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We establish a statistical learning theoretical framework aimed at extrapolation, or out-of-domain generalization, on the unobserved tails of covariates in continuous regression problems. Our strategy involves performing statistical…

Machine Learning · Statistics 2025-09-15 Stephan Clémençon , Nathan Huet , Anne Sabourin

Promising technologies such as massive multiple-input and multiple-output, reconfigurable intelligent reflecting surfaces, non-terrestrial networks, millimetre wave communication, ultra-reliable lowlatency communication are envisioned as…

The concept of univariate Range Value-at-Risk, presented by Cont et al. (2010), is extended in the multidimensional setting. Traditional risk measures are not well suited when dealing with heavy-tail distributions and infinite tail…

Risk Management · Quantitative Finance 2020-05-27 Roba Bairakdar , Lu Cao , Melina Mailhot

Path diversity works by setting up multiple parallel connections between the end points using the topological path redundancy of the network. In this paper, \textit{Forward Error Correction} (FEC) is applied across multiple independent…

Networking and Internet Architecture · Computer Science 2008-05-16 Shervan Fashandi , Shahab Oveis Gharan , Amir K. Khandani

In a multifidelity setting, data are available under the same conditions from two (or more) sources, e.g. computer codes, one being lower-fidelity but computationally cheaper, and the other higher-fidelity and more expensive. This work…

Methodology · Statistics 2024-09-25 Minji Kim , Kevin O'Connor , Vladas Pipiras , Themistoklis Sapsis

We study distributional robustness in the context of Extreme Value Theory (EVT). We provide a data-driven method for estimating extreme quantiles in a manner that is robust against incorrect model assumptions underlying the application of…

Statistics Theory · Mathematics 2020-06-09 Jose Blanchet , Fei He , Karthyek R. A. Murthy

Understanding multivariate extreme events play a crucial role in managing the risks of complex systems since extremes are governed by their own mechanisms. Conditional on a given variable exceeding a high threshold (e.g.\ traffic…

Methodology · Statistics 2021-06-28 Valentin Courgeau , Almut E. D. Veraart

Differential testing is a highly effective technique for automatically detecting software bugs and vulnerabilities when the specifications involve an analysis over multiple executions simultaneously. Differential fuzzing, in particular,…

Software Engineering · Computer Science 2025-11-06 Rafael Baez , Alejandro Olivas , Nathan K. Diamond , Marcelo Frias , Yannic Noller , Saeid Tizpaz-Niari

Improving the data rate of machine-type communication (MTC) is essential in supporting emerging Internet of things (IoT) applications ranging from real-time surveillance to edge machine learning. To this end, in this paper we propose a…

Information Theory · Computer Science 2020-10-29 Jinho Choi , Jihong Park , Shiva Pokhrel

Handling multiplicity without losing much power has been a persistent challenge in various fields that often face the necessity of managing numerous statistical tests simultaneously. Recently, $p$-value combination methods based on…

Statistics Theory · Mathematics 2024-02-06 Yeonwoo Rho

Extreme value theory provides an asymptotically justified framework for estimation of exceedance probabilities in regions where few or no observations are available. For multivariate tail estimation, the strength of extremal dependence is…

Probability · Mathematics 2017-02-06 Sebastian Engelke , Jevgenijs Ivanovs

Extreme value theory (EVT) is a statistical tool for analysis of extreme events. It has a strong theoretical background, however, we need to choose hyper-parameters to apply EVT. In recent studies of machine learning, techniques of choosing…

Machine Learning · Computer Science 2021-07-14 Chikara Nakamura

Machine learning is vital in high-stakes domains, yet conventional validation methods rely on averaging metrics like mean squared error (MSE) or mean absolute error (MAE), which fail to quantify extreme errors. Worst-case prediction…

Machine Learning · Computer Science 2025-04-01 Umberto Michelucci , Francesca Venturini

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

Applications · Statistics 2014-12-31 Alexis Bienvenüe , Christian Y. Robert

Inference in extreme value theory relies on a limited number of extreme observations, making estimation challenging. To address this limitation, we propose a non-parametric simulation scheme, the multivariate extreme events spectral…

Methodology · Statistics 2026-04-13 Nisrine Madhar , Juliette Legrand , Maud Thomas

The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions…

Machine Learning · Statistics 2024-08-02 Patrick Kuiper , Ali Hasan , Wenhao Yang , Yuting Ng , Hoda Bidkhori , Jose Blanchet , Vahid Tarokh

This paper addresses the optimization challenges in Ultra-Massive MIMO communication systems, focusing on array selection and beamforming in dynamic and diverse operational contexts. We introduce a novel array selection criterion that…

Signal Processing · Electrical Eng. & Systems 2025-04-28 Anis Hamadouche , Mathini Sellathurai

Owing to severe path loss and unreliable transmission over a long distance at higher frequency bands, we investigate the problem of path selection and rate allocation for multi-hop self-backhaul millimeter wave (mmWave) networks. Enabling…

Networking and Internet Architecture · Computer Science 2019-03-11 Trung Kien Vu , Mehdi Bennis , Merouane Debbah , Matti Latva-aho

This paper derives the distribution of the maximum end-to-end (e2e) signal to noise ratio (SNR) in an opportunistic relay selection based cooperative relaying (CR) network having large number of non-identical relay links between the source…

Information Theory · Computer Science 2020-10-21 Athira Subhash , Sheetal Kalyani

Opportunistic analysis has traditionally relied on independence assumptions that break down in many interesting and useful network topologies. This paper develops techniques that expand opportunistic analysis to a broader class of networks,…

Information Theory · Computer Science 2015-03-19 Mohamed Abouelseoud , Aria Nosratinia