相关论文: Nonstandard Analysis and Generalized Functions
Majorisation, also called rearrangement inequalities, yields a type of stochastic ordering in which two or more distributions can be compared. In this paper we argue that majorisation is a good candidate as a theory for uncertainty. We…
We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…
In stochastic decision problems, one often wants to estimate the underlying probability measure statistically, and then to use this estimate as a basis for decisions. We shall consider how the uncertainty in this estimation can be…
Semi-structured networks (SSNs) merge the structures familiar from additive models with deep neural networks, allowing the modeling of interpretable partial feature effects while capturing higher-order non-linearities at the same time. A…
Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a…
High-dimensional k-sample comparison is a common applied problem. We construct a class of easy-to-implement nonparametric distribution-free tests based on new tools and unexplored connections with spectral graph theory. The test is shown to…
Generalised regression estimation allows one to make use of available auxiliary information in survey sampling. We develop three types of generalised regression estimator when the auxiliary data cannot be matched perfectly to the sample…
From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…
By a non-Gaussian integral we mean integral of the product of an arbitrary function and exponent of a polynomial. We develop a theory of such integrals, which generalizes and simplifies the theory of general hypergeometric functions in the…
We introduce a novel end-to-end approach for learning to cluster in the absence of labeled examples. Our clustering objective is based on optimizing normalized cuts, a criterion which measures both intra-cluster similarity as well as…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
Let $T$ be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry--Esseen type bounds for $T$ are obtained. The bounds are the best possible for many known statistics.…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…
Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…
This report is an improvement of a prior report (Report 813). It sharpens the principal theorems (Theorems 4.2 and 11.2 of Report 813) while simplifying their proofs. There are also several minor changes involving clarifications and…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
This article conducts a large dimensional study of a simple yet quite versatile classification model, encompassing at once multi-task and semi-supervised learning, and taking into account uncertain labeling. Using tools from random matrix…
Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic…
We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…