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We derive asymptotically optimal statistical decision rules for discrete choice problems when payoffs depend on a partially-identified parameter $\theta$ and the decision maker can use a point-identified parameter $\mu$ to deduce…

Econometrics · Economics 2025-12-19 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

Adversarial attacks have been shown to be highly effective at degrading the performance of deep neural networks (DNNs). The most prominent defense is adversarial training, a method for learning a robust model. Nevertheless, adversarial…

Computer Vision and Pattern Recognition · Computer Science 2021-09-07 Uriya Pesso , Koby Bibas , Meir Feder

The phenomenon of adversarial examples has been revealed in variant scenarios. Recent studies show that well-designed adversarial defense strategies can improve the robustness of deep learning models against adversarial examples. However,…

Computer Vision and Pattern Recognition · Computer Science 2022-08-16 Jialiang Sun , Wen Yao , Tingsong Jiang , Xiaoqian Chen

Reinforcement Learning agents are expected to eventually perform well. Typically, this takes the form of a guarantee about the asymptotic behavior of an algorithm given some assumptions about the environment. We present an algorithm for a…

Machine Learning · Computer Science 2020-04-02 Michael K. Cohen , Elliot Catt , Marcus Hutter

Motivated by the need to secure cyber-physical systems against attacks, we consider the problem of estimating the state of a noisy linear dynamical system when a subset of sensors is arbitrarily corrupted by an adversary. We propose a…

Optimization and Control · Mathematics 2015-04-24 Shaunak Mishra , Yasser Shoukry , Nikhil Karamchandani , Suhas Diggavi , Paulo Tabuada

Datasets from the fields of bioinformatics, chemometrics, and face recognition are typically characterized by small samples of high-dimensional data. Among the many variants of linear discriminant analysis that have been proposed in order…

Machine Learning · Statistics 2020-04-20 Lama B. Niyazi , Abla Kammoun , Hayssam Dahrouj , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

This paper investigates recently proposed approaches for defending against adversarial examples and evaluating adversarial robustness. We motivate 'adversarial risk' as an objective for achieving models robust to worst-case inputs. We then…

Machine Learning · Computer Science 2018-06-13 Jonathan Uesato , Brendan O'Donoghue , Aaron van den Oord , Pushmeet Kohli

This is a companion paper to (Cai, Rosenbaum and Tankov, Asymptotic lower bounds for optimal tracking: a linear programming approach, arXiv:1510.04295). We consider a class of strategies of feedback form for the problem of tracking and…

Probability · Mathematics 2016-04-01 Jiatu Cai , Mathieu Rosenbaum , Peter Tankov

This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…

Numerical Analysis · Mathematics 2025-11-03 Krishan Kumar , P. Danumjaya , Anil Kumar , Amiya K. Pani

When predictions are performative, the choice of which predictor to deploy influences the distribution of future observations. The overarching goal in learning under performativity is to find a predictor that has low \emph{performative…

Machine Learning · Computer Science 2024-05-29 Licong Lin , Tijana Zrnic

A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…

Methodology · Statistics 2013-02-01 Georgios Fellouris

In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X_1,..., X_n are i.i.d. with distribution P_{\theta}, with \theta \in R^k. Let g(\theta) be some real-valued parameter of interest.…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano

Many deep learning algorithms can be easily fooled with simple adversarial examples. To address the limitations of existing defenses, we devised a probabilistic framework that can generate an exponentially large ensemble of models from a…

Machine Learning · Computer Science 2018-09-11 George A. Adam , Petr Smirnov , David Duvenaud , Benjamin Haibe-Kains , Anna Goldenberg

We study the model robustness against adversarial examples, referred to as small perturbed input data that may however fool many state-of-the-art deep learning models. Unlike previous research, we establish a novel theory addressing the…

Machine Learning · Computer Science 2020-06-11 Shufei Zhang , Kaizhu Huang , Zenglin Xu

This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…

Statistics Theory · Mathematics 2025-03-25 Teppei Ogihara , Futo Ueno

Despite the remarkable performance and generalization levels of deep learning models in a wide range of artificial intelligence tasks, it has been demonstrated that these models can be easily fooled by the addition of imperceptible yet…

Machine Learning · Computer Science 2023-01-27 Jon Vadillo , Roberto Santana , Jose A. Lozano

Measurements of quantum states form a key component in quantum-information processing. It is therefore an important task to compare measurements and furthermore decide if a measurement strategy is optimal. Entropic quantities, such as the…

Quantum Physics · Physics 2023-05-17 Wilfred Salmon , Sergii Strelchuk , David Arvidsson-Shukur

To evaluate the robustness of non-classifier models, we propose probabilistic local equivalence, based on the notion of randomized smoothing, as a way to quantitatively evaluate the robustness of an arbitrary function. In addition, to…

Computer Vision and Pattern Recognition · Computer Science 2022-06-07 Jacob Bond , Andrew Lingg

We study optimal estimation when the likelihood may be misspecified. Building on tools from the theory of decision-making under uncertainty, we analyze a class of axiomatically grounded optimality criteria which nests several existing…

Econometrics · Economics 2026-04-28 Isaiah Andrews , Ricky Li , Yucheng Shang

Determining whether an observed distribution of events generated in a quantum network is Bell local, i.e., if it admits an alternative realization in terms of independent local variables, is extremely challenging. Building upon…