Related papers: Your copula is a classifier in disguise: classific…
This paper introduces a probability density estimator based on Green's function identities. A density model is constructed under the sole assumption that the probability density is differentiable. The method is implemented as a binary…
Cell counting in biomedical imaging is pivotal for various clinical applications, yet the interpretability of deep learning models in this domain remains a significant challenge. We propose a novel prototype-based method for interpretable…
We introduce new estimates and tests of independence in copula models with unknown margins using $\phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the…
Practical applications of nonparametric density estimators in more than three dimensions suffer a great deal from the well-known curse of dimensionality: convergence slows down as dimension increases. We show that one can evade the curse of…
Computational models are quantitative representations of systems. By analyzing and comparing the outputs of such models, it is possible to gain a better understanding of the system itself. Though as the complexity of model outputs…
Copulas are now frequently used to construct or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the different variables while separately specifying marginal distributions.…
We propose a novel estimator of the mutual information between two ordinal vectors $x$ and $y$. Our approach is inductive (as opposed to deductive) in that it depends on the data generating distribution solely through some nonparametric…
This paper describes how to specify probability models for data analysis via a backward induction procedure. The new approach yields coherent, prior-free uncertainty assessment. After presenting some intuition-building examples, the new…
Complex classifiers may exhibit "embarassing" failures in cases where humans can easily provide a justified classification. Avoiding such failures is obviously of key importance. In this work, we focus on one such setting, where a label is…
In actuarial research, a task of particular interest and importance is to predict the loss cost for individual risks so that informative decisions are made in various insurance operations such as underwriting, ratemaking, and capital…
We present a two-stage framework for deep one-class classification. We first learn self-supervised representations from one-class data, and then build one-class classifiers on learned representations. The framework not only allows to learn…
In many real-world binary classification tasks (e.g. detection of certain objects from images), an available dataset is imbalanced, i.e., it has much less representatives of a one class (a minor class), than of another. Generally, accurate…
We introduce a new category of multivariate conditional generative models and demonstrate its performance and versatility in probabilistic time series forecasting and simulation. Specifically, the output of quantile regression networks is…
The long-tail distribution of the visual world poses great challenges for deep learning based classification models on how to handle the class imbalance problem. Existing solutions usually involve class-balancing strategies, e.g., by loss…
The purpose of this paper is to introduce two semiparametric methods for the estimation of copula parameter. These methods are based on minimum Alpha-Divergence between a non-parametric estimation of copula density using local likelihood…
Classification is an important goal in many branches of mathematics. The idea is to describe the members of some class of mathematical objects, up to isomorphism or other important equivalence in terms of relatively simple invariants. Where…
The smooth bootstrap for estimating copula functionals in small samples is investigated. It can be used both to gauge the distribution of the estimator in question and to augment the data. Issues arising from kernel density and distribution…
Characteristics extracted from the training datasets of classification problems have proven to be effective predictors in a number of meta-analyses. Among them, measures of classification complexity can be used to estimate the difficulty in…
We propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…
This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…