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We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…

Machine Learning · Computer Science 2009-10-29 Manqi Zhao , Venkatesh Saligrama

Despite growing interest in process analysis and mining for data-aware specifications, alignment-based conformance checking for declarative process models has focused on pure control-flow specifications, or mild data-aware extensions…

We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…

Numerical Analysis · Mathematics 2026-04-07 David Krieg , Mario Ullrich

Modern statistical analyses often involve testing large numbers of hypotheses. In many situations, these hypotheses may have an underlying tree structure that not only helps determine the order that tests should be conducted but also…

Methodology · Statistics 2019-03-19 Yunxiao Li , Yi-Juan Hu , Glen A. Satten

Functional dependencies are an integral part of database design. However, they are only defined when we exclude null markers. Yet we commonly use null markers in practice. To bridge this gap between theory and practice, researchers have…

Databases · Computer Science 2015-05-18 Antonio Badia , Daniel Lemire

Unsupervised two-view learning, or detection of dependencies between two paired data sets, is typically done by some variant of canonical correlation analysis (CCA). CCA searches for a linear projection for each view, such that the…

Machine Learning · Statistics 2016-11-18 Leo Lahti , Samuel Myllykangas , Sakari Knuutila , Samuel Kaski

Given an imperfect predictor, we exploit additional features at test time to improve the predictions made, without retraining and without knowledge of the prediction function. This scenario arises if training labels or data are proprietary,…

Machine Learning · Computer Science 2021-11-05 Kwang In Kim , James Tompkin

Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems…

Information Retrieval · Computer Science 2018-03-06 Michiel Stock , Krzysztof Dembczynski , Bernard De Baets , Willem Waegeman

Differential dependencies (DDs) capture the relationships between data columns of relations. They are more general than functional dependencies (FDs) and and the difference is that DDs are defined on the distances between values of two…

Databases · Computer Science 2013-09-17 Jixue Liu , Selasi Kwashie , Jiuyong Li , Feiyue Ye , Millist Vincent

This paper presents a systematic study on gap-dependent sample complexity in offline reinforcement learning. Prior work showed when the density ratio between an optimal policy and the behavior policy is upper bounded (the optimal policy…

Machine Learning · Computer Science 2022-08-05 Xinqi Wang , Qiwen Cui , Simon S. Du

Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, we propose a robust, nonparametric approach to carry out this assessment, by computing the…

Methodology · Statistics 2016-06-22 Henry Lam

A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the…

Machine Learning · Statistics 2016-10-18 Wittawat Jitkrittum , Zoltan Szabo , Arthur Gretton

We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…

Statistics Theory · Mathematics 2016-04-08 Nicolas Asin , Jan Johannes

Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…

Methodology · Statistics 2010-12-21 Xu Han , Weijie Gu , Jianqing Fan

We consider an independence feature screening technique for identifying explanatory variables that locally contribute to the response variable in high-dimensional regression analysis. Without requiring a specific parametric form of the…

Statistics Theory · Mathematics 2016-03-31 Jinyuan Chang , Cheng Yong Tang , Yichao Wu

Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…

Methodology · Statistics 2014-05-12 Teresa Ledwina

Datasets with hundreds of variables and many missing values are commonplace. In this setting, it is both statistically and computationally challenging to detect true predictive relationships between variables and also to suppress false…

Machine Learning · Statistics 2018-04-03 Feras Saad , Vikash Mansinghka

A key task of data science is to identify relevant features linked to certain output variables that are supposed to be modeled or predicted. To obtain a small but meaningful model, it is important to find stochastically independent…

Methodology · Statistics 2021-12-23 Tim Breitenbach , Lauritz Rasbach , Chunguang Liang , Patrick Jahnke

Fisher's exact test is often a preferred method to estimate the significance of statistical dependence. However, in large data sets the test is usually too worksome to be applied, especially in an exhaustive search (data mining). The…

Computation · Statistics 2014-05-07 Wilhelmiina Hämäläinen

Independence testing is a fundamental problem in statistical inference: given samples from a joint distribution $p$ over multiple random variables, the goal is to determine whether $p$ is a product distribution or is $\epsilon$-far from all…

Machine Learning · Statistics 2026-03-06 Maryam Aliakbarpour , Alireza Azizi , Ria Stevens