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Comparing probability distributions is an indispensable and ubiquitous task in machine learning and statistics. The most common way to compare a pair of Borel probability measures is to compute a metric between them, and by far the most…

Statistics Theory · Mathematics 2022-02-01 Yuhang Cai , Lek-Heng Lim

Although distance measures are used in many machine learning algorithms, the literature on the context-independent selection and evaluation of distance measures is limited in the sense that prior knowledge is used. In cluster analysis,…

Machine Learning · Computer Science 2021-08-24 Michael C. Thrun

Using a semi-parametric approach based on the fourth-order Edgeworth expansion for the unknown signal distribution, we derive an explicit expression for the likelihood detection statistic in the presence of non-normally distributed…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-19 Lionel Martellini , Tania Regimbau

The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

The quantale of distance distributions is of fundamental importance for understanding probabilistic metric spaces as enriched categories. Motivated by the categorical interpretation of partial metric spaces, we are led to investigate the…

General Topology · Mathematics 2020-01-30 Jialiang He , Hongliang Lai , Lili Shen

In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…

Systems and Control · Computer Science 2014-10-03 Kooktae Lee , Abhishek Halder , Raktim Bhattacharya

Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…

Machine Learning · Computer Science 2026-01-14 Md Shafiqul Islam , Shakti Prasad Padhy , Douglas Allaire , Raymundo Arróyave

We present an experimental study of velocity statistics for a partial layer of inelastic colliding beads driven by a vertically oscillating boundary. Over a wide range of parameters (accelerations 3-8 times the gravitational acceleration),…

Statistical Mechanics · Physics 2009-10-31 W. Losert , D. G. W. Cooper , J. Delour , A. Kudrolli , J. P. Gollub

Both collision geometry and event-by-event fluctuations are encoded in the experimentally observed flow harmonic distribution $p(v_n)$ and $2k$-particle cumulants $c_n\{2k\}$. In the present study, we systematically connect these…

Nuclear Theory · Physics 2019-03-08 Hadi Mehrabpour , Seyed Farid Taghavi

Accurate trajectory prediction is critical for safe autonomous navigation in crowded environments. While many trajectory predictors output Gaussian distributions to represent the multi-modal distribution over future pedestrian positions,…

Robotics · Computer Science 2026-03-12 Fatemeh Cheraghi Pouria , Mahsa Golchoubian , Katherine Driggs-Campbell

The use of the loudest observed event to generate statistical statements about rate and strength has become standard in searches for gravitational waves from compact binaries and pulsars. The Bayesian formulation of the method is…

General Relativity and Quantum Cosmology · Physics 2009-08-17 Rahul Biswas , Patrick R. Brady , Jolien D. E. Creighton , Stephen Fairhurst

Understanding the space of probability measures on a metric space equipped with a Wasserstein distance is one of the fundamental questions in mathematical analysis. The Wasserstein metric has received a lot of attention in the machine…

Machine Learning · Computer Science 2021-03-02 Arijit Sehanobish , Neal Ravindra , David van Dijk

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

In this letter, we consider two sets of observations defined as subspace signals embedded in noise and we wish to analyze the distance between these two subspaces. The latter entails evaluating the angles between the subspaces, an issue…

Methodology · Statistics 2015-06-17 Olivier Besson , Nicolas Dobigeon , Jean-Yves Tourneret

In data science, it is often required to estimate dependencies between different data sources. These dependencies are typically calculated using Pearson's correlation, distance correlation, and/or mutual information. However, none of these…

Statistics Theory · Mathematics 2015-06-03 Rahul Agarwal , Pierre Sacre , Sridevi V. Sarma

Satellite conjunctions involving "near misses" of space objects are becoming increasingly likely. One approach to risk analysis for them involves the computation of the collision probability, but this has been regarded as having some…

Applications · Statistics 2022-03-11 Soumaya Elkantassi , Anthony Davison

We study the Hilbert-Schmidt measure on the manifold of mixed Gaussian states in multi mode continuous variable quantum systems. An analytical expression for the Hilbert-Schmidt volume element is derived. Its corresponding probability…

Quantum Physics · Physics 2015-03-10 Valentin Link , Walter T. Strunz

The conventional definition of a topological metric over a space specifies properties that must be obeyed by any measure of "how separated" two points in that space are. Here it is shown how to extend that definition, and in particular the…

Adaptation and Self-Organizing Systems · Physics 2007-10-15 David H. Wolpert

State-of-the-art image-set matching techniques typically implicitly model each image-set with a Gaussian distribution. Here, we propose to go beyond these representations and model image-sets as probability distribution functions (PDFs)…

Computer Vision and Pattern Recognition · Computer Science 2015-08-03 Mehrtash Harandi , Mathieu Salzmann , Mahsa Baktashmotlagh
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