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Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…

Statistics Theory · Mathematics 2017-12-06 Yang Cao , Liyan Xie , Yao Xie , Huan Xu

We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…

Optimization and Control · Mathematics 2013-12-13 Savas Dayanik , Kazutoshi Yamazaki

We consider a sequential problem in decentralized detection. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, any of the two observers can stop and send a final message…

Optimization and Control · Mathematics 2015-03-17 Ashutosh Nayyar , Demosthenis Teneketzis

We consider the problem of weakly supervised object detection, where the training samples are annotated using only image-level labels that indicate the presence or absence of an object category. In order to model the uncertainty in the…

Computer Vision and Pattern Recognition · Computer Science 2018-11-27 Aditya Arun , C. V. Jawahar , M. Pawan Kumar

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

Consider a decision maker who is responsible to dynamically collect observations so as to enhance his information about an underlying phenomena of interest in a speedy manner while accounting for the penalty of wrong declaration. Due to the…

Information Theory · Computer Science 2013-12-19 Mohammad Naghshvar , Tara Javidi

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…

Probability · Mathematics 2007-10-29 Savas Dayanik , Christian Goulding , H. Vincent Poor

We present a new method to detect anomalies in texts (in general: in sequences of any data), using language models, in a totally unsupervised manner. The method considers probabilities (likelihoods) generated by a language model, but…

Computation and Language · Computer Science 2024-09-06 Filip Graliński , Ryszard Staruch , Krzysztof Jurkiewicz

Imitation learning has enabled robots to perform complex, long-horizon tasks in challenging dexterous manipulation settings. As new methods are developed, they must be rigorously evaluated and compared against corresponding baselines…

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

Statistics Theory · Mathematics 2019-10-29 Aditya Deshmukh , Srikrishna Bhashyam , Venugopal V. Veeravalli

Motivated by the mode estimation problem of an unknown multivariate probability density function, we study the problem of identifying the point with the minimum k-th nearest neighbor distance for a given dataset of n points. We study the…

Machine Learning · Statistics 2020-10-27 Anirudh Singhal , Subham Pirojiwala , Nikhil Karamchandani

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

Accurate uncertainty estimates are essential for deploying deep object detectors in safety-critical systems. The development and evaluation of probabilistic object detectors have been hindered by shortcomings in existing performance…

Computer Vision and Pattern Recognition · Computer Science 2022-12-09 Georg Hess , Christoffer Petersson , Lennart Svensson

In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…

Machine Learning · Computer Science 2026-01-26 Francesca Lanzillotta , Chiara Albisani , Davide Pucci , Daniele Baracchi , Alessandro Piva , Matteo Lapucci

Novelty detection is the unsupervised problem of identifying anomalies in test data which significantly differ from the training set. Novelty detection is one of the classic challenges in Machine Learning and a core component of several…

Machine Learning · Computer Science 2019-03-06 Rémi Domingues

We consider the problem of sequential signal detection in a multichannel system where the number and location of signals is a priori unknown. We assume that the data in each channel are sequentially observed and follow a general non-i.i.d.…

Statistics Theory · Mathematics 2016-01-14 Georgios Fellouris , Alexander G. Tartakovsky

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

Machine Learning · Computer Science 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

We develop a (nearly) unbiased particle filtering algorithm for a specific class of continuous-time state-space models, such that (a) the latent process $X_t$ is a linear Gaussian diffusion; and (b) the observations arise from a Poisson…

Computation · Statistics 2023-11-07 Ruiyang Jin , Sumeetpal S. Singh , Nicolas Chopin

When evaluated in dynamic, open-world situations, neural networks struggle to detect unseen classes. This issue complicates the deployment of continual learners in realistic environments where agents are not explicitly informed when novel…

Machine Learning · Computer Science 2023-09-07 Abe Ejilemele , Jorge Mendez-Mendez

We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…

Statistics Theory · Mathematics 2022-10-04 Mamadou Lamine Diop , William Kengne