Related papers: Distributional Change in Ordinal Data with Missing…
When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…
This paper is devoted to change-point detection using only the ordinal structure of a time series. A statistic based on the conditional entropy of ordinal patterns characterizing the local up and down in a time series is introduced and…
Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…
We study change-point detection for high-dimensional data in regimes where inference must be performed from small batches of observations. Our primary focus is the high-dimensional, low sample size (HDLSS) regime, where the sequence length…
Conditional risk minimization arises in high-stakes decisions where risk must be assessed in light of side information, such as stressed economic conditions, specific customer profiles, or other contextual covariates. Constructing reliable…
We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…
We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…
Many researchers have identified distribution shift as a likely contributor to the reproducibility crisis in behavioral and biomedical sciences. The idea is that if treatment effects vary across individual characteristics and experimental…
Optimal transport (OT) is a central framework for modeling distribution shifts. Because OT compares distributions directly in input space, a well-designed ground metric between observations is essential to ensure that the optimizer does not…
Uncertainty is the only certainty there is. Modeling data uncertainty is essential for regression, especially in unconstrained settings. Traditionally the direct regression formulation is considered and the uncertainty is modeled by…
This paper proposes deception as a mechanism for out-of-distribution (OOD) generalization: by learning data representations that make training data appear independent and identically distributed (iid) to an observer, we can identify stable…
This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first…
This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions…
The phenomenon of data distribution evolving over time has been observed in a range of applications, calling the needs of adaptive learning algorithms. We thus study the problem of supervised gradual domain adaptation, where labeled data…
Finding a transformation between two unknown probability distributions from finite samples is crucial for modeling complex data distributions and performing tasks such as sample generation, domain adaptation and statistical inference. One…
Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…
We present a multidimensional data analysis framework for the analysis of ordinal response variables. Underlying the ordinal variables, we assume a continuous latent variable, leading to cumulative logit models. The framework includes…
Permutation entropy and its associated frameworks are remarkable examples of physics-inspired techniques adept at processing complex and extensive datasets. Despite substantial progress in developing and applying these tools, their use has…
This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between…
The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…