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We restore part of the thermodynamic formalism for some renormalized measures that are known to be non-Gibbsian. We first point out that a recent theory due to Pfister implies that for block-transformed measures free energies and relative…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Arnaud Le Ny , Frank Redig

In this study, a density-on-density regression model is introduced, where the association between densities is elucidated via a warping function. The proposed model has the advantage of a being straightforward demonstration of how one…

Methodology · Statistics 2023-07-10 Yi Zhao , Abhirup Datta , Bohao Tang , Vadim Zipunnikov , Brian S. Caffo

Analyzing polytomous response from a complex survey scheme, like stratified or cluster sampling is very crucial in several socio-economics applications. We present a class of minimum quasi weighted density power divergence estimators for…

Methodology · Statistics 2019-04-05 Elena Castilla , Abhik Ghosh , Nirian Martin , Leandro Pardo

In this work, we propose a machine learning-based approach to address a specific aspect of the Quantum Marginal Problem: reconstructing a global density matrix compatible with a given set of quantum marginals. Our method integrates a…

Quantum Physics · Physics 2025-10-03 Daniel Uzcategui-Contreras , Antonio Guerra , Sebastian Niklitschek , Aldo Delgado

This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…

Statistics Theory · Mathematics 2020-07-28 Jose Blanchet , Peter W. Glynn , Jun Yan , Zhengqing Zhou

The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Pierre E. Jacob , Roland Badeau , Umut Şimşekli

Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…

Machine Learning · Statistics 2025-06-03 Meilin Wang , Wei Huang , Mingming Gong , Zheng Zhang

In this article we introduce a quasiprobability distribution of work that is based on the Wigner function. This construction rests on the idea that the work done on an isolated system can be coherently measured by coupling the system to a…

Quantum Physics · Physics 2023-11-03 Federico Cerisola , Franco Mayo , Augusto J. Roncaglia

We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…

Probability · Mathematics 2018-08-03 Anning Liu , Jian-Guo Liu , Yulong Lu

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

We formulate a novel approach to solve a class of stochastic problems, referred to as data-consistent inverse (DCI) problems, which involve the characterization of a probability measure on the parameters of a computational model whose…

Numerical Analysis · Mathematics 2024-04-19 Kirana Bergstrom , Troy Butler , Tim Wildey

We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…

Statistics Theory · Mathematics 2019-03-15 Min Xu , Richard J. Samworth

We study quasi-convex optimization problems, where only a subset of the constraints can be sampled, and yet one would like a probabilistic guarantee on the obtained solution with respect to the initial (unknown) optimization problem. Even…

Optimization and Control · Mathematics 2021-01-06 Guillaume O. Berger , Raphaël M. Jungers , Zheming Wang

A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Yu. I. Bogdanov

We propose a function-valued evaluation metric for generative models based on the relative density ratio (RDR) designed to characterize distributional differences between real and generated samples. As an evaluation metric, the RDR function…

Methodology · Statistics 2025-12-29 Yuliang Xu , Yun Wei , Li Ma

Density-ratio estimation via classification is a cornerstone of unsupervised learning. It has provided the foundation for state-of-the-art methods in representation learning and generative modelling, with the number of use-cases continuing…

Machine Learning · Statistics 2020-11-25 Benjamin Rhodes , Kai Xu , Michael U. Gutmann

The generalization performance of deep neural networks in classification tasks is a major concern in machine learning research. Despite widespread techniques used to diminish the over-fitting issue such as data augmentation,…

Machine Learning · Computer Science 2024-03-14 Mohammad Lashkari , Amin Gheibi

We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…

Optimization and Control · Mathematics 2018-12-19 Damek Davis , Dmitriy Drusvyatskiy

We study the possibility of reconstructing the quantum state of light in a cavity subject to dissipation. We pass atoms, also subject to decay, through the cavity and surprisingly show that both decays allow the measurement of…

Quantum Physics · Physics 2017-06-07 N. Yazdanpanah , M. K. Tavassoly , R. Juarez-Amaro , H. M. Moya-Cessa

Bayesian variable selection has gained much empirical success recently in a variety of applications when the number $K$ of explanatory variables $(x_1,...,x_K)$ is possibly much larger than the sample size $n$. For generalized linear…

Statistics Theory · Mathematics 2009-09-29 Wenxin Jiang