Related papers: Efficient and Stable Multi-Dimensional Kolmogorov-…
Given an i.i.d. sample drawn from a density $f$, we propose to test that $f$ equals some prescribed density $f_0$ or that $f$ belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the…
Group-invariant probability distributions appear in many data-generative models in machine learning, such as graphs, point clouds, and images. In practice, one often needs to estimate divergences between such distributions. In this work, we…
`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we…
We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…
The traditional lower bound estimation method for powerlaw distributions based on the Kolmogorov-Smirnov distance proved to perform better than other competing methods. However, if applied to very large collections of data, such a method…
Consider $n$ iid random variables, where $\xi_1, \ldots, \xi_n$ are $n$ realisations of a random variable $\xi$ and $\zeta_1, \ldots, \zeta_n$ are $n$ realisations of a random variable $\zeta$. The distribution of each realisation of $\xi$,…
We derive an optimal shrinkage sample covariance matrix (SCM) estimator which is suitable for high dimensional problems and when sampling from an unspecified elliptically symmetric distribution. Specifically, we derive the optimal (oracle)…
We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…
In this paper, we develop a systematic theory for high dimensional analysis of variance in multivariate linear regression, where the dimension and the number of coefficients can both grow with the sample size. We propose a new \emph{U}~type…
The purpose of this paper is twofold. On a technical side, we propose an extension of the Hausdorff distance from metric spaces to spaces equipped with asymmetric distance measures. Specifically, we focus on the family of Bregman…
A limit theorem for the largest interpoint distance of $p$ independent and identically distributed points in $\mathbb{R}^n$ to the Gumbel distribution is proved, where the number of points $p=p_n$ tends to infinity as the dimension of the…
Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…
Distances between probability distributions are a key component of many statistical machine learning tasks, from two-sample testing to generative modeling, among others. We introduce a novel distance between measures that compares them…
Traditional problems in computational geometry involve aspects that are both discrete and continuous. One such example is nearest-neighbor searching, where the input is discrete, but the result depends on distances, which vary continuously.…
Finite precision approximations of discrete probability distributions are considered, applicable for distribution synthesis, e.g., probabilistic shaping. Two algorithms are presented that find the optimal $M$-type approximation $Q$ of a…
Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…
We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…
Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete…
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots,X_n$ over the class of rectangles in the case when the covariance…
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…