Related papers: Extremal Depth for Functional Data and Application…
We propose and analyze the moving median absolute deviation (MMAD) as a robust depth construction based on the median absolute distance functional with particular emphasis on its local geometry and probabilistic structure. In the univariate…
Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…
With the ubiquity of sensors in the IoT era, statistical observations are becoming increasingly available in the form of massive (multivariate) time-series. Formulated as unsupervised anomaly detection tasks, an abundance of applications…
Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…
Functional data play a pivotal role across science and engineering, yet their infinite-dimensional nature makes representation learning challenging. Conventional statistical models depend on pre-chosen basis expansions or kernels, limiting…
This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…
Task-based functional magnetic resonance imaging (task fMRI) is a non-invasive technique that allows identifying brain regions whose activity changes when individuals are asked to perform a given task. This contributes to the understanding…
Reliable outlier detection in high-dimensional data is crucial in modern science, yet it remains a challenging task. Traditional methods often break down in these settings due to their reliance on asymptotic behaviors with respect to sample…
The exponential mechanism is a fundamental tool of Differential Privacy (DP) due to its strong privacy guarantees and flexibility. We study its extension to settings with summaries based on infinite dimensional outputs such as with…
This paper applies conformal prediction techniques to compute simultaneous prediction bands and clustering trees for functional data. These tools can be used to detect outliers and clusters. Both our prediction bands and clustering trees…
Functional principal components (FPC's) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the number, d, of the FPC's to be used in a specific procedure has…
We introduce extremal affine surface areas in a functional setting. We show their main properties. Among them are linear invariance, isoperimetric inequalities and monotonicity properties. We establish a new duality formula, which shows…
Deep Metric Learning (DML) learns a non-linear semantic embedding from input data that brings similar pairs together while keeping dissimilar data away from each other. To this end, many different methods are proposed in the last decade…
This work addresses the challenges of robust covariance estimation and interpretable outlier detection for multivariate functional data with separable covariance structure. We develop a method that simultaneously improves robustness and…
The expressiveness of deep neural network (DNN) is a perspective to understandthe surprising performance of DNN. The number of linear regions, i.e. pieces thata piece-wise-linear function represented by a DNN, is generally used to…
Many unsupervised domain adaptation (UDA) methods have been proposed to bridge the domain gap by utilizing domain invariant information. Most approaches have chosen depth as such information and achieved remarkable success. Despite their…
Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…
The ability to detect Out-of-Distribution (OOD) data is important in safety-critical applications of deep learning. The aim is to separate In-Distribution (ID) data drawn from the training distribution from OOD data using a measure of…
Visual exploration of high-dimensional real-valued datasets is a fundamental task in exploratory data analysis (EDA). Existing methods use predefined criteria to choose the representation of data. There is a lack of methods that (i) elicit…
Extreme value theory provides rigorous theory and statistical tools for extrapolation in machine learning, particularly in settings where traditional methods struggle due to data scarcity in the tails. A broad range of tasks benefit from…