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Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

Methodology · Statistics 2020-10-27 Ivan Kojadinovic , Ghislain Verdier

This paper studies forecasting of the future distribution of events in human action sequences, a task essential in domains like retail, finance, healthcare, and recommendation systems where the precise temporal order is often less critical…

Machine Learning · Computer Science 2025-10-08 Egor Surkov , Dmitry Osin , Evgeny Burnaev , Egor Shvetsov

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

Machine Learning · Statistics 2021-01-18 Ho Chung Leon Law , Danica J. Sutherland , Dino Sejdinovic , Seth Flaxman

Suppose a process yields independent observations whose distributions belong to a family parameterized by \theta\in\Theta. When the process is in control, the observations are i.i.d. with a known parameter value \theta_0. When the process…

Statistics Theory · Mathematics 2007-06-13 Gary Lorden , Moshe Pollak

Sequential recommendation models the dynamics of a user's previous behaviors in order to forecast the next item, and has drawn a lot of attention. Transformer-based approaches, which embed items as vectors and use dot-product self-attention…

Information Retrieval · Computer Science 2022-03-08 Ziwei Fan , Zhiwei Liu , Alice Wang , Zahra Nazari , Lei Zheng , Hao Peng , Philip S. Yu

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clusters are the probability distribution of the cluster size and…

Statistics Theory · Mathematics 2020-04-08 Marco Oesting , Alexander Schnurr

Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models.…

Machine Learning · Statistics 2025-02-10 Yifeng Yu , Lu Yu

We propose a general nonparametric Bayesian framework for binary regression, which is built from modeling for the joint response-covariate distribution. The observed binary responses are assumed to arise from underlying continuous random…

Methodology · Statistics 2016-09-06 Maria DeYoreo , Athanasios Kottas

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…

Methodology · Statistics 2025-01-07 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh

Graphs are playing a crucial role in different fields since they are powerful tools to unveil intrinsic relationships among signals. In many scenarios, an accurate graph structure representing signals is not available at all and that…

Machine Learning · Computer Science 2021-05-14 Xiang Zhang , Yinfei Xu , Qinghe Liu , Zhicheng Liu , Jian Lu , Qiao Wang

When deployed in the real world, machine learning models inevitably encounter changes in the data distribution, and certain -- but not all -- distribution shifts could result in significant performance degradation. In practice, it may make…

Machine Learning · Statistics 2022-05-06 Aleksandr Podkopaev , Aaditya Ramdas

We consider a class of conditional forward-backward diffusion models for conditional generative modeling, that is, generating new data given a covariate (or control variable). To formally study the theoretical properties of these…

Statistics Theory · Mathematics 2024-10-01 Rong Tang , Lizhen Lin , Yun Yang

This paper considers extensions of minimum-disparity estimators to the problem of estimating parameters in a regression model that is conditionally specified; that is where a parametric model describes the distribution of a response $y$…

Statistics Theory · Mathematics 2016-02-10 Giles Hooker

Sequential neuronal activity underlies a wide range of processes in the brain. Neuroscientific evidence for neuronal sequences has been reported in domains as diverse as perception, motor control, speech, spatial navigation and memory.…

Adaptation and Self-Organizing Systems · Physics 2020-04-03 Sascha Frölich , Dimitrije Marković , Stefan J. Kiebel

A novel variational inference based resampling framework is proposed to evaluate the robustness and generalization capability of deep learning models with respect to distribution shift. We use Auto Encoding Variational Bayes to find a…

Machine Learning · Computer Science 2019-10-29 Xudong Sun , Alexej Gossmann , Yu Wang , Bernd Bischl