Related papers: Sharp Inequalities between Total Variation and Hel…
We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…
We develop variation formulas for the quantities of extrinsic geometry for adapted variations of metrics on almost-product (e.g. foliated) Riemannian manifolds, and apply them to study the total mixed scalar curvature of a distribution --…
This note presents sharp inequalities for deviation probability of a general quadratic form of a random vector \(\xiv\) with finite exponential moments. The obtained deviation bounds are similar to the case of a Gaussian random vector. The…
This paper presents a sparse Bayesian learning algorithm for inverse problems in signal and image processing with a total variation (TV) sparsity prior. Because of the prior used, and the fact that the prior parameters are estimated…
We study the problem of generating a hyperplane tessellation of an arbitrary set $T$ in $\mathbb{R}^n$, ensuring that the Euclidean distance between any two points corresponds to the fraction of hyperplanes separating them up to a…
We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…
We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…
Existing methods to summarize posterior inference for mixture models focus on identifying a point estimate of the implied random partition for clustering, with density estimation as a secondary goal (Wade and Ghahramani, 2018; Dahl et al.,…
Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence behavior of the \emph{mixing measure}, a fundamental object…
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 obtain essentially matching upper and lower bounds for the expected max-sliced 1-Wasserstein distance between a probability measure on a separable Hilbert space and its empirical distribution from $n$ samples. By proving a Banach space…
In many, if not most, machine learning applications the training data is naturally heterogeneous (e.g. federated learning, adversarial attacks and domain adaptation in neural net training). Data heterogeneity is identified as one of the…
Since sparse unmixing has emerged as a promising approach to hyperspectral unmixing, some spatial-contextual information in the hyperspectral images has been exploited to improve the performance of the unmixing recently. The total variation…
In this paper we introduce a method for nonparametric density estimation on geometric networks. We define fused density estimators as solutions to a total variation regularized maximum-likelihood density estimation problem. We provide…
We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…
Bayesian inference has many advantages for complex models, but standard Monte Carlo methods for summarizing the posterior can be computationally demanding, and it is attractive to consider optimization-based variational methods. Our work…
Many problems in navigation and tracking require increasingly accurate characterizations of the evolution of uncertainty in nonlinear systems. Nonlinear uncertainty propagation approaches based on Gaussian mixture density approximations…
We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…
In this paper, we establish sample complexity bounds for learning high-dimensional simplices in $\mathbb{R}^K$ from noisy data. Specifically, we consider $n$ i.i.d. samples uniformly drawn from an unknown simplex in $\mathbb{R}^K$, each…
Mixtures of Gaussian Bayesian networks have previously been studied under full-covariance assumptions, where each mixture component has its own covariance matrix. We propose a mixture model with tied-covariance, in which all components…