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Outlier detection algorithms typically assign an outlier score to each observation in a dataset, indicating the degree to which an observation is an outlier. However, these scores are often not comparable across algorithms and can be…

Machine Learning · Computer Science 2024-10-31 Philipp Röchner , Henrique O. Marques , Ricardo J. G. B. Campello , Arthur Zimek , Franz Rothlauf

Divergence functions are interesting discrepancy measures. Even though they are not true distances, we can use them to measure how separated two points are. Curiously enough, when they are applied to random variables, they lead to a notion…

Statistics Theory · Mathematics 2018-09-21 Henryk Gzyl

The concentration of a distribution toward a lower bound is a conceptually simple property that closely relates to concepts of rarity and poverty, but that lacks a global descriptive statistic. We term this property 'shift' and define it as…

Methodology · Statistics 2025-06-16 Kenneth J. Locey , Brian D. Stein

Within the continuous endeavour of improving the efficiency and resilience of air transport, the trend of using concepts and metrics from statistical physics has recently gained momentum. This scientific discipline, which integrates…

Data Analysis, Statistics and Probability · Physics 2025-07-29 Felipe Olivares , Massimiliano Zanin

The method of statistical differentials, which approximates the mean and variance of transformations of random variables is used in many areas of mathematics. This paper will discuss the conditions under which such an approximation will be…

Probability · Mathematics 2007-05-23 Rohitha Goonatilake

Rigorous assessment of uncertainty is crucial to the utility of DNS results. Uncertainties in the computed statistics arise from two sources: finite statistical sampling and the discretization of the Navier-Stokes equations. Due to the…

Fluid Dynamics · Physics 2015-06-17 Todd A. Oliver , Nicholas Malaya , Rhys Ulerich , Robert D. Moser

This paper is about how we study statistical methods. As an example, it uses the random regressions model, in which the intercept and slope of cluster-specific regression lines are modeled as a bivariate random effect. Maximizing this…

Other Statistics · Statistics 2019-05-22 James S. Hodges

The aim of this paper is to provide an overview of recent development related to Bregman distances outside its native areas of optimization and statistics. We discuss approaches in inverse problems and image processing based on Bregman…

Optimization and Control · Mathematics 2015-05-21 Martin Burger

Constructing a differentially private (DP) estimator requires deriving the maximum influence of an observation, which can be difficult in the absence of exogenous bounds on the input data or the estimator, especially in high dimensional…

Machine Learning · Statistics 2022-07-27 Ryan Cumings-Menon

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

Adversarial robustness refers to a model's ability to resist perturbation of inputs, while distribution robustness evaluates the performance of the model under data shifts. Although both aim to ensure reliable performance, prior work has…

Machine Learning · Computer Science 2026-01-26 Yipei Wang , Zhaoying Pan , Xiaoqian Wang

Every scientific endeavour consists of (at least) two components: A hypothesis on the one hand and data on the other. There is always a more or less abstract level - some theory, a set of concepts, certain relations of ideas - and a…

Applications · Statistics 2018-01-08 Uwe Saint-Mont

Quantifying robustness in a single measure for the purposes of model selection, development of adversarial training methods, and anticipating trends has so far been elusive. The simplest metric to consider is the number of trainable…

Machine Learning · Computer Science 2024-10-25 David Khachaturov , Robert Mullins

Over the past decade, numerous theories have been proposed to explain the widespread vulnerability of deep neural networks to adversarial evasion attacks. Among these, the theory of non-robust features proposed by Ilyas et al. has been…

Machine Learning · Computer Science 2026-01-05 Jennifer Crawford , Amol Khanna , Fred Lu , Amy R. Wagoner , Stella Biderman , Andre T. Nguyen , Edward Raff

Classical results in asymptotic statistics show that the Fisher information matrix controls the difficulty of estimating a statistical model from observed data. In this work, we introduce a companion measure of robustness of an estimation…

Statistics Theory · Mathematics 2026-02-10 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

Robustness to distribution shift and fairness have independently emerged as two important desiderata required of modern machine learning models. While these two desiderata seem related, the connection between them is often unclear in…

Machine Learning · Computer Science 2023-09-13 Maggie Makar , Alexander D'Amour

This work investigates adversarial training in the context of margin-based linear classifiers in the high-dimensional regime where the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha = n / d$. We introduce…

Machine Learning · Statistics 2026-01-13 Kasimir Tanner , Matteo Vilucchio , Bruno Loureiro , Florent Krzakala

Cook's distance [Technometrics 19 (1977) 15-18] is one of the most important diagnostic tools for detecting influential individual or subsets of observations in linear regression for cross-sectional data. However, for many complex data…

Methodology · Statistics 2012-06-08 Hongtu Zhu , Joseph G. Ibrahim , Hyunsoon Cho

In this paper we study some basic properties of strong {\lambda}- statistical convergence of sequences in probabilistic metric (PM) spaces. We also introduce and study the notion of strong {\lambda}-statistically Cauchyness. Further…

Functional Analysis · Mathematics 2020-07-21 Prasanta Malik , Samiran Das