Related papers: Model change detection with application to machine…
Paired estimation of change in parameters of interest over a population plays a central role in several application domains including those in the social sciences, epidemiology, medicine and biology. In these domains, the size of the…
We study the problem of covert quickest change detection in a discrete-time setting, where a sequence of observations undergoes a distributional change at an unknown time. Unlike classical formulations, we consider a covert adversary who…
A trained ML model is deployed on another `test' dataset where target feature values (labels) are unknown. Drift is distribution change between the training and deployment data, which is concerning if model performance changes. For a…
A change point detection (CPD) framework assisted by a predictive machine learning model called "Predict and Compare" is introduced and characterised in relation to other state-of-the-art online CPD routines which it outperforms in terms of…
A connection between the General Linear Model (GLM) in combination with classical statistical inference and the machine learning (MLE)-based inference is described in this paper. Firstly, the estimation of the GLM parameters is expressed as…
We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…
We consider the detection and localization of change points in the distribution of an offline sequence of observations. Based on a nonparametric framework that uses a similarity graph among observations, we propose new test statistics when…
We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…
We study the problem of (learning) algorithm comparison, where the goal is to find differences between models trained with two different learning algorithms. We begin by formalizing this goal as one of finding distinguishing feature…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…
We consider the use of machine learning for hypothesis testing with an emphasis on target detection. Classical model-based solutions rely on comparing likelihoods. These are sensitive to imperfect models and are often computationally…
Motivated by the problem of detecting a change in the evolution of a network, we consider the preferential attachment random graph model with a time-dependent attachment function. Our goal is to detect whether the attachment mechanism…
Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…
We study the problem of detecting a change in the mean of one-dimensional Gaussian process data. This problem is investigated in the setting of increasing domain (customarily employed in time series analysis) and in the setting of fixed…
We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…
Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…
Detecting changepoints in datasets with many variates is a data science challenge of increasing importance. Motivated by the problem of detecting changes in the incidence of terrorism from a global terrorism database, we propose a novel…
The assumption that response and predictor belong to the same statistical unit may be violated in practice. Unbiased estimation and recovery of true label ordering based on unlabeled data are challenging tasks and have attracted increasing…
Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…
Many communications and sensing applications hinge on the detection of a signal in a noisy, interference-heavy environment. Signal processing theory yields techniques such as the generalized likelihood ratio test (GLRT) to perform detection…