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Cross-validation (CV) is one of the most popular tools for assessing and selecting predictive models. However, standard CV suffers from high computational cost when the number of folds is large. Recently, under the empirical risk…
In this paper, the credit scoring problem is studied by incorporating networked information, where the advantages of such incorporation are investigated theoretically in two scenarios. Firstly, a Bayesian optimal filter is proposed to…
Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…
Security evaluations inherently depend on stable identifiers. Any finding, audit, or regulatory decision must remain attached to the specific artifact it pertains to. Continuously updated artificial intelligence systems violate this core…
The rigorous safety verification of control systems in critical applications is essential, given their increasing complexity and integration into everyday life. Simulation-based falsification approaches play a pivotal role in the safety…
As the use of biometrics becomes more wide-spread, the privacy concerns that stem from the use of biometrics are becoming more apparent. As the usage of mobile devices grows, so does the desire to implement biometric identification into…
User authentication and fraud detection face growing challenges as digital systems expand and adversaries adopt increasingly sophisticated tactics. Traditional knowledge-based authentication remains rigid, requiring exact word-for-word…
The EM training algorithm of the classical i-vector extractor is often incorrectly described as a maximum-likelihood method. The i-vector model is however intractable: the likelihood itself and the hidden-variable posteriors needed for the…
The automatic detection of frauds in banking transactions has been recently studied as a way to help the analysts finding fraudulent operations. Due to the availability of a human feedback, this task has been studied in the framework of…
In today's increasingly digital interactions, robust Identity Verification (IDV) is crucial for security and trust. Artificial Intelligence (AI) is transforming IDV, enhancing accuracy and fraud detection. This paper introduces ``Zero to…
Variational Bayes (VB) inference is one of the most important algorithms in machine learning and widely used in engineering and industry. However, VB is known to suffer from the problem of local optima. In this Letter, we generalize VB by…
In this paper, a new way to integrate volatility information for estimating value at risk (VaR) and conditional value at risk (CVaR) of a portfolio is suggested. The new method is developed from the perspective of Bayesian statistics and it…
Automatic speaker verification (ASV) is a well developed technology for biometric identification, and has been ubiquitous implemented in security-critic applications, such as banking and access control. However, previous works have shown…
Vehicular ad-hoc networks (VANETs) are one of the most important components in an Intelligent Transportation System (ITS), which aims to provide information communication between vehicles. A safety-critical vehicular communication requires…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…
We consider a sequential decision making task, where the goal is to optimize an unknown function without evaluating parameters that violate an a~priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on…
Inference networks of traditional Variational Autoencoders (VAEs) are typically amortized, resulting in relatively inaccurate posterior approximation compared to instance-wise variational optimization. Recent semi-amortized approaches were…
Is there a way to design powerful AI systems based on machine learning methods that would satisfy probabilistic safety guarantees? With the long-term goal of obtaining a probabilistic guarantee that would apply in every context, we consider…
Network attacks have been very prevalent as their rate is growing tremendously. Both organization and individuals are now concerned about their confidentiality, integrity and availability of their critical information which are often…
Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…