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Two-sample tests are important areas aiming to determine whether two collections of observations follow the same distribution or not. We propose two-sample tests based on integral probability metric (IPM) for high-dimensional samples…

机器学习 · 统计学 2023-04-21 Jie Wang , Minshuo Chen , Tuo Zhao , Wenjing Liao , Yao Xie

Quantifying differences between probability distributions is fundamental to statistics and machine learning, primarily for comparing statistical uncertainty. In contrast, epistemic uncertainty -- due to incomplete knowledge -- requires…

机器学习 · 统计学 2026-05-13 Siu Lun Chau , Michele Caprio , Krikamol Muandet

We study the problem of space and time efficient evaluation of a nonparametric estimator that approximates an unknown density. In the regime where consistent estimation is possible, we use a piecewise multivariate polynomial interpolation…

统计理论 · 数学 2020-11-11 Paxton Turner , Jingbo Liu , Philippe Rigollet

A class of distance measures on probabilities -- the integral probability metrics (IPMs) -- is addressed: these include the Wasserstein distance, Dudley metric, and Maximum Mean Discrepancy. IPMs have thus far mostly been used in more…

Smoothing is omnipresent in astronomy, because almost always measurements performed at discrete positions in the sky need to be interpolated into a smooth map for subsequent analysis. Still, the statistical properties of different…

天体物理学 · 物理学 2009-11-07 Marco Lombardi

We propose a parametric integral probability metric (IPM) to measure the discrepancy between two probability measures. The proposed IPM leverages a specific parametric family of discriminators, such as single-node neural networks with ReLU…

机器学习 · 统计学 2025-04-29 Yuha Park , Kunwoong Kim , Insung Kong , Yongdai Kim

We study the minimax optimal rates for estimating a range of Integral Probability Metrics (IPMs) between two unknown probability measures, based on $n$ independent samples from them. Curiously, we show that estimating the IPM itself between…

统计理论 · 数学 2019-11-05 Tengyuan Liang

We address the following problem: given two smooth densities on a manifold, find an optimal diffeomorphism that transforms one density into the other. Our framework builds on connections between the Fisher-Rao information metric on the…

最优化与控制 · 数学 2016-09-05 Martin Bauer , Sarang Joshi , Klas Modin

Let $({\mathcal X}, d, \mu)$ be a metric measure space and satisfy the so-called upper doubling condition and the geometrically doubling condition. In this paper, the authors establish an interpolation result that a sublinear operator which…

偏微分方程分析 · 数学 2012-01-31 Haibo Lin , Dongyong Yang

Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…

机器学习 · 统计学 2025-09-09 Logan S. McCarty

Answering a question of Lindholm, we prove strict density inequalities for sampling and interpolation in Fock spaces of entire functions in several complex variables defined by a plurisubharmonic weight. In particular, these spaces do not…

经典分析与常微分方程 · 数学 2020-04-17 Karlheinz Gröchenig , Antti Haimi , Joaquim Ortega-Cerdà , José Luis Romero

Group-invariant probability distributions appear in many data-generative models in machine learning, such as graphs, point clouds, and images. In practice, one often needs to estimate divergences between such distributions. In this work, we…

机器学习 · 计算机科学 2026-02-05 Behrooz Tahmasebi , Stefanie Jegelka

In this paper, we investigate the approximation properties of two types of multiscale finite element methods with oversampling as proposed in [Hou \& Wu, {\textit{J. Comput. Phys.}}, 1997] and [Efendiev, Hou \& Wu, \textit{SIAM J. Numer.…

数值分析 · 数学 2025-07-22 Guanglian Li

Pulsar dispersion measures (DMs) have been used to model the electron density of the interstellar medium (ISM) in the Galactic disk as a plane-parallel medium, despite significant scatter in the DM-distance distribution and strong evidence…

星系天体物理 · 物理学 2020-07-10 Stella Koch Ocker , James M. Cordes , Shami Chatterjee

We prove an isoperimetric inequality for probability measures $\mu$ on $\mathbb{R}^n$ with density proportional to $\exp(-\phi(\lambda | x|))$, where $|x|$ is the euclidean norm on $\mathbb{R}^n$ and $\phi$ is a non-decreasing convex…

概率论 · 数学 2009-02-27 Nolwen Huet

In a series of papers (Lombardi & Schneider 2001, 2002) we studied in detail the statistical properties of an interpolation technique widely used in astronomy. In particular, we considered the average interpolated map and its covariance…

天体物理学 · 物理学 2009-11-07 Marco Lombardi , Peter Schneider

The Hermite-Birkhoff interpolation problem of a function given on arbitrarily distributed points on the sphere and other manifolds is considered. Each proposed interpolant is expressed as a linear combination of basis functions, the…

数值分析 · 数学 2017-05-03 Giampietro Allasia , Roberto Cavoretto , Alessandra De Rossi

This paper deals with various questions related to the isoperimetic problem for smooth positive measure $d\mu = \varphi(x)dx$, with $x \in \Omega \subset \mathbb{R}^N$. Firstly we find some necessary conditions on the density of the measure…

偏微分方程分析 · 数学 2015-04-21 Friedemann Brock , Francesco Chiacchio , Anna Mercaldo

Random probabilities are a key component to many nonparametric methods in Statistics and Machine Learning. To quantify comparisons between different laws of random probabilities several works are starting to use the elegant Wasserstein over…

统计理论 · 数学 2024-05-27 Marta Catalano , Hugo Lavenant

Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…

机器学习 · 统计学 2024-07-31 Abhranil Das , Wilson S Geisler
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