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This paper proposes a new estimation procedure for the ambiguity function of a non-stationary time series. The stochastic properties of the empirical ambiguity function calculated from a single sample in time are derived. Different…

Methodology · Statistics 2009-08-21 Heidi Hindberg , Sofia C. Olhede

A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…

Semi-supervised learning is attracting blooming attention, due to its success in combining unlabeled data. However, pseudo-labeling-based semi-supervised approaches suffer from two problems in image classification: (1) Existing methods…

Computer Vision and Pattern Recognition · Computer Science 2024-07-08 Xuerong Zhang , Li Huang , Jing Lv , Ming Yang

We propose a simple, statistically principled, and theoretically justified method to improve supervised learning when the training set is not representative, a situation known as covariate shift. We build upon a well-established methodology…

Machine Learning · Statistics 2025-03-12 Maximilian Autenrieth , David A. van Dyk , Roberto Trotta , David C. Stenning

Training a classification model on a dataset where the instances of one class outnumber those of the other class is a challenging problem. Such imbalanced datasets are standard in real-world situations such as fraud detection, medical…

Machine Learning · Computer Science 2020-09-04 Anubha Kabra , Ayush Chopra , Nikaash Puri , Pinkesh Badjatiya , Sukriti Verma , Piyush Gupta , Balaji K

Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…

Methodology · Statistics 2023-03-21 Yash Nair , Lucas Janson

This paper presents a conformal prediction method for classification in highly imbalanced and open-set settings, where there are many possible classes and not all may be represented in the data. Existing approaches require a finite, known…

Machine Learning · Statistics 2025-10-16 Tianmin Xie , Yanfei Zhou , Ziyi Liang , Stefano Favaro , Matteo Sesia

This paper evaluates six strategies for mitigating imbalanced data: oversampling, undersampling, ensemble methods, specialized algorithms, class weight adjustments, and a no-mitigation approach referred to as the baseline. These strategies…

Machine Learning · Computer Science 2023-11-13 Jacques Wainer

In many machine learning domains, datasets are characterized by highly imbalanced and overlapping classes. Particularly in the medical domain, a specific list of symptoms can be labeled as one of various different conditions. Some of these…

Machine Learning · Computer Science 2020-06-03 Ran Ilan Ber , Tom Haramaty

Covariate adjustment aims to improve the statistical efficiency of randomized trials by incorporating information from baseline covariates. Popular methods for covariate adjustment include analysis of covariance for continuous endpoints and…

Methodology · Statistics 2025-05-09 Zhiwei Zhang , Ya Wang , Dong Xi

We exploit recent results in quantifying the robustness of neural networks to input variations to construct and tune a model-based anomaly detector, where the data-driven estimator model is provided by an autoregressive neural network. In…

Machine Learning · Computer Science 2021-03-24 Navid Hashemi , Mahyar Fazlyab , Justin Ruths

Computational analysis on physiological signals would provide immense impact for enabling automated clinical analytics. However, the class imbalance issue where negative or minority class instances are rare in number impairs the robustness…

Medical Physics · Physics 2018-12-19 Arijit Ukil , Soma Bandyopadhyay , Chetanya Puri , Rituraj Singh , Arpan Pal

In threshold-based anomaly detection, we want to tune the threshold of a detector to achieve an acceptable false alarm rate. However, tuning the threshold is often a non-trivial task due to unknown detector output distributions. A detector…

Systems and Control · Electrical Eng. & Systems 2022-05-02 David Umsonst , Justin Ruths , Henrik Sandberg

A theory of superefficiency and adaptation is developed under flexible performance measures which give a multiresolution view of risk and bridge the gap between pointwise and global estimation. This theory provides a useful benchmark for…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

We present a method to analyze sensitivity of frequentist inferences to potential nonignorability of the missingness mechanism. Rather than starting from the selection model, as is typical in such analyses, we assume that the missingness…

Methodology · Statistics 2023-02-09 Heng Chen , Daniel F. Heitjan

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

The search for physics beyond the Standard Model (BSM) at collider experiments requires model-independent strategies to avoid missing possible discoveries of unexpected signals. Anomaly detection (AD) techniques offer a promising approach…

High Energy Physics - Phenomenology · Physics 2026-02-05 Fernando Abreu de Souza , Maura Barros , Nuno Filipe Castro , Miguel Crispim Romão , Céu Neiva , Rute Pedro

Soft-thresholding is a sparse modeling method that is typically applied to wavelet denoising in statistical signal processing and analysis. It has a single parameter that controls a threshold level on wavelet coefficients and,…

Methodology · Statistics 2016-02-01 Katsuyuki Hagiwara

We study how to perform tests on samples of pairs of observations and predictions in order to assess whether or not the predictions are prudent. Prudence requires that that the mean of the difference of the observation-prediction pairs can…

Risk Management · Quantitative Finance 2022-10-03 Dirk Tasche