Related papers: Detecting Weak Distribution Shifts via Displacemen…
Rapid progress in representation learning has led to a proliferation of embedding models, and to associated challenges of model selection and practical application. It is non-trivial to assess a model's generalizability to new, candidate…
We study the problem of efficiently detecting Out-of-Distribution (OOD) samples at test time in supervised and unsupervised learning contexts. While ML models are typically trained under the assumption that training and test data stem from…
Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…
We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…
Covariate shift arises when covariate distributions differ between source and target populations while the conditional distribution of the response remains invariant, and it underlies problems in missing data and causal inference. We…
We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…
The empirical Wasserstein projection (WP) distance quantifies the Wasserstein distance from the empirical distribution to a set of probability measures satisfying given expectation constraints. The WP is a powerful tool because it mitigates…
Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary…
We study the robust quickest change detection under unknown pre- and post-change distributions. To deal with uncertainties in the data-generating distributions, we formulate two data-driven ambiguity sets based on the Wasserstein distance,…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
We estimate contrasts $\int_0 ^1 \rho(F^{-1}(u)-G^{-1}(u))du$ between two continuous distributions $F$ and $G$ on $\mathbb R$ such that the set $\{F=G\}$ is a finite union of intervals, possibly empty or $\mathbb{R}$. The non-negative…
Existing work within transfer learning often follows a two-step process -- pre-training over a large-scale source domain and then finetuning over limited samples from the target domain. Yet, despite its popularity, this methodology has been…
The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…
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…
Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…
In this work, we introduce statistical testing under distributional shifts. We are interested in the hypothesis $P^* \in H_0$ for a target distribution $P^*$, but observe data from a different distribution $Q^*$. We assume that $P^*$ is…
A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…
With the rise of machine learning and deep learning based applications in practice, monitoring, i.e. verifying that these operate within specification, has become an important practical problem. An important aspect of this monitoring is to…
In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…
Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…