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Tensor-based discrete density estimation requires flexible modeling and proper divergence criteria to enable effective learning; however, traditional approaches using $\alpha$-divergence face analytical challenges due to the $\alpha$-power…
Simplicia-simplicial regression concerns statistical modeling scenarios in which both the predictors and the responses are vectors constrained to lie on the simplex. \cite{fiksel2022} introduced a transformation-free linear regression…
In this paper, we develop a novel framework to optimally design spectral estimators for phase retrieval given measurements realized from an arbitrary model. We begin by deconstructing spectral methods, and identify the fundamental…
The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…
Conditional density estimation is a general framework for solving various problems in machine learning. Among existing methods, non-parametric and/or kernel-based methods are often difficult to use on large datasets, while methods based on…
The aim of this paper is to introduce new statistical criterions for estimation, suitable for inference in models with common continuous support. This proposal is in the direct line of a renewed interest for divergence based inference tools…
\emph{Kullback-Leibler} (KL) regularization is ubiquitous in reinforcement learning algorithms in the form of \emph{reverse} or \emph{forward} KL. Recent studies have demonstrated $\epsilon^{-1}$-type fast rates for decision making under…
Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…
The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…
We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its…
In this paper, we develop a new elegant framework relying on the Kullback-Leibler Information Criterion to address the design of one-stage adaptive detection architectures for multiple hypothesis testing problems. Specifically, at the…
In developing data-driven modeling methodologies, there is an ongoing need to reconcile the strong predictive performance of opaque black-box models with the transparency required for critical applications. This work introduces an…
Kernel logistic regression (KLR) is a powerful classification method widely applied across diverse domains. In many real-world scenarios, indefinite kernels capture more domain-specific structural information than positive definite kernels.…
Kullback-Leibler (KL) divergence is a fundamental concept in information theory that quantifies the discrepancy between two probability distributions. In the context of Variational Autoencoders (VAEs), it serves as a central regularization…
This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…
Wavelet frames for $L^2({\mathbb R})$ can be characterized by means of spectral techniques. This work uses spectral formulas to determine all the tight wavelet frames for $L^2({\mathbb R})$ with a fixed finite number of generators of…
Aggregation methods have emerged as a powerful and flexible framework in statistical learning, providing unified solutions across diverse problems such as regression, classification, and density estimation. In the context of generalized…
We show that the predicted probability distributions for any $N$-parameter statistical model taking the form of an exponential family can be explicitly and analytically embedded isometrically in a $N{+}N$-dimensional Minkowski space. That…
Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…
We examine the estimation of the Kullback-Leibler (KL) divergence and the use of the goodness-of-fit test for multivariate continuous distributions. Our starting point is the maximum entropy principle for Shannon entropy: among all…