EMPEROR: Efficient Moment-Preserving Representation of Distributions

We introduce EMPEROR (Efficient Moment-Preserving Representation of Distributions), a mathematically rigorous and computationally efficient framework for representing high-dimensional probability measures arising in neural network representations. Unlike heuristic global pooling operations, EMPEROR encodes a feature distribution through its statistical moments. Our approach leverages the theory of sliced moments: features are projected onto multiple directions, lightweight univariate Gaussian mixture models (GMMs) are fit to each projection, and the resulting slice parameters are aggregated into a compact descriptor. We establish determinacy guarantees via Carleman's condition and the Cramér-Wold theorem, ensuring that the GMM is uniquely determined by its sliced moments, and we derive finite-sample error bounds that scale optimally with the number of slices and samples. Empirically, EMPEROR captures richer distributional information than common pooling schemes across various data modalities, while remaining computationally efficient and broadly applicable.

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Publication Details

Published
2026-04-21
DOI
https://doi.org/10.1109/icassp55912.2026.11460890
Primary Topic
Time Series Analysis and Forecasting
Type
article
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article

EMPEROR: Efficient Moment-Preserving Representation of Distributions

Soheil Kolouri, Xinran Liu
Time Series Analysis and Forecasting
article

EMPEROR: Efficient Moment-Preserving Representation of Distributions

Soheil Kolouri, Xinran Liu
article en

Abstract

We introduce EMPEROR (Efficient Moment-Preserving Representation of Distributions), a mathematically rigorous and computationally efficient framework for representing high-dimensional probability measures arising in neural network representations. Unlike heuristic global pooling operations, EMPEROR encodes a feature distribution through its statistical moments. Our approach leverages the theory of sliced moments: features are projected onto multiple directions, lightweight univariate Gaussian mixture models (GMMs) are fit to each projection, and the resulting slice parameters are aggregated into a compact descriptor. We establish determinacy guarantees via Carleman's condition and the Cramér-Wold theorem, ensuring that the GMM is uniquely determined by its sliced moments, and we derive finite-sample error bounds that scale optimally with the number of slices and samples. Empirically, EMPEROR captures richer distributional information than common pooling schemes across various data modalities, while remaining computationally efficient and broadly applicable.

Vanderbilt University (US)
Openalex Percentile: Top 98%
Time Series Analysis and Forecasting
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