Related papers: Sequential Adversarial Hypothesis Testing
Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…
We consider a multi-hypothesis testing problem involving a K-armed bandit. Each arm's signal follows a distribution from a vector exponential family. The actual parameters of the arms are unknown to the decision maker. The decision maker…
Sequential hypothesis testing asks for decision rules that update as data arrive. A natural goal is \emph{eventual correctness}: the rule may change its mind early on, but it should make only finitely many wrong decisions almost surely.…
Many classification problems require decisions among a large number of competing classes. These tasks, however, are not handled well by general purpose learning methods and are usually addressed in an ad-hoc fashion. We suggest a general…
In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…
We consider adaptive designs for a trial involving N individuals that we follow along T time steps. We allow for the variables of one individual to depend on its past and on the past of other individuals. Our goal is to learn a mean…
In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (2011) provide a powerful solution to this problem by the…
We consider the problems of hypothesis testing on a probability measure of independent sample, on solution of ill-posed problem, on deconvolution problem and on Poisson mean measure. For all these setups necessary conditions and sufficient…
A distributed binary hypothesis testing problem, in which multiple observers transmit their observations to a detector over noisy channels, is studied. Given its own side information, the goal of the detector is to decide between two…
Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…
Predictive process monitoring aims to predict future characteristics of an ongoing process case, such as case outcome or remaining timestamp. Recently, several predictive process monitoring methods based on deep learning such as Long…
Non-parametric two-sample tests (TSTs) that judge whether two sets of samples are drawn from the same distribution, have been widely used in the analysis of critical data. People tend to employ TSTs as trusted basic tools and rarely have…
In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…
It has been suggested that adversarial examples cause deep learning models to make incorrect predictions with high confidence. In this work, we take the opposite stance: an overly confident model is more likely to be vulnerable to…
Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…
Classification problems in security settings are usually contemplated as confrontations in which one or more adversaries try to fool a classifier to obtain a benefit. Most approaches to such adversarial classification problems have focused…
This work provides a framework for addressing the problem of supervised domain adaptation with deep models. The main idea is to exploit adversarial learning to learn an embedded subspace that simultaneously maximizes the confusion between…
Studies that collect multi-outcome data such as tobacco and alcohol use are becoming increasingly common. In principle, multi-outcomes studies investigate the correlations between outcomes, including, causal links and/or joint…
The goal of sequential event prediction is to estimate the next event based on a sequence of historical events, with applications to sequential recommendation, user behavior analysis and clinical treatment. In practice, the next-event…
Recall the classical hypothesis testing setting with two convex sets of probability distributions P and Q. One receives either n i.i.d. samples from a distribution p in P or from a distribution q in Q and wants to decide from which set the…