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Generative models have been successfully used for generating realistic signals. Because the likelihood function is typically intractable in most of these models, the common practice is to use "implicit" models that avoid likelihood…

Machine Learning · Computer Science 2024-05-07 Itai Alon , Amir Globerson , Ami Wiesel

This paper presents a new distance metric to compare two continuous probability density functions. The main advantage of this metric is that, unlike other statistical measurements, it can provide an analytic, closed-form expression for a…

Machine Learning · Computer Science 2023-06-14 Ahmad Sajedi , Yuri A. Lawryshyn , Konstantinos N. Plataniotis

We investigate the minimal error in approximating a general probability measure $\mu$ on $\mathbb{R}^d$ by the uniform measure on a finite set with prescribed cardinality $n$. The error is measured in the $p$-Wasserstein distance. In…

Probability · Mathematics 2024-08-26 Filippo Quattrocchi

We want to approximate general multivariate probability density functions by deterministic sample sets. For optimal sampling, the closeness to the given continuous density has to be assessed. This is a difficult challenge in multivariate…

Systems and Control · Electrical Eng. & Systems 2020-01-01 Uwe D. Hanebeck

Mid-circuit measurements and measurement-controlled gates are supported by an increasing number of quantum hardware platforms and will become more relevant as an essential building block for quantum error correction. However, mid-circuit…

Quantum Physics · Physics 2025-02-27 Yanbin Chen , Innocenzo Fulginiti , Christian B. Mendl

Maximum mean discrepancy (MMD) has been widely employed to measure the distance between probability distributions. In this paper, we propose using MMD to solve continuous multi-objective optimization problems (MOPs). For solving MOPs, a…

Machine Learning · Computer Science 2025-05-21 Hao Wang , Chenyu Shi , Angel E. Rodriguez-Fernandez , Oliver Schütze

Maximum Mean Discrepancy (MMD) is a widely used concept in machine learning research which has gained popularity in recent years as a highly effective tool for comparing (finite-dimensional) distributions. Since it is designed as a…

Machine Learning · Statistics 2025-06-03 Andrew Alden , Blanka Horvath , Zacharia Issa

A probabilistic approach for estimating sample qualities for stochastic differential equations is introduced in this paper. The aim is to provide a quantitative upper bound of the distance between the invariant probability measure of a…

Numerical Analysis · Mathematics 2019-12-24 Matthew Dobson , Jiayu Zhai , Yao Li

The maximum mean discrepancy and Wasserstein distance are popular distance measures between distributions and play important roles in many machine learning problems such as metric learning, generative modeling, domain adaption, and…

Machine Learning · Computer Science 2025-01-22 Dong Qiao , Jicong Fan

Probability metrics have become an indispensable part of modern statistics and machine learning, and they play a quintessential role in various applications, including statistical hypothesis testing and generative modeling. However, in a…

Machine Learning · Statistics 2020-03-02 Soheil Kolouri , Kimia Nadjahi , Umut Simsekli , Shahin Shahrampour

Accurate quantification of uncertainty is crucial for real-world applications of machine learning. However, modern deep neural networks still produce unreliable predictive uncertainty, often yielding over-confident predictions. In this…

Machine Learning · Computer Science 2020-10-29 Peng Cui , Wenbo Hu , Jun Zhu

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Optimal quantization for mixed distributions has emerged as a compelling area of study. In this work, we have focused on a mixed distribution formed from two uniform distributions with partially overlapping supports. For this class of…

Nowadays stochastic computer simulations with both numeral and distribution inputs are widely used to mimic complex systems which contain a great deal of uncertainty. This paper studies the design and analysis issues of such computer…

Methodology · Statistics 2022-04-26 Chunya Li , Xiaojun Cui , Shifeng Xiong

Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…

Machine Learning · Statistics 2023-08-08 Ron Nafshi , Maggie Makar

Calibrating stochastic radio channel models to new measurement data is challenging when the likelihood function is intractable. The standard approach to this problem involves sophisticated algorithms for extraction and clustering of…

Signal Processing · Electrical Eng. & Systems 2021-05-07 Ayush Bharti , Francois-Xavier Briol , Troels Pedersen

We consider the probability by which quantum phase measurements of a given precision can be done successfully. The least upper bound of this probability is derived and the associated optimal state vectors are determined. The probability…

Quantum Physics · Physics 2009-02-14 Thomas Schürmann

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

Machine Learning · Statistics 2025-03-12 Yindong Chen , Yiwei Wang , Lulu Kang , Chun Liu

Diffusion probabilistic models (DPMs) are a class of powerful deep generative models (DGMs). Despite their success, the iterative generation process over the full timesteps is much less efficient than other DGMs such as GANs. Thus, the…

Machine Learning · Computer Science 2022-06-16 Fan Bao , Chongxuan Li , Jiacheng Sun , Jun Zhu , Bo Zhang

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron