Related papers: Higher-order Gini indices: An axiomatic approach
Accurate modeling is essential in integer-valued real phenomena, including the distribution of entire data, zero-inflated (ZI) data, and discrete exceedances. The Poisson and Negative Binomial distributions, along with their ZI variants,…
Different from deep neural networks for non-graph data classification, graph neural networks (GNNs) leverage the information exchange between nodes (or samples) when representing nodes. The category distribution shows an imbalance or even a…
We consider the Gittins index for a normal distribution with unknown mean $\theta$ and known variance where $\theta$ has a normal prior. In addition to presenting some monotonicity properties of the Gittins index, we derive an approximation…
This work presents the first statistical performance guarantees for group-invariant generative models. Many real data, such as images and molecules, are invariant to certain group symmetries, which can be taken advantage of to learn more…
Estimating the structures at high or low quantiles has become an important subject and attracted increasing attention across numerous fields. However, due to data sparsity at tails, it usually is a challenging task to obtain reliable…
Generative models based on variational autoencoders are a popular technique for detecting anomalies in images in a semi-supervised context. A common approach employs the anomaly score to detect the presence of anomalies, and it is known to…
Codifference is a commonly used measure of dependence for stable vectors and processes for which covariance is infinite. However, we argue that it can also be used for other heavy-tail distributions and it provides useful information for…
Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…
The probability and structure of co-occurrences of extreme values in multivariate data may critically depend on auxiliary information provided by covariates. In this contribution, we develop a flexible generalized additive modeling…
This paper introduces a new latent variable generative model able to handle high dimensional longitudinal data and relying on variational inference. The time dependency between the observations of an input sequence is modelled using…
In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…
This paper investigates Frequentist consistency properties of the posterior distributions constructed via Generalized Variational Inference (GVI). A number of generic and novel strategies are given for proving consistency, relying on the…
Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit…
Detecting anomalies in large sets of observations is crucial in various applications, such as epidemiological studies, gene expression studies, and systems monitoring. We consider settings where the units of interest result in multiple…
We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used…
The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…
Motivated by the empirical observation of power-law distributions in the credits (e.g., ``likes'') of viral posts in social media, we introduce a high-dimensional tail index regression model and propose methods for estimation and inference…
The collective dynamics of neural populations are often characterized in terms of correlations in the spike activity of different neurons. Open questions surround the basic nature of these correlations. In particular, what leads to…
This paper examines the properties of the Gini coefficient estimator for gamma mixture populations and reveals the presence of bias. In contrast, we show that sampling from a gamma distribution yields an unbiased estimator, consistent with…
Identifying anomalies refers to detecting samples that do not resemble the training data distribution. Many generative models have been used to find anomalies, and among them, generative adversarial network (GAN)-based approaches are…