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A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…

Statistics Theory · Mathematics 2018-03-28 Yoshikazu Terada , Hidetoshi Shimodaira

Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be…

Statistics Theory · Mathematics 2008-05-21 Zhiyi Chi

Multi-object state estimation is a fundamental problem for robotic applications where a robot must interact with other moving objects. Typically, other objects' relevant state features are not directly observable, and must instead be…

Robotics · Computer Science 2022-12-15 Angad Singh , Omar Makhlouf , Maximilian Igl , Joao Messias , Arnaud Doucet , Shimon Whiteson

We introduce a new challenge for computer and robotic vision, the first ACRV Robotic Vision Challenge, Probabilistic Object Detection. Probabilistic object detection is a new variation on traditional object detection tasks, requiring…

Robotics · Computer Science 2019-04-09 John Skinner , David Hall , Haoyang Zhang , Feras Dayoub , Niko Sünderhauf

Many applications, including natural language processing, sensor networks, collaborative filtering, and federated learning, call for estimating discrete distributions from data collected in batches, some of which may be untrustworthy,…

Machine Learning · Computer Science 2020-02-26 Ayush Jain , Alon Orlitsky

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

We propose a new framework that extends the standard Probability Hypothesis Density (PHD) filter for multiple targets having $N\geq2$ different types based on Random Finite Set theory, taking into account not only background clutter, but…

Computer Vision and Pattern Recognition · Computer Science 2019-02-05 Nathanael L. Baisa , Andrew Wallace

There are many research works and methods about change point detection in the literature. However, there are only a few that provide inference for such change points after being estimated. This work mainly focuses on a statistical analysis…

Methodology · Statistics 2021-08-02 Reza Valiollahi Mehrizi , Shojaeddin Chenouri

In this paper we are interested in the task of searching and tracking multiple moving targets in a bounded surveillance area with a group of autonomous mobile agents. More specifically, we assume that targets can appear and disappear at…

Systems and Control · Electrical Eng. & Systems 2023-02-02 Savvas Papaioannou , Panayiotis Kolios , Theocharis Theocharides , Christos G. Panayiotou , Marios M. Polycarpou

In some practical learning tasks, such as traffic video analysis, the number of available training samples is restricted by different factors, such as limited communication bandwidth and computation power. Determinantal Point Process (DPP)…

Machine Learning · Computer Science 2023-08-17 Xiwen Chen , Huayu Li , Rahul Amin , Abolfazl Razi

Opportunistic detection rules (ODRs) are variants of fixed-sample-size detection rules in which the statistician is allowed to make an early decision on the alternative hypothesis opportunistically based on the sequentially observed…

Information Theory · Computer Science 2016-02-15 Wenyi Zhang , George V. Moustakides , H. Vincent Poor

As a fundamental information fusion approach, the arithmetic average (AA) fusion has recently been investigated for various random finite set (RFS) filter fusion in the context of multi-sensor multi-target tracking. It is not a…

Systems and Control · Electrical Eng. & Systems 2025-02-24 Tiancheng Li

In this paper the filtering of partially observed diffusions, with discrete-time observations, is considered. It is assumed that only biased approximations of the diffusion can be obtained, for choice of an accuracy parameter indexed by…

Computation · Statistics 2015-10-19 Ajay Jasra , Kengo Kamatani , Kody J. H. Law , Yan Zhou

Many single-target regression problems require estimates of uncertainty along with the point predictions. Probabilistic regression algorithms are well-suited for these tasks. However, the options are much more limited when the prediction…

Machine Learning · Statistics 2021-06-08 Michael O'Malley , Adam M. Sykulski , Rick Lumpkin , Alejandro Schuler

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Pierre-Jean Meyer , Murat Arcak

Density ratio estimation in high dimensions can be reframed as integrating a certain quantity, the time score, over probability paths which interpolate between the two densities. In practice, the time score has to be estimated based on…

Machine Learning · Computer Science 2025-06-13 Hanlin Yu , Arto Klami , Aapo Hyvärinen , Anna Korba , Omar Chehab

Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…

Machine Learning · Computer Science 2023-08-16 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

We study Cressie Read power divergence (CRPD) estimation for moment based models, focusing on finite sample behavior. While generalized empirical likelihood estimators, dual to CRPD, are known to outperform generalized method of moments…

Econometrics · Economics 2026-03-25 Jieun Lee , Anil K. Bera

We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…

Optimization and Control · Mathematics 2019-03-29 Prashanth L A , Shalabh Bhatnagar , Nirav Bhavsar , Michael Fu , Steven I. Marcus

This paper considers the problem of estimating the population spectral distribution from a sample covariance matrix in large dimensional situations. We generalize the contour-integral based method in Mestre (2008) and present a local moment…

Methodology · Statistics 2013-02-05 Weiming Li , Jianfeng Yao