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Statistical learning under distribution shift is challenging when neither prior knowledge nor fully accessible data from the target distribution is available. Distributionally robust learning (DRL) aims to control the worst-case statistical…

Methodology · Statistics 2024-12-19 Yu Gui , Rina Foygel Barber , Cong Ma

Recent work has shown that deep generative models can assign higher likelihood to out-of-distribution data sets than to their training data (Nalisnick et al., 2019; Choi et al., 2019). We posit that this phenomenon is caused by a mismatch…

Machine Learning · Statistics 2019-10-17 Eric Nalisnick , Akihiro Matsukawa , Yee Whye Teh , Balaji Lakshminarayanan

The application of machine learning in safety-critical systems requires a reliable assessment of uncertainty. However, deep neural networks are known to produce highly overconfident predictions on out-of-distribution (OOD) data. Even if…

Machine Learning · Computer Science 2022-10-19 Alexander Meinke , Julian Bitterwolf , Matthias Hein

Distribution testing deals with what information can be deduced about an unknown distribution over $\{1,\ldots,n\}$, where the algorithm is only allowed to obtain a relatively small number of independent samples from the distribution. In…

Computational Complexity · Computer Science 2016-09-23 Eldar Fischer , Oded Lachish , Yadu Vasudev

In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be…

Machine Learning · Computer Science 2023-11-02 Gleb Bazhenov , Denis Kuznedelev , Andrey Malinin , Artem Babenko , Liudmila Prokhorenkova

This paper introduces a robust, learning-based method for diagnosing the state of distribution network switchgear, which is crucial for maintaining the power quality for end users. Traditional diagnostic models often rely heavily on expert…

Signal Processing · Electrical Eng. & Systems 2023-12-08 Wenxi Zhang , Zhe Li , Weixi Li , Weisi Ma , Xinyi Chen , Sizhe Li

We consider Bayesian multiple hypothesis problem with independent and identically distributed observations. The classical, Sanov's theorem-based, analysis of the error probability allows one to characterize the best achievable error…

Information Theory · Computer Science 2021-11-01 Hüseyin Afşer

Graph structure learning aims to learn connectivity in a graph from data. It is particularly important for many computer vision related tasks since no explicit graph structure is available for images for most cases. A natural way to…

Computer Vision and Pattern Recognition · Computer Science 2022-12-26 Yaohua Wang , FangYi Zhang , Ming Lin , Senzhang Wang , Xiuyu Sun , Rong Jin

Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression…

Machine Learning · Computer Science 2021-09-30 Maud Lemercier , Cristopher Salvi , Theodoros Damoulas , Edwin V. Bonilla , Terry Lyons

Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…

Methodology · Statistics 2025-01-07 Amarnath Nandy , Ayanendranath Basu , Abhik Ghosh

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…

Discrete Mathematics · Computer Science 2018-03-14 Kevin Buchin , Jeff M. Phillips , Pingfan Tang

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Information Theory · Computer Science 2018-12-07 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional…

Machine Learning · Statistics 2022-05-17 Jie Wang , Yao Xie

An open scientific challenge is how to classify events with reliable measures of uncertainty, when we have a mechanistic model of the data-generating process but the distribution over both labels and latent nuisance parameters is different…

Machine Learning · Statistics 2024-07-02 Luca Masserano , Alex Shen , Michele Doro , Tommaso Dorigo , Rafael Izbicki , Ann B. Lee

Linear and Quadratic Discriminant Analysis are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not robust. To…

Machine Learning · Statistics 2022-01-11 Pierre Houdouin , Frédéric Pascal , Matthieu Jonckheere , Andrew Wang

Motivated by real-world machine learning applications, we consider a statistical classification task in a sequential setting where test samples arrive sequentially. In addition, the generating distributions are unknown and only a set of…

Machine Learning · Statistics 2021-02-11 Mahdi Haghifam , Vincent Y. F. Tan , Ashish Khisti

We study the problem nonparametric classification with repeated observations. Let $\bX$ be the $d$ dimensional feature vector and let $Y$ denote the label taking values in $\{1,\dots ,M\}$. In contrast to usual setup with large sample size…

Information Theory · Computer Science 2023-07-20 Hüseyin Afşer , László Györfi , Harro Walk