Related papers: Robust and efficient change point detection using …
This paper considers the use of recently proposed optimal transport-based multivariate test statistics, namely rank energy and its variant the soft rank energy derived from entropically regularized optimal transport, for the unsupervised…
The framework of optimal transport has been leveraged to extend the notion of rank to the multivariate setting while preserving desirable properties of the resulting goodness-of-fit (GoF) statistics. In particular, the rank energy (RE) and…
In this paper, I propose a general procedure for multivariate distribution-free nonparametric testing derived from the concept of ranks that are based upon measure transportation in the context of multiple change point analysis. I will use…
In this paper, we extend the recently proposed multivariate rank energy distance, based on the theory of optimal transport, for statistical testing of distributional similarity, to soft rank energy distance. Being differentiable, this in…
This paper reviews recent advancements in the application of optimal transport (OT) to multivariate distribution-free nonparametric testing. Inspired by classical rank-based methods, such as Wilcoxon's rank-sum and signed-rank tests, we…
In this paper, I propose a general algorithm for multiple change point analysis via multivariate distribution-free nonparametric testing based on the concept of ranks that are defined by measure transportation. Multivariate ranks and the…
Characteristic-function based goodness-of-fit tests are suggested for multivariate observations. The test statistics, which are straightforward to compute, are defined as two-sample criteria measuring discrepancy between multivariate ranks…
A multivariate signal denoising method is proposed which employs a novel multivariate goodness of fit (GoF) test that is applied at multiple data scales obtained from discrete wavelet transform (DWT). In the proposed multivariate GoF test,…
Change-point detection (CPD) involves identifying distributional changes in a sequence of independent observations. Among nonparametric methods, rank-based methods are attractive due to their robustness and effectiveness and have been…
Out-of-distribution (OOD) data poses serious challenges in deployed machine learning models as even subtle changes could incur significant performance drops. Being able to estimate a model's performance on test data is important in practice…
In generalized extreme value model for the r largest order statistics, denoted by rGEV, the selection of r is critical. The existing entropy difference test for selecting r is applicable to large sample. Another existing method (the score…
We propose a nonparametric estimator of the empirical distribution function (EDF) of the latent spot variance of the log-price of a financial asset. We show that over a fixed time span our realized EDF (or REDF) -- inferred from noisy…
Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a…
We consider the problem of distributed optimal power flow (OPF) for multi-area electric power systems. A novel distributed algorithm is proposed, referred to as the rotated coordinate descent critical region exploration (RCDCRE). It allows…
In big data analysis for detecting rare and weak signals among $n$ features, some grouping-test methods such as Higher Criticism test (HC), Berk-Jones test (B-J), and $\phi$-divergence test share the similar asymptotical optimality when $n…
Semantically coherent out-of-distribution (SCOOD) detection aims to discern outliers from the intended data distribution with access to unlabeled extra set. The coexistence of in-distribution and out-of-distribution samples will exacerbate…
A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…
When deploying a trained machine learning model in the real world, it is inevitable to receive inputs from out-of-distribution (OOD) sources. For instance, in continual learning settings, it is common to encounter OOD samples due to the…
We address the computational and theoretical limitations of current distributional alignment methods for source-free unsupervised domain adaptation (SFUDA) using source class-mean features. In particular, we focus on estimating…
Recently, reinforcement learning (RL) has been used as a tool for finding failures in autonomous systems. During execution, the RL agents often rely on some domain-specific heuristic reward to guide them towards finding failures, but…