Related papers: Sliced Distribution Matching based on Cumulative D…
We consider the problem of approximating two, possibly unrelated probability distributions from a single complex-valued function $\psi$ and its Fourier transform. We show that this problem always has a solution within a specified degree of…
Since the introduction of the Sliced Wasserstein distance in the literature, its simplicity and efficiency have made it one of the most interesting surrogate for the Wasserstein distance in image processing and machine learning. However,…
In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…
This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…
We are interested in comparing probability distributions defined on Riemannian manifold. The traditional approach to study a distribution relies on locating its mean point and finding the dispersion about that point. On a general manifold…
We propose to solve a constrained distribution steering problem, i.e., steering a stochastic linear system from an initial distribution to some final, desired distribution subject to chance constraints. We do so by characterizing the…
Generative models are invaluable in many fields of science because of their ability to capture high-dimensional and complicated distributions, such as photo-realistic images, protein structures, and connectomes. How do we evaluate the…
We construct a class of real-valued nonnegative binary functions on a set of jointly distributed random variables, which satisfy the triangle inequality and vanish at identical arguments (pseudo-quasi-metrics). These functions are useful in…
We propose a method for finding a cumulative distribution function (cdf) that minimizes the distance to a given cdf, while belonging to an ambiguity set constructed relative to another cdf and, possibly, incorporating soft information. Our…
We explore the probabilistic foundations of shared control in complex dynamic environments. In order to do this, we formulate shared control as a random process and describe the joint distribution that governs its behavior. For…
The sliced Wasserstein (SW) distances between two probability measures are defined as the expectation of the Wasserstein distance between two one-dimensional projections of the two measures. The randomness comes from a projecting direction…
Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…
This paper concerns a method of testing equality of distribution of random convex compact sets and the way how to use the test to distinguish between two realisations of general random sets. The family of metrics on the space of…
This paper studies iterative schemes for measure transfer and approximation problems, which are defined through a slicing-and-matching procedure. Similar to the sliced Wasserstein distance, these schemes benefit from the availability of…
The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical distance standard deviation is derived under the assumption…
Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accelerate the samplings significantly. However, the…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
We propose a family of four-parameter distributions that contain the K-distribution as special case. The family is derived as a mixture distribution that uses the three-parameter reflected Gamma distribution as parental and the…
This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…
Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…