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A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

Methodology · Statistics 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

Learning an effective representation of 3D point clouds requires a good metric to measure the discrepancy between two 3D point sets, which is non-trivial due to their irregularity. Most of the previous works resort to using the Chamfer…

Computer Vision and Pattern Recognition · Computer Science 2021-09-15 Trung Nguyen , Quang-Hieu Pham , Tam Le , Tung Pham , Nhat Ho , Binh-Son Hua

We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…

Machine Learning · Computer Science 2023-02-16 Alexander Cloninger , Keaton Hamm , Varun Khurana , Caroline Moosmüller

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models.…

Machine Learning · Statistics 2025-02-10 Yifeng Yu , Lu Yu

The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…

Probability · Mathematics 2022-03-02 Ziv Goldfeld , Kengo Kato , Sloan Nietert , Gabriel Rioux

We introduce a new approach to nonlinear sufficient dimension reduction in cases where both the predictor and the response are distributional data, modeled as members of a metric space. Our key step is to build universal kernels…

Methodology · Statistics 2023-04-26 Qi Zhang , Bing Li , Lingzhou Xue

This paper considers the fusion of multiple estimates of a spatially extended object, where the object extent is modeled as an ellipse parameterized by the orientation and semiaxes lengths. For this purpose, we propose a novel systematic…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Kolja Thormann , Marcus Baum

We propose to align distributional data from the perspective of Wasserstein means. We raise the problem of regularizing Wasserstein means and propose several terms tailored to tackle different problems. Our formulation is based on the…

Machine Learning · Computer Science 2020-02-24 Liang Mi , Wen Zhang , Yalin Wang

We address the problem of computing a textural loss based on the statistics extracted from the feature activations of a convolutional neural network optimized for object recognition (e.g. VGG-19). The underlying mathematical problem is the…

Computer Vision and Pattern Recognition · Computer Science 2021-03-12 Eric Heitz , Kenneth Vanhoey , Thomas Chambon , Laurent Belcour

Wasserstein distributionally robust optimization (WDRO) attempts to learn a model that minimizes the local worst-case risk in the vicinity of the empirical data distribution defined by Wasserstein ball. While WDRO has received attention as…

Machine Learning · Statistics 2020-06-23 Yongchan Kwon , Wonyoung Kim , Joong-Ho Won , Myunghee Cho Paik

In this article, we present the theoretical basis for an approach to Stein's method for probability distributions on Riemannian manifolds. Using a semigroup representation for the solution to the Stein equation, we use tools from stochastic…

Probability · Mathematics 2020-01-28 James Thompson

We investigate long-time behaviors of empirical measures associated with subordinated Dirichlet diffusion processes on a compact Riemannian manifold $M$ with boundary $\partial M$ to some reference measure, under the quadratic Wasserstein…

Probability · Mathematics 2022-06-09 Huaiqian Li , Bingyao Wu

Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms…

Machine Learning · Statistics 2024-02-19 Khai Nguyen , Nicola Bariletto , Nhat Ho

In this paper we present a linear regression model for modal symbolic data. The observed variables are histogram variables according to the definition given in the framework of Symbolic Data Analysis and the parameters of the model are…

Methodology · Statistics 2016-05-03 Antonio Irpino , Rosanna Verde

We propose a straightforward and effective method for discretizing multi-dimensional diffusion processes as an extension of Milstein scheme. The new scheme is explicitly given and can be simulated using Gaussian variates, requiring the same…

Numerical Analysis · Mathematics 2024-09-04 Yuga Iguchi , Toshihiro Yamada

Stein's method has been widely used for probability approximations. However, in the multi-dimensional setting, most of the results are for multivariate normal approximation or for test functions with bounded second- or higher-order…

Probability · Mathematics 2018-08-16 Xiao Fang , Qi-Man Shao , Lihu Xu

Anomaly detection (AD) has been an active research area in various domains. Yet, the increasing data scale, complexity, and dimension turn the traditional methods into challenging. Recently, the deep generative model, such as the…

Computer Vision and Pattern Recognition · Computer Science 2022-03-22 Yurong Chen , Hui Zhang , Yaonan Wang , Q. M. Jonathan Wu , Yimin Yang

Robust estimation is an important problem in statistics which aims at providing a reasonable estimator when the data-generating distribution lies within an appropriately defined ball around an uncontaminated distribution. Although minimax…

Statistics Theory · Mathematics 2021-01-21 Zheng Liu , Po-Ling Loh

We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…

Machine Learning · Computer Science 2024-06-26 Sloan Nietert , Ziv Goldfeld , Soroosh Shafiee