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We study the problem of mismatched binary hypothesis testing between i.i.d. distributions. We analyze the tradeoff between the pairwise error probability exponents when the actual distributions generating the observation are different from…

Information Theory · Computer Science 2022-04-28 Parham Boroumand , Albert Guillén i Fàbregas

Deep neural networks for image classification only learn to map in-distribution inputs to their corresponding ground truth labels in training without differentiating out-of-distribution samples from in-distribution ones. This results from…

Machine Learning · Computer Science 2023-08-29 Zhilin Zhao , Longbing Cao , Kun-Yu Lin

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

Machine Learning · Computer Science 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

R\'enyi divergences play a pivotal role in information theory, statistics, and machine learning. While several estimators of these divergences have been proposed in the literature with their consistency properties established and minimax…

Information Theory · Computer Science 2025-09-12 Sreejith Sreekumar , Kengo Kato

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Machine Learning · Statistics 2022-03-01 Ian Osband , Zheng Wen , Seyed Mohammad Asghari , Vikranth Dwaracherla , Xiuyuan Lu , Benjamin Van Roy

This paper considers the two-dataset problem, where data are collected from two potentially different populations sharing common aspects. This problem arises when data are collected by two different types of researchers or from two…

Methodology · Statistics 2022-09-27 Steven N. MacEachern , Koji Miyawaki

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

Machine Learning · Computer Science 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov

Quantifying the difference between probability distributions is crucial in machine learning. However, estimating statistical divergences from empirical samples is challenging due to unknown underlying distributions. This work proposes the…

Machine Learning · Computer Science 2024-10-25 Jhoan K. Hoyos-Osorio , Luis G. Sanchez-Giraldo

The problem of overdispersion in multivariate count data is a challenging issue. Nowadays, it covers a central role mainly due to the relevance of modern technologies data, such as Next Generation Sequencing and textual data from the web or…

Methodology · Statistics 2025-02-24 Noemi Corsini , Cinzia Viroli

To classify in-distribution samples, deep neural networks explore strongly label-related information and discard weakly label-related information according to the information bottleneck. Out-of-distribution samples drawn from distributions…

Machine Learning · Computer Science 2023-08-29 Zhilin Zhao , Longbing Cao

In the context of supervised statistical learning, it is typically assumed that the training set comes from the same distribution that draws the test samples. When this is not the case, the behavior of the learned model is unpredictable and…

Machine Learning · Computer Science 2022-05-12 Antonio-Javier Gallego , Jorge Calvo-Zaragoza , Robert B. Fisher

Data in the real world often has an evolving distribution. Thus, machine learning models trained on such data get outdated over time. This phenomenon is called model drift. Knowledge of this drift serves two purposes: (i) Retain an accurate…

Machine Learning · Computer Science 2025-03-11 Pranoy Panda , Kancheti Sai Srinivas , Vineeth N Balasubramanian , Gaurav Sinha

We study two-sample variable selection: identifying variables that discriminate between the distributions of two sets of data vectors. Such variables help scientists understand the mechanisms behind dataset discrepancies. Although…

Machine Learning · Statistics 2025-11-06 Kensuke Mitsuzawa , Motonobu Kanagawa , Stefano Bortoli , Margherita Grossi , Paolo Papotti

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

The theory underlying robust distributed learning algorithms, designed to resist adversarial machines, matches empirical observations when data is homogeneous. Under data heterogeneity however, which is the norm in practical scenarios,…

Machine Learning · Computer Science 2023-10-31 Youssef Allouah , Rachid Guerraoui , Nirupam Gupta , Rafaël Pinot , Geovani Rizk

The problem of f-divergence estimation is important in the fields of machine learning, information theory, and statistics. While several nonparametric divergence estimators exist, relatively few have known convergence properties. In…

Information Theory · Computer Science 2015-03-16 Kevin R. Moon , Alfred O. Hero

The performance of machine learning models relies heavily on the quality of input data, yet real-world applications often face significant data-related challenges. A common issue arises when curating training data or deploying models: two…

Machine Learning · Computer Science 2025-09-24 Varun Babbar , Zhicheng Guo , Cynthia Rudin

Real-world data often exhibit imbalanced distributions, where certain target values have significantly fewer observations. Existing techniques for dealing with imbalanced data focus on targets with categorical indices, i.e., different…

Machine Learning · Computer Science 2021-05-14 Yuzhe Yang , Kaiwen Zha , Ying-Cong Chen , Hao Wang , Dina Katabi

Knowing if a model will generalize to data 'in the wild' is crucial for safe deployment. To this end, we study model disagreement notions that consider the full predictive distribution - specifically disagreement based on Hellinger…

Machine Learning · Computer Science 2023-12-14 Mona Schirmer , Dan Zhang , Eric Nalisnick