Related papers: Neyman-Pearson classification: parametrics and sam…

In the problem of domain adaptation for binary classification, the learner is presented with labeled examples from a source domain, and must correctly classify unlabeled examples from a target domain, which may differ from the source.…

This paper addresses classification problems with matrix-valued data, which commonly arise in applications such as neuroimaging and signal processing. Building on the assumption that the data from each class follows a matrix normal…

We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. Similarity-based anomaly detection algorithms detect abnormally large amounts of similarity or…

In this paper, we propose a novel linear discriminant analysis criterion via the Bhattacharyya error bound estimation based on a novel L1-norm (L1BLDA) and L2-norm (L2BLDA). Both L1BLDA and L2BLDA maximize the between-class scatters which…

We propose a novel Neyman-Pearson (NP) classifier that is both online and nonlinear as the first time in the literature. The proposed classifier operates on a binary labeled data stream in an online manner, and maximizes the detection power…

Let $\theta_0,\theta_1 \in \mathbb{R}^d$ be the population risk minimizers associated to some loss $\ell:\mathbb{R}^d\times \mathcal{Z}\to\mathbb{R}$ and two distributions $\mathbb{P}_0,\mathbb{P}_1$ on $\mathcal{Z}$. The models…

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…

Signal-agnostic data exploration based on machine learning could unveil very subtle statistical deviations of collider data from the expected Standard Model of particle physics. The beneficial impact of a large training sample on machine…

Organizations often rely on statistical algorithms to make socially and economically impactful decisions. We must address the fairness issues in these important automated decisions. On the other hand, economic efficiency remains…

Neural networks (NN) have achieved state-of-the-art performance in various applications. Unfortunately in applications where training data is insufficient, they are often prone to overfitting. One effective way to alleviate this problem is…

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Learning and compression are driven by the common aim of identifying and exploiting statistical regularities in data, which opens the door for fertile collaboration between these areas. A promising group of compression techniques for…

In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the probability distribution of the variables is…

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

This paper proposes a novel framework for causal discovery with asymmetric error control, called Neyman-Pearson causal discovery. Despite the importance of applications where different types of edge errors may have different importance,…

We address the general task of learning with a set of candidate models that is too large to have a uniform convergence of empirical estimates to true losses. While the common approach to such challenges is SRM (or regularization) based…

The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability…

This paper derives the nonparametric maximum likelihood estimator (NPMLE) of a distribution function from observations which are subject to both bias and censoring. The NPMLE is obtained by a simple EM algorithm which is an extension of the…

We consider a multi-stage distributed detection scenario, where $n$ sensors and a fusion center (FC) are deployed to accomplish a binary hypothesis test. At each time stage, local sensors generate binary messages, assumed to be spatially…

We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which is an adaptive importance technique useful to sample multimodal target distributions. The importance function is based on the weights (namely the…