Related papers: Unifying Design-based Inference: A New Variance Es…
We propose a new algorithm for computing validated bounds for the solutions to the first order variational equations associated to ODEs. These validated solutions are the kernel of numerics computer-assisted proofs in dynamical systems…
Specialized classifiers, namely those dedicated to a subset of classes, are often adopted in real-world recognition systems. However, integrating such classifiers is nontrivial. Existing methods, e.g. weighted average, usually implicitly…
Support vector machine (SVM) has been one of the most popular learning algorithms, with the central idea of maximizing the minimum margin, i.e., the smallest distance from the instances to the classification boundary. Recent theoretical…
Multiclass probability estimation is the problem of estimating conditional probabilities of a data point belonging to a class given its covariate information. It has broad applications in statistical analysis and data science. Recently a…
In the absence of prior knowledge, ordinal embedding methods obtain new representation for items in a low-dimensional Euclidean space via a set of quadruple-wise comparisons. These ordinal comparisons often come from human annotators, and…
We present a polynomial-time algorithm for robustly learning an unknown affine transformation of the standard hypercube from samples, an important and well-studied setting for independent component analysis (ICA). Specifically, given an…
We present a new Bayesian approach to model-robust linear regression that leads to uncertainty estimates with the same robustness properties as the Huber--White sandwich estimator. The sandwich estimator is known to provide asymptotically…
Weakly supervised semantic segmentation is typically inspired by class activation maps, which serve as pseudo masks with class-discriminative regions highlighted. Although tremendous efforts have been made to recall precise and complete…
A generalization of Gy's theory for the variance of the fundamental sampling error is reviewed. Practical situations where the generalized model potentially leads to more accurate variance estimates are identified as: clustering of…
Interest is in evaluating, by Markov chain Monte Carlo (MCMC) simulation, the expected value of a function with respect to a, possibly unnormalized, probability distribution. A general purpose variance reduction technique for the MCMC…
In many critical Machine Learning applications, such as autonomous driving and medical image diagnosis, the detection of out-of-distribution (OOD) samples is as crucial as accurately classifying in-distribution (ID) inputs. Recently Outlier…
This paper proposes robust estimators of the variogram, a statistical tool that is commonly used in geostatistics to capture the spatial dependence structure of data. The new estimators are based on the highly robust minimum covariance…
One-class classification (OCC), which models one single positive class and distinguishes it from the negative class, has been a long-standing topic with pivotal application to realms like anomaly detection. As modern society often deals…
Off-policy evaluation (OPE) is a critical challenge in robust decision-making that seeks to assess the performance of a new policy using data collected under a different policy. However, the existing OPE methodologies suffer from several…
Density-based Out-of-distribution (OOD) detection has recently been shown unreliable for the task of detecting OOD images. Various density ratio based approaches achieve good empirical performance, however methods typically lack a…
We develop a method to combine Markov chain Monte Carlo (MCMC) and variational inference (VI), leveraging the advantages of both inference approaches. Specifically, we improve the variational distribution by running a few MCMC steps. To…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…
The empirical Orlicz norm based on a random sample is defined as a natural estimator of the Orlicz norm of a univariate probability distribution. A law of large numbers is derived under minimal assumptions. The latter extends readily to a…
Stochastic estimators are fundamental to large-scale optimization, where population quantities must be inferred from noisy oracle observations. Although influential methods such as momentum, SPIDER, STORM, and PAGE have been highly…
This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…