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These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional…

Econometrics · Economics 2023-09-01 Christis Katsouris

Fairness is an emerging and challenging topic in recommender systems. In recent years, various ways of evaluating and therefore improving fairness have emerged. In this study, we examine existing evaluation measures of fairness in…

Information Retrieval · Computer Science 2024-05-21 Theresia Veronika Rampisela , Maria Maistro , Tuukka Ruotsalo , Christina Lioma

With growing applications of Machine Learning (ML) techniques in the real world, it is highly important to ensure that these models work in an equitable manner. One main step in ensuring fairness is to effectively measure fairness, and to…

Machine Learning · Computer Science 2024-06-21 Abdalwahab Almajed , Maryam Tabar , Peyman Najafirad

The performance of machine learning models relies heavily on the quality of input data, yet real-world applications often face significant data-related challenges. A common issue arises when curating training data or deploying models: two…

Machine Learning · Computer Science 2025-09-24 Varun Babbar , Zhicheng Guo , Cynthia Rudin

The field of time series anomaly detection is constantly advancing, with several methods available, making it a challenge to determine the most appropriate method for a specific domain. The evaluation of these methods is facilitated by the…

Machine Learning · Computer Science 2023-03-03 Sondre Sørbø , Massimiliano Ruocco

For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features.…

Machine Learning · Statistics 2021-01-18 Andrea Bommert , Jörg Rahnenführer

Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…

Machine Learning · Computer Science 2021-06-16 Michael Franklin Mbouopda , Engelbert Mephu Nguifo

Security especially in the fields of IoT, industrial automation and critical infrastructure is paramount nowadays and a hot research topic. In order to ensure confidence in research results they need to be reproducible. In the past we…

Hardware Architecture · Computer Science 2024-07-10 Dmytro Petryk , Ievgen Kabin , Peter Langendörfer , Zoya Dyka

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

Trajectories that capture object movement have numerous applications, in which similarity computation between trajectories often plays a key role. Traditionally, the similarity between two trajectories is quantified by means of heuristic…

Databases · Computer Science 2024-06-13 Yanchuan Chang , Egemen Tanin , Gao Cong , Christian S. Jensen , Jianzhong Qi

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…

Data Analysis, Statistics and Probability · Physics 2021-11-03 Massimiliano Zanin

This paper extends the subjects dicussed in the Data Analysis and Dynamical Systems courses by looking at the subject of modelling data. This task is nontrivial as the underlying process could be non-linear. In the paper some common…

Statistics Theory · Mathematics 2011-08-02 Vincent Mellor

Assessing the validity of user simulators when used for the evaluation of information retrieval systems remains an open question, constraining their effective use and the reliability of simulation-based results. To address this issue, we…

Information Retrieval · Computer Science 2026-01-19 Andreas Konstantin Kruff , Nolwenn Bernard , Philipp Schaer

The concept of Type-2 soft sets had been proposed as a generalization of Molodstov's soft sets. In this paper some shortcomings of some existing distance measures for Type-1 soft sets have been shown and accordingly some new distance…

General Mathematics · Mathematics 2016-12-21 Rajashi Chatterjee , P. Majumdar , S. K. Samanta

The ability to mimic human notions of semantic distance has widespread applications. Some measures rely only on raw text (distributional measures) and some rely on knowledge sources such as WordNet. Although extensive studies have been…

Computation and Language · Computer Science 2012-03-09 Saif M. Mohammad , Graeme Hirst

In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring the computation of linear, nonlinear and other measures. Such measures have been developed and implemented in commercial and…

Computation · Statistics 2010-02-10 Dimitris Kugiumtzis , Alkiviadis Tsimpiris

Machine learning for data-driven diagnosis has been actively studied in medicine to provide better healthcare. Supporting analysis of a patient cohort similar to a patient under treatment is a key task for clinicians to make decisions with…

Medical Physics · Physics 2020-03-25 Rongchen Guo , Takanori Fujiwara , Yiran Li , Kelly M. Lima , Soman Sen , Nam K. Tran , Kwan-Liu Ma

Quantifying the similarity of two or more datasets has widespread applications in statistics and machine learning. The method choice is, however, difficult due to the abundance of proposed methods and the lack of neutral comparison studies,…

Methodology · Statistics 2026-04-14 Marieke Stolte , Jörg Rahnenführer , Andrea Bommert

The issue of distinguishing between the same-source and different-source hypotheses based on various types of traces is a generic problem in forensic science. This problem is often tackled with Bayesian approaches, which are able to provide…

Machine Learning · Computer Science 2023-03-17 Isabelle Rivals , Cédric Sautier , Guillaume Cognon , Vincent Cuzuel

In the past decade, large scale mobile phone data have become available for the study of human movement patterns. These data hold an immense promise for understanding human behavior on a vast scale, and with a precision and accuracy never…

Physics and Society · Physics 2016-02-17 Nathalie E. Williams , Timothy A. Thomas , Matthew Dunbar , Nathan Eagle , Adrian Dobra