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Existing out-of-distribution (OOD) methods have shown great success on balanced datasets but become ineffective in long-tailed recognition (LTR) scenarios where 1) OOD samples are often wrongly classified into head classes and/or 2)…
Markov switching models are often used to analyze financial returns because of their ability to capture frequently observed stylized facts. In this paper we consider a multivariate Student-t version of the model as a viable alternative to…
Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…
Attaining ultra-reliable communication (URC) in fifth-generation (5G) and beyond networks requires deriving statistics of channel in ultra-reliable region by modeling the extreme events. Extreme value theory (EVT) has been previously…
Deep Reinforcement Learning (DRL) algorithms have been successfully applied to a range of challenging control tasks. However, these methods typically suffer from three core difficulties: temporal credit assignment with sparse rewards, lack…
In this paper, we propose a market model with returns assumed to follow a multivariate normal tempered stable distribution defined by a mixture of the multivariate normal distribution and the tempered stable subordinator. This distribution…
Inferring causal individual treatment effect (ITE) from observational data is a challenging problem whose difficulty is exacerbated by the presence of treatment assignment bias. In this work, we propose a new way to estimate the ITE using…
Nowadays, Deep Learning (DL) methods often overcome the limitations of traditional signal processing approaches. Nevertheless, DL methods are barely applied in real-life applications. This is mainly due to limited robustness and…
Estimating time-varying reproduction numbers from epidemic incidence data is a central task in infectious disease surveillance, yet it poses an inherently ill-posed inverse problem. Existing approaches often rely on strong structural…
Most Reinforcement Learning (RL) methods are traditionally studied in an active learning setting, where agents directly interact with their environments, observe action outcomes, and learn through trial and error. However, allowing…
Recently, generalization on out-of-distribution (OOD) data with correlation shift has attracted great attentions. The correlation shift is caused by the spurious attributes that correlate to the class label, as the correlation between them…
The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…
We introduce and analyze Target-Induced Loss Tilting (TILT) for unsupervised domain adaptation under covariate shift. It is based on a novel objective function that decomposes the source predictor as $f+b$, fits $f+b$ on labeled source data…
Double-machine-learning pipelines for the Average Dose-Response Function rely on kernel-weighted local-linear smoothers, which inherit unbounded functional influence: a single outlier within a kernel window biases the curve across the…
We establish a statistical learning theoretical framework aimed at extrapolation, or out-of-domain generalization, on the unobserved tails of covariates in continuous regression problems. Our strategy involves performing statistical…
Since distribution shifts are likely to occur during test-time and can drastically decrease the model's performance, online test-time adaptation (TTA) continues to update the model after deployment, leveraging the current test data.…
Offline post-training adapts a pretrained robot policy to a target dataset by supervised regression on recorded actions. In practice, robot datasets are heterogeneous: they mix embodiments, camera setups, and demonstrations of varying…
Despite recent advancements in out-of-distribution (OOD) detection, most current studies assume a class-balanced in-distribution training dataset, which is rarely the case in real-world scenarios. This paper addresses the challenging task…
We address out-of-distribution (OOD) detection across the full spectrum of distribution shifts -- global domain changes, semantic divergence, texture differences, and covariate corruptions -- through a multi-encoder fusion of per-encoder…
With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…