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In this paper, we study the problem of pointwise estimation of a multivariate density. We provide a data-driven selection rule from the family of kernel estimators and derive for it a pointwise oracle inequality. Using the latter bound, we…

Statistics Theory · Mathematics 2015-09-21 Gilles Rebelles

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the…

Computation · Statistics 2021-07-27 L. Martino , F. Llorente , E. Curbelo , J. Lopez-Santiago , J. Miguez

Driving styles have a great influence on vehicle fuel economy, active safety, and drivability. To recognize driving styles of path-tracking behaviors for different divers, a statistical pattern-recognition method is developed to deal with…

Machine Learning · Statistics 2018-02-12 Wenshuo Wang , Junqiang Xi , Xiaohan Li

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Machine Learning · Statistics 2025-05-30 Yuchen Jiao , Gen Li

We consider density estimators based on the nearest neighbors method applied to discrete point distibutions in spaces of arbitrary dimensionality. If the density is constant, the volume of a hypersphere centered at a random location is…

Instrumentation and Methods for Astrophysics · Physics 2013-01-24 Przemek Wozniak , Andrzej Kruszewski

This technical report studies the problem of ranking from pairwise comparisons in the classical Bradley-Terry-Luce (BTL) model, with a focus on score estimation. For general graphs, we show that, with sufficiently many samples, maximum…

Machine Learning · Statistics 2023-04-17 Yanxi Chen

We consider the problem of estimating the density $\Pi$ of a determinantal process $N$ from the observation of $n$ independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish…

Statistics Theory · Mathematics 2013-03-15 Yannick Baraud

We present a concise derivation for several influential score-based diffusion models that relies on only a few textbook results. Diffusion models have recently emerged as powerful tools for generating realistic, synthetic signals --…

Computer Vision and Pattern Recognition · Computer Science 2025-10-06 Chicago Y. Park , Michael T. McCann , Cristina Garcia-Cardona , Brendt Wohlberg , Ulugbek S. Kamilov

Propensity score weighting is a tool for causal inference to adjust for measured confounders. Survey data are often collected under complex sampling designs such as multistage cluster sampling, which presents challenges for propensity score…

Methodology · Statistics 2016-07-27 Shu Yang

Statistical inference in parametric models (e.g., the Bradley--Terry model and its variants) for paired-comparison data has been explored in the high-dimensional regime, in which the number of items involving in paired comparisons diverges.…

Methodology · Statistics 2026-04-01 Haoyue Song , Lianqiang Qu , Ting Yan , Yuguo Chen

In this paper, we study a method to sample from a target distribution $\pi$ over $\mathbb{R}^d$ having a positive density with respect to the Lebesgue measure, known up to a normalisation factor. This method is based on the Euler…

Statistics Theory · Mathematics 2016-12-20 Alain Durmus , Eric Moulines

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…

Machine Learning · Statistics 2023-06-12 Aaron Lou , Stefano Ermon

Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

Learning from implicit feedback is challenging because of the difficult nature of the one-class problem: we can observe only positive examples. Most conventional methods use a pairwise ranking approach and negative samplers to cope with the…

Machine Learning · Computer Science 2021-05-12 Riku Togashi , Masahiro Kato , Mayu Otani , Tetsuya Sakai , Shin'ichi Satoh

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

Machine Learning · Statistics 2024-09-12 Zehao Dou , Subhodh Kotekal , Zhehao Xu , Harrison H. Zhou

Conditional density estimation is a fundamental problem in statistics, with scientific and practical applications in biology, economics, finance and environmental studies, to name a few. In this paper, we propose a conditional density…

Methodology · Statistics 2022-01-03 Zijun Gao , Trevor Hastie

Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would…

Machine Learning · Computer Science 2024-07-22 Jonas Beck , Nathanael Bosch , Michael Deistler , Kyra L. Kadhim , Jakob H. Macke , Philipp Hennig , Philipp Berens

The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…

Methodology · Statistics 2017-05-04 Daniel W. Meyer

Score-based methods have recently seen increasing popularity in modeling and generation. Methods have been constructed to perform hypothesis testing and change-point detection with score functions, but these methods are in general not as…

Machine Learning · Statistics 2025-06-23 Sean Moushegian , Taposh Banerjee , Vahid Tarokh