arXiv Machine Learning By Abhranil Das

New methods to compute the generalized chi-square distribution

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arXiv:2404. 05062v4 Announce Type: replace-cross Abstract: We present four new mathematical methods, two exact and two approximate, along with open-source software, to compute the cdf, pdf and inverse cdf of the generalized chi-square distribution.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 29

Efficient and Stable Multi-Dimensional Kolmogorov-Smirnov Distance

arXiv:2504. 11299v2 Announce Type: replace-cross Abstract: We revisit extending the Kolmogorov-Smirnov distance between probability distributions to the multi-dimensional setting, and make new arguments about the proper way to approach this generalization.

By Peter Matthew Jacobs, Foad Namjoo, Jeff M. Phillips
arXiv Machine Learning
Jul 27

Heavy-Tailed Principal Component Analysis

arXiv:2603. 11308v3 Announce Type: replace Abstract: Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.

By Mario Sayde, Christopher Khater, Jihad Fahs, Ibrahim Abou-Faycal