相关论文: Minimum Wasserstein Distance Estimator under Finit…

Euclidean embeddings of data are fundamentally limited in their ability to capture latent semantic structures, which need not conform to Euclidean spatial assumptions. Here we consider an alternative, which embeds data as discrete…

We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…

Wasserstein distributionally robust optimization (WDRO) attempts to learn a model that minimizes the local worst-case risk in the vicinity of the empirical data distribution defined by Wasserstein ball. While WDRO has received attention as…

We study the problem of robust distribution estimation under the Wasserstein distance, a popular discrepancy measure between probability distributions rooted in optimal transport (OT) theory. Given $n$ samples from an unknown distribution…

Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…

We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…

In data-driven learning and inference tasks, the high cost of acquiring samples from the target distribution often limits performance. A common strategy to mitigate this challenge is to augment the limited target samples with data from a…

This paper focuses on a similarity measure, known as the Wasserstein distance, with which to compare images. The Wasserstein distance results from a partial differential equation (PDE) formulation of Monge's optimal transport problem. We…

In finite mixtures of location-scale distributions, if there is no constraint on the parameters then the maximum likelihood estimate does not exist. But when the ratios of the scale parameters are restricted appropriately, the maximum…

Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…

We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Comparing probability distributions is at the crux of many machine learning algorithms. Maximum Mean Discrepancies (MMD) and Wasserstein distances are two classes of distances between probability distributions that have attracted abundant…

We describe $k$-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization…

In this paper, we propose finite mixtures of multivariate skew Laplace distributions to model both skewness and heavy-tailedness in the heterogeneous data sets. The maximum likelihood estimators for the parameters of interest are obtained…

Mixture modeling, which considers the potential heterogeneity in data, is widely adopted for classification and clustering problems. Mixture models can be estimated using the Expectation-Maximization algorithm, which works with the complete…

Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…

We explore the possibility of evaluating flow harmonics by employing the maximum likelihood estimator (MLE). For a given finite multiplicity, the MLE simultaneously furnishes estimations for all the parameters of the underlying distribution…

We study posterior contraction rates for mixing measures in homoscedastic location-scale mixture models with infinitely many components. While posterior convergence at the level of densities is well understood, ensuring convergence of the…

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…