Related papers: Soft and subspace robust multivariate rank tests b…

Energy-based models are a simple yet powerful class of probabilistic models, but their widespread adoption has been limited by the computational burden of training them. We propose a novel loss function called Energy Discrepancy (ED) which…

Distributed consensus has been widely studied for sensor network applications. Whereas the asymptotic convergence rate has been extensively explored in prior work, other important and practical issues, including energy efficiency and link…

This paper deals with testing the equality of $k$ ($k\ge 2$) distribution functions against possible stochastic ordering among them. Two classes of rank tests are proposed for this testing problem. The statistics of the tests under study…

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…

Robots have become increasingly prevalent in dynamic and crowded environments such as airports and shopping malls. In these scenarios, the critical challenges for robot navigation are reliability and timely arrival at predetermined…

We empirically investigate the (negative) expected accuracy as an alternative loss function to cross entropy (negative log likelihood) for classification tasks. Coupled with softmax activation, it has small derivatives over most of its…

Adversarial robustness measures the susceptibility of a classifier to imperceptible perturbations made to the inputs at test time. In this work we highlight the benefits of natural low rank representations that often exist for real data…

This work proposes a novel tensor train random projection (TTRP) method for dimension reduction, where pairwise distances can be approximately preserved. Our TTRP is systematically constructed through a tensor train (TT) representation with…

Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…

This work studies the distributionally robust evaluation of expected values over temporal data. A set of alternative measures is characterized by the causal optimal transport. We prove the strong duality and recast the causality constraint…

The pursuit of robustness has recently been a popular topic in reinforcement learning (RL) research, yet the existing methods generally suffer from efficiency issues that obstruct their real-world implementation. In this paper, we introduce…

We propose a novel multivariate nonparametric multiple change point detection method using classifiers. We construct a classifier log-likelihood ratio that uses class probability predictions to compare different change point configurations.…

In the study of small and large networks it is customary to perform a simple random walk, where the random walker jumps from one node to one of its neighbours with uniform probability. The properties of this random walk are intimately…

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Deep reinforcement learning was instigated with the presence of trust region methods, being scalable and efficient. However, the pessimism of such algorithms, among which it forces to constrain in a trust region by all means, has been…

In the multivariate regression, also referred to as multi-task learning in machine learning, the goal is to recover a vector-valued function based on noisy observations. The vector-valued function is often assumed to be of low rank.…

A fundamental notion of distance between train and test distributions from the field of domain adaptation is discrepancy distance. While in general hard to compute, here we provide the first set of provably efficient algorithms for testing…

In the present paper we consider the problem of estimating the multidimensional power spectral density which describes a second-order stationary random field from a finite number of covariance and generalized cepstral coefficients. The…

Renewable energy resources (RERs) have been increasingly integrated into distribution networks (DNs) for decarbonization. However, the variable nature of RERs introduces uncertainties to DNs, frequently resulting in voltage fluctuations…