相关论文: Minimum Wasserstein Distance Estimator under Finit…

Comparing images to recommend items from an image-inventory is a subject of continued interest. Added with the scalability of deep-learning architectures the once `manual' job of hand-crafting features have been largely alleviated, and…

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…

Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

Mutual information maximization has emerged as a powerful learning objective for unsupervised representation learning obtaining state-of-the-art performance in applications such as object recognition, speech recognition, and reinforcement…

The Gromov-Wasserstein (GW) distance is frequently used in machine learning to compare distributions across distinct metric spaces. Despite its utility, it remains computationally intensive, especially for large-scale problems. Recently, a…

Wasserstein distributionally robust optimization (WDRO) strengthens statistical learning under model uncertainty by minimizing the local worst-case risk within a prescribed ambiguity set. Although WDRO has been extensively studied in…

We study the problem of learning multivariate log-concave densities with respect to a global loss function. We obtain the first upper bound on the sample complexity of the maximum likelihood estimator (MLE) for a log-concave density on…

Mixture modelling involves explaining some observed evidence using a combination of probability distributions. The crux of the problem is the inference of an optimal number of mixture components and their corresponding parameters. This…

We study the problem of estimating the means of well-separated mixtures when an adversary may add arbitrary outliers. While strong guarantees are available when the outlier fraction is significantly smaller than the minimum mixing weight,…

The method of maximum likelihood estimation (MLE) is a widely used statistical approach for estimating the values of one or more unknown parameters of a probabilistic model based on observed data. In this tutorial, I briefly review the…

The paper studies the robustness properties of discrete-time stochastic optimal control under Wasserstein model approximation for both discounted-cost and average-cost criteria. Specifically, we study the performance loss when applying an…

We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…

It is well known that under general regularity conditions the distribution of the maximum likelihood estimator (MLE) is asymptotically normal. Very recently, bounds of the optimal order $O(1/\sqrt n)$ on the closeness of the distribution of…

Mixtures-of-Experts (MoE) are conditional mixture models that have shown their performance in modeling heterogeneity in data in many statistical learning approaches for prediction, including regression and classification, as well as for…

The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…

Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…

Reinforcement learning algorithms, though successful, tend to over-fit to training environments hampering their application to the real-world. This paper proposes $\text{W}\text{R}^{2}\text{L}$ -- a robust reinforcement learning algorithm…

Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements…

In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a…