English
Related papers

Related papers: Fr\'echet Regression on the Bures-Wasserstein Mani…

200 papers

We propose a hybrid resampling method to approximate finitely supported Wasserstein barycenters on large-scale datasets, which can be combined with any exact solver. Nonasymptotic bounds on the expected error of the objective value as well…

Computation · Statistics 2021-05-28 Florian Heinemann , Axel Munk , Yoav Zemel

The present paper solves the problem of local linear approximation of the Fr\'echet conditional mean in an extrinsic and intrinsic way from time correlated bivariate curve data evaluated in a manifold (see Torres et al, 2025, on global…

Statistics Theory · Mathematics 2025-10-06 M. D. Ruiz-Medina , A. Torres-Signes

The problem of nonparametric estimation of the conditional density of a response, given a vector of explanatory variables, is classical and of prominent importance in many prediction problems since the conditional density provides a more…

Methodology · Statistics 2015-04-21 Catia Scricciolo

Distribution-as-response regression problems are gaining wider attention, especially within biomedical settings where observation-rich patient specific data sets are available, such as feature densities in CT scans (Petersen et al., 2021)…

Computation · Statistics 2025-12-22 Alexander Coulter , Rebecca Lee , Irina Gaynanova

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

Optimization and Control · Mathematics 2026-04-17 Zeyi Chen , Ariel Neufeld , Qikun Xiang

In this work we introduce the concept of Bures-Wasserstein barycenter $Q_*$, that is essentially a Fr\'echet mean of some distribution $\mathbb{P}$ supported on a subspace of positive semi-definite Hermitian operators $\mathbb{H}_{+}(d)$.…

Statistics Theory · Mathematics 2019-02-12 Alexey Kroshnin , Vladimir Spokoiny , Alexandra Suvorikova

A framework is proposed that addresses both conditional density estimation and latent variable discovery. The objective function maximizes explanation of variability in the data, achieved through the optimal transport barycenter generalized…

Optimization and Control · Mathematics 2026-02-18 Hongkang Yang , Esteban G. Tabak

Non-Euclidean data that are indexed with a scalar predictor such as time are increasingly encountered in data applications, while statistical methodology and theory for such random objects are not well developed yet. To address the need for…

Methodology · Statistics 2021-08-24 Zhenhua Lin , Hans-Georg Müller

In this paper several related estimation problems are addressed from a Bayesian point of view and optimal estimators are obtained for each of them when some natural loss functions are considered. Namely, we are interested in estimating a…

Statistics Theory · Mathematics 2021-10-27 A. G. Nogales

This paper presents a new method for conditional probability density simulation. The method is design to work with unstructured data set when data are not characterized by the same covariates yet share common information. Specific examples…

Methodology · Statistics 2025-08-05 Esteban G. Tabak , Giulio Trigila , Wenjun Zhao

We propose a novel test for assessing partial effects in Frechet regression on Bures Wasserstein manifolds. Our approach employs a sample splitting strategy: the first subsample is used to fit the Frechet regression model, yielding…

Machine Learning · Statistics 2025-07-01 Haoshu Xu , Hongzhe Li

Wasserstein barycenter, built on the theory of optimal transport, provides a powerful framework to aggregate probability distributions, and it has increasingly attracted great attention within the machine learning community. However, it…

Machine Learning · Computer Science 2022-12-20 Jinjin Chi , Zhiyao Yang , Jihong Ouyang , Ximing Li

We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

Machine Learning · Statistics 2025-05-29 Gabriele Visentin , Patrick Cheridito

Statistical analysis is increasingly confronted with complex data from metric spaces. Petersen and M\"uller (2019) established a general paradigm of Fr\'echet regression with complex metric space valued responses and Euclidean predictors.…

Machine Learning · Statistics 2025-02-10 Rui Qiu , Zhou Yu , Ruoqing Zhu

With the increasing availability of non-Euclidean data objects, statisticians are faced with the task of developing appropriate statistical methods for their analysis. For regression models in which the predictors lie in $\mathbb{R}^p$ and…

Methodology · Statistics 2023-03-24 Aritra Ghosal , Wendy Meiring , Alexander Petersen

We study the problem of learning a real-valued function that satisfies the Demographic Parity constraint. It demands the distribution of the predicted output to be independent of the sensitive attribute. We consider the case that the…

Machine Learning · Statistics 2020-06-24 Evgenii Chzhen , Christophe Denis , Mohamed Hebiri , Luca Oneto , Massimiliano Pontil

While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…

Machine Learning · Computer Science 2012-07-02 Max Welling , Sridevi Parise

Single index models provide an effective dimension reduction tool in regression, especially for high dimensional data, by projecting a general multivariate predictor onto a direction vector. We propose a novel single-index model for…

Methodology · Statistics 2023-07-13 Satarupa Bhattacharjee , Hans-Georg Müller

In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…

Machine Learning · Statistics 2022-05-31 Tim Tsz-Kit Lau , Han Liu

We study first-order optimization algorithms for computing the barycenter of Gaussian distributions with respect to the optimal transport metric. Although the objective is geodesically non-convex, Riemannian GD empirically converges…

Optimization and Control · Mathematics 2023-11-01 Jason M. Altschuler , Sinho Chewi , Patrik Gerber , Austin J. Stromme