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In this paper we investigate the problem of testing the assumption of stationarity in locally stationary processes. The test is based on an estimate of a Kolmogorov-Smirnov type distance between the true time varying spectral density and…

Statistics Theory · Mathematics 2013-12-20 Philip Preuß , Mathias Vetter , Holger Dette

Many machine learning models appear to deploy effortlessly under distribution shift, and perform well on a target distribution that is considerably different from the training distribution. Yet, learning theory of distribution shift bounds…

Machine Learning · Computer Science 2024-05-30 Robi Bhattacharjee , Nick Rittler , Kamalika Chaudhuri

We propose the use of a simple intuitive principle for measuring algorithmic classification bias: the significance of the differences in a classifier's error rates across the various demographics is inversely commensurate with the sample…

Methodology · Statistics 2026-01-08 Ioannis Ivrissimtzis , Shauna Concannon , Matthew Houliston , Graham Roberts

We consider a nonparametric autoregression model under conditional heteroscedasticity with the aim to test whether the innovation distribution changes in time. To this end we develop an asymptotic expansion for the sequential empirical…

Methodology · Statistics 2012-11-07 Leonie Selk , Natalie Neumeyer

In high dimension, low sample size (HDLSS) settings, classifiers based on Euclidean distances like the nearest neighbor classifier and the average distance classifier perform quite poorly if differences between locations of the underlying…

Methodology · Statistics 2022-03-08 Sarbojit Roy , Soham Sarkar , Subhajit Dutta , Anil K. Ghosh

In this paper, a procedure is given for estimating the population mean in simple random sampling without replacement in the presence of auxiliary information. The mean squared error expressions of the proposed estimators have been derived…

Statistics Theory · Mathematics 2013-08-28 Rajesh Singh , Mukesh Kumar , Manoj K. Chaudhary

Given a random variable $X$ and considered a family of its possible distortions, we define two new measures of distance between $X$ and each its distortion. For these distance measures, which are extensions of the Gini's mean difference,…

Probability · Mathematics 2023-10-09 Marco Capaldo , Antonio Di Crescenzo , Franco Pellerey

Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…

Machine Learning · Statistics 2015-09-24 Kun Yang , Hao Su , Wing Hung Wang

We present two classes of improved estimators for mutual information $M(X,Y)$, from samples of random points distributed according to some joint probability density $\mu(x,y)$. In contrast to conventional estimators based on binnings, they…

Statistical Mechanics · Physics 2009-11-10 Alexander Kraskov , Harald Stoegbauer , Peter Grassberger

Bias evaluation is fundamental to trustworthy AI, both in terms of checking data quality and in terms of checking the outputs of AI systems. In testing data quality, for example, one may study the distance of a given dataset, viewed as a…

Machine Learning · Computer Science 2025-06-12 Jiří Němeček , Mark Kozdoba , Illia Kryvoviaz , Tomáš Pevný , Jakub Mareček

This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…

Statistics Theory · Mathematics 2008-01-08 Nathalie Akakpo

A new method for improving the resolution of astronomical images is presented. It is based on the principle that sampled data cannot be fully deconvolved without violating the sampling theorem. Thus, the sampled image should not be…

Astrophysics · Physics 2009-10-30 P. Magain , F. Courbin , S. Sohy

We study the extreme and the periodic $L_p$ discrepancy of point sets in the $d$-dimensional unit cube. The extreme discrepancy uses arbitrary sub-intervals of the unit cube as test sets, whereas the periodic discrepancy is based on…

Number Theory · Mathematics 2021-09-14 Ralph Kritzinger , Friedrich Pillichshammer

We address the problem of A/B testing, a widely used protocol for evaluating the potential improvement achieved by a new decision system compared to a baseline. This protocol segments the population into two subgroups, each exposed to a…

Machine Learning · Statistics 2025-06-16 Otmane Sakhi , Alexandre Gilotte , David Rohde

Given a bounded domain, we deal with the problem of estimating the distance function from the internal points of the domain to the boundary of the domain. Convolutional and differential distance estimation schemes are considered and, for…

Numerical Analysis · Mathematics 2024-12-13 Alexander Belyaev , Pierre-Alain Fayolle

We present a new technique for the interpolation of discretely-sampled non-negat ive scalar fields across regions of missing data. Any set of basis functions can be used, though the method is fastest when they are close to orthogonal. We…

Astrophysics · Physics 2007-05-23 Will Saunders , Bill E. Ballinger

A popular approach to sample a diffusion-based generative model is to solve an ordinary differential equation (ODE). In existing samplers, the coefficients of the ODE solvers are pre-determined by the ODE formulation, the reverse discrete…

Machine Learning · Computer Science 2023-10-04 Guoqiang Zhang , Niwa Kenta , W. Bastiaan Kleijn

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

Probability · Mathematics 2007-05-23 Michael Mayer , Ilya Molchanov

We consider the problem of statistical inference for the S distribution and introduce new minimum distance estimators for the four parameters of the S distribution using Kolmogorov-Smirnov, Cramer-von Mises and related distance metrics.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Sergej V. Aksenov , Michael A. Savageau

The minimum rate needed to accurately approximate a product distribution based on an unnormalized informational divergence is shown to be a mutual information. This result subsumes results of Wyner on common information and Han-Verd\'{u} on…

Information Theory · Computer Science 2013-05-14 Jie Hou , Gerhard Kramer
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