. However, DL remains by and large a mysterious "black-box", spurring recent theoretical research to build its mathematical foundations. In this…
Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation,…
Over the past few years, symmetric positive definite (SPD) matrices have been receiving considerable attention from computer vision community. Though various distance measures have been proposed in the past for comparing SPD matrices, the…
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analogs…
The need for efficiently comparing and representing datasets with unknown alignment spans various fields, from model analysis and comparison in machine learning to trend discovery in collections of medical datasets. We use manifold learning…
In the present paper we focus on the coherence properties of general random Euclidean distance matrices, which are very closely related to the respective matrix completion problem. This problem is of great interest in several applications…
We show that the Kullback-Leibler distance is a good measure of the statistical uncertainty of correlation matrices estimated by using a finite set of data. For correlation matrices of multivariate Gaussian variables we analytically…
We study sample covariance matrices arising from rectangular random matrices with i.i.d. columns. It was previously known that the resolvent of these matrices admits a deterministic equivalent when the spectral parameter stays bounded away…
We show that the Euclidean distance degree of a real orthogonally invariant matrix variety equals the Euclidean distance degree of its restriction to diagonal matrices. We illustrate how this result can greatly simplify calculations in…
Distance metrics and their nonlinear variant play a crucial role in machine learning based real-world problem solving. We demonstrated how Euclidean and cosine distance measures differ not only theoretically but also in real-world medical…
The metric properties of the set in which random variables take their values lead to relevant probabilistic concepts. For example, the mean of a random variable is a best predictor in that it minimizes the standard Euclidean distance or…
Log-linear models are a family of probability distributions which capture relationships between variables. They have been proven useful in a wide variety of fields such as epidemiology, economics and sociology. The interest in using these…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…