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This paper develops tools to obtain robust probabilistic estimates for queueing models at the large deviations (LD) scale. These tools are based on the recently introduced robust R\'enyi bounds, which provide LD estimates (and more…

Probability · Mathematics 2020-08-14 Rami Atar , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

Classification on long-tailed distributed data is a challenging problem, which suffers from serious class-imbalance and accordingly unpromising performance especially on tail classes. Recently, the ensembling based methods achieve the…

Machine Learning · Computer Science 2022-03-28 Bolian Li , Zongbo Han , Haining Li , Huazhu Fu , Changqing Zhang

In light of the recent advancements in machine learning, we propose a novel approach to neutron source distribution estimation through the utilisation of probabilistic generative models. The estimation is based on a Monte Carlo particle…

Instrumentation and Detectors · Physics 2026-05-13 Jose Ignacio Robledo , Norberto Schmidt , Klaus Lieutenant , Jingjing Li , Stefan Kesselheim , Paul Zakalek

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie

This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…

Probability · Mathematics 2017-03-16 Zhiyi Chi

In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…

Methodology · Statistics 2023-06-13 Bouchra R. Nasri , Bruno N. Remillard

Detecting the origin of information or infection spread in networks is a fundamental challenge with applications in misinformation tracking, epidemiology, and beyond. We study the multi-source detection problem: given snapshot observations…

Social and Information Networks · Computer Science 2025-12-02 Xingchao Jian , Purui Zhang , Lan Tian , Feng Ji , Wenfei Liang , Wee Peng Tay , Bihan Wen , Felix Krahmer

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

Data Structures and Algorithms · Computer Science 2016-06-10 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Consider the problem of testing whether the outputs of a large language model (LLM) system change under an arbitrary intervention, such as an input perturbation or changing the model variant. We cannot simply compare two LLM outputs since…

Computation and Language · Computer Science 2025-06-10 Paulius Rauba , Qiyao Wei , Mihaela van der Schaar

Two-sample tests utilizing a similarity graph on observations are useful for high-dimensional and non-Euclidean data due to their flexibility and good performance under a wide range of alternatives. Existing works mainly focused on sparse…

Statistics Theory · Mathematics 2023-11-14 Yejiong Zhu , Hao Chen

A robust minimax test for two composite hypotheses, which are determined by the neighborhoods of two nominal distributions with respect to a set of distances - called $\alpha-$divergence distances, is proposed. Sion's minimax theorem is…

Other Statistics · Statistics 2016-08-24 Gökhan Gül , Abdelhak M. Zoubir

Given samples from an unknown distribution $p$, is it possible to distinguish whether $p$ belongs to some class of distributions $\mathcal{C}$ versus $p$ being far from every distribution in $\mathcal{C}$? This fundamental question has…

Data Structures and Algorithms · Computer Science 2015-12-09 Jayadev Acharya , Constantinos Daskalakis , Gautam Kamath

Classification is a vital tool that is important for modelling many complex numerical models. A model or system may be such that, for certain areas of input space, the output either does not exist, or is not in a quantifiable form. Here, we…

Methodology · Statistics 2020-02-04 Louise Kimpton , Peter Challenor , Daniel Williamson

A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally…

Machine Learning · Computer Science 2015-11-20 Jascha Sohl-Dickstein , Eric A. Weiss , Niru Maheswaranathan , Surya Ganguli

This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…

Optimization and Control · Mathematics 2021-08-12 Ioannis Tzortzis , Marios M. Polycarpou

Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…

Information Theory · Computer Science 2017-03-02 Gil Katz , Pablo Piantanida , Mérouane Debbah

Most signal processing and statistical applications heavily rely on specific data distribution models. The Gaussian distributions, although being the most common choice, are inadequate in most real world scenarios as they fail to account…

Statistics Theory · Mathematics 2023-04-17 Ilya Soloveychik

Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive…

Machine Learning · Computer Science 2015-11-11 Raef Bassily , Adam Smith , Thomas Steinke , Jonathan Ullman

We study the general problem of testing whether an unknown distribution belongs to a specified family of distributions. More specifically, given a distribution family $\mathcal{P}$ and sample access to an unknown discrete distribution…

Data Structures and Algorithms · Computer Science 2017-08-09 Clément L. Canonne , Ilias Diakonikolas , Alistair Stewart

Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou
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