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This paper focuses on learning a model of system dynamics online while satisfying safety constraints.Our motivation is to avoid offline system identification or hand-specified dynamics models and allowa system to safely and autonomously…

Robotics · Computer Science 2020-05-07 Mohammad Javad Khojasteh , Vikas Dhiman , Massimo Franceschetti , Nikolay Atanasov

The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…

Statistics Theory · Mathematics 2017-12-11 James Falt , Steven D. Blostein

Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying…

Methodology · Statistics 2024-08-15 Daniel Cirkovic , Tiandong Wang , Xianyang Zhang

We present a novel approach for test-time adaptation via online self-training, consisting of two components. First, we introduce a statistical framework that detects distribution shifts in the classifier's entropy values obtained on a…

Machine Learning · Computer Science 2025-01-07 Yarin Bar , Shalev Shaer , Yaniv Romano

Practical Bayesian learning often requires (1) online inference, (2) dynamic models, and (3) ensembling over multiple different models. Recent advances have shown how to use random feature approximations to achieve scalable, online…

Machine Learning · Computer Science 2024-05-03 Daniel Waxman , Petar M. Djurić

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Machine Learning · Statistics 2026-05-06 Nan Feng , Xun Huan

Recent advances in deep learning have led to a paradigm shift in the field of reversible steganography. A fundamental pillar of reversible steganography is predictive modelling which can be realised via deep neural networks. However,…

Machine Learning · Computer Science 2023-03-08 Ching-Chun Chang

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu

A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…

Methodology · Statistics 2021-06-23 Michael Messer

Machine learning systems deployed in the real world must operate under dynamic and often unpredictable distribution shifts. This challenges the validity of statistical safety assurances on the system's risk established beforehand. Common…

Machine Learning · Statistics 2025-06-23 Alexander Timans , Rajeev Verma , Eric Nalisnick , Christian A. Naesseth

Class imbalance remains a fundamental challenge in machine learning, where standard classifiers exhibit severe performance degradation in minority classes. Although existing approaches address imbalance through resampling or cost-sensitive…

Machine Learning · Computer Science 2026-02-10 Zahir Alsulaimawi

Accuracy and generalization capabilities are key objectives when learning dynamical system models. To obtain such models from limited data, current works exploit prior knowledge and assumptions about the system. However, the fusion of…

Machine Learning · Statistics 2025-08-22 Björn Volkmann , Jan-Hendrik Ewering , Michael Meindl , Simon F. G. Ehlers , Thomas Seel

Nowadays, the volume of network traffic continues to grow, along with the frequency and sophistication of attacks. This scenario highlights the need for solutions capable of continuously adapting, since network behavior is dynamic and…

Graph contrastive learning has shown great promise when labeled data is scarce, but large unlabeled datasets are available. However, it often does not take uncertainty estimation into account. We show that a variational Bayesian neural…

Machine Learning · Computer Science 2023-12-04 Alexander Möllers , Alexander Immer , Elvin Isufi , Vincent Fortuin

Financial order flow exhibits a remarkable level of persistence, wherein buy (sell) trades are often followed by subsequent buy (sell) trades over extended periods. This persistence can be attributed to the division and gradual execution of…

Trading and Market Microstructure · Quantitative Finance 2024-05-06 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

An interesting phenomenon arises: Empirical Risk Minimization (ERM) sometimes outperforms methods specifically designed for out-of-distribution tasks. This motivates an investigation into the reasons behind such behavior beyond algorithmic…

Machine Learning · Computer Science 2026-01-21 Hong Zheng , Fei Teng

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

We study the problem of online sequential decision-making given auxiliary demonstrations from experts who made their decisions based on unobserved contextual information. These demonstrations can be viewed as solving related but slightly…

Machine Learning · Computer Science 2025-06-17 Vahid Balazadeh , Keertana Chidambaram , Viet Nguyen , Rahul G. Krishnan , Vasilis Syrgkanis

Practitioners often face the challenge of deploying prediction models in new environments with shifted distributions of covariates and responses. With observational data, such shifts are often driven by unobserved confounding, and can in…

Machine Learning · Computer Science 2026-04-02 Kulunu Dharmakeerthi , YoonHaeng Hur , Tengyuan Liang

Constructing and maintaining a consistent scene model on-the-fly is the core task for online spatial perception, interpretation, and action. In this paper, we represent the scene with a Bayesian nonparametric mixture model, seamlessly…

Computer Vision and Pattern Recognition · Computer Science 2021-04-01 Zike Yan , Xin Wang , Hongbin Zha