Related papers: The Conditional Cauchy-Schwarz Divergence with App…

The Fr\'echet distance is a popular distance measure for curves. We study the problem of clustering time series under the Fr\'echet distance. In particular, we give $(1+\varepsilon)$-approximation algorithms for variations of the following…

A confidence sequence (CS) is a sequence of confidence intervals that is valid at arbitrary data-dependent stopping times. These are useful in applications like A/B testing, multi-armed bandits, off-policy evaluation, election auditing,…

We propose a simple yet powerful test statistic to quantify the discrepancy between two conditional distributions. The new statistic avoids the explicit estimation of the underlying distributions in highdimensional space and it operates on…

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…

Estimating the reliability of individual predictions is key to increase the adoption of computational models and artificial intelligence in preclinical drug discovery, as well as to foster its application to guide decision making in…

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

In this paper we develop a continuous-time sequential importance sampling (CIS) algorithm which eliminates time-discretisation errors and provides online unbiased estimation for continuous time Markov processes, in particular for…

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based…

Despite the excelling performance of machine learning models, understanding their decisions remains a long-standing goal. Although commonly used attribution methods from explainable AI attempt to address this issue, they typically rely on…

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

We propose a Conditional Density Filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts MCMC sampling to the online setting, sampling from approximations to conditional posterior distributions obtained by…

In this paper we analyze the approximation of stable linear time-invariant systems, like the Hilbert transform, by sampling series for bandlimited functions in the Paley-Wiener space $\mathcal{PW}_{\pi}^{1}$. It is known that there exist…

The variety of complex algorithmic approaches for tackling time-series classification problems has grown considerably over the past decades, including the development of sophisticated but challenging-to-interpret deep-learning-based…

In 1986, Dixon and McKee developed a discrete fractional Gr\"{o}nwall inequality [Z. Angew. Math. Mech., 66 (1986), pp. 535--544], which can be seen as a generalization of the classical discrete Gr\"{o}nwall inequality. However, this…

Diffusion probabilistic models (DPMs) have become a popular approach to conditional generation, due to their promising results and support for cross-modal synthesis. A key desideratum in conditional synthesis is to achieve high…

Training time-series forecasting models requires aligning the conditional distribution of model forecasts with that of the label sequence. The standard direct forecast (DF) approach resorts to minimizing the conditional negative…

In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

We consider the Cauchy problem on nonlinear scalar conservation laws with a diffusion-type source term related to an index $s\in \R$ over the whole space $\R^n$ for any spatial dimension $n\geq 1$. Here, the diffusion-type source term…