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We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the…

数据分析、统计与概率 · 物理学 2007-07-13 Sabbir Rahman , Mahbub Majumdar

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

机器学习 · 统计学 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

We consider the problem of learning the interaction strength between the nodes of a network based on dependent binary observations residing on these nodes, generated from a Markov Random Field (MRF). Since these observations can possibly be…

统计方法学 · 统计学 2025-12-02 Tianyu Liu , Somabha Mukherjee , Abhik Ghosh

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition…

机器学习 · 计算机科学 2019-02-21 Marek Petrik , Reazul Hasan Russell

This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some…

最优化与控制 · 数学 2020-05-19 Shaoyan Guo , Huifu Xu , Liwei Zhang

Robustness verification that aims to formally certify the prediction behavior of neural networks has become an important tool for understanding model behavior and obtaining safety guarantees. However, previous methods can usually only…

机器学习 · 计算机科学 2020-12-24 Zhouxing Shi , Huan Zhang , Kai-Wei Chang , Minlie Huang , Cho-Jui Hsieh

We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…

统计理论 · 数学 2017-03-28 Vlad Barbu , Slim Beltaif , Serguei Pergamenchtchikov

Many standard estimators such as several maximum likelihood estimators or the empirical estimator for any law-invariant convex risk measure are not (qualitatively) robust in the classical sense. However, these estimators may nevertheless…

统计理论 · 数学 2016-06-21 Volker Krätschmer , Alexander Schied , Henryk Zähle

Robustness is a critical measure of the resilience of large networked systems, such as transportation and communication networks. Most prior works focus on the global robustness of a given graph at large, e.g., by measuring its overall…

社会与信息网络 · 计算机科学 2015-01-09 Hau Chan , Shuchu Han , Leman Akoglu

This paper studies robust nonparametric regression, in which an adversarial attacker can modify the values of up to $q$ samples from a training dataset of size $N$. Our initial solution is an M-estimator based on Huber loss minimization.…

统计理论 · 数学 2023-12-12 Puning Zhao , Zhiguo Wan

We generalized a modified exponentialized estimator by pushing the robust-optimal (RO) index $\lambda$ to $-\infty$ for achieving robustness to outliers by optimizing a quasi-Minimin function. The robustness is realized and controlled…

机器学习 · 计算机科学 2023-10-19 Zhiguang Wang , Tim Oates , James Lo

For machine learning models to be reliable and trustworthy, their decisions must be interpretable. As these models find increasing use in safety-critical applications, it is important that not just the model predictions but also their…

机器学习 · 计算机科学 2023-12-19 Sandesh Kamath , Sankalp Mittal , Amit Deshpande , Vineeth N Balasubramanian

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

统计方法学 · 统计学 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as…

机器学习 · 计算机科学 2012-03-19 Kaizhu Huang , Rong Jin , Zenglin Xu , Cheng-Lin Liu

Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust…

机器学习 · 统计学 2022-03-01 Vali Asimit , Ioannis Kyriakou , Simone Santoni , Salvatore Scognamiglio , Rui Zhu

In this paper, we investigate the robust models for $\Lambda$-quantiles with partial information regarding the loss distribution, where $\Lambda$-quantiles extend the classical quantiles by replacing the fixed probability level with a…

数理金融 · 定量金融 2025-05-28 Xia Han , Peng Liu

We study the problem of detecting planted solutions in a random satisfiability formula. Adopting the formalism of hypothesis testing in statistical analysis, we describe the minimax optimal rates of detection. Our analysis relies on the…

统计理论 · 数学 2015-02-10 Quentin Berthet

We study local asymptotic normality of M-estimates of convex minimization in an infinite dimensional parameter space. The objective function of M-estimates is not necessary differentiable and is possibly subject to convex constraints. In…

统计理论 · 数学 2017-04-11 Kosaku Takanashi

We introduce Harmonic Robustness, a powerful and intuitive method to test the robustness of any machine-learning model either during training or in black-box real-time inference monitoring without ground-truth labels. It is based on…

机器学习 · 计算机科学 2024-04-30 Nicholas S. Kersting , Yi Li , Aman Mohanty , Oyindamola Obisesan , Raphael Okochu

We describe a framework in which is possible to develop and implement algorithms for the approximation of invariant measures of dynamical systems with a given bound on the error of the approximation. Our approach is based on a general…

动力系统 · 数学 2017-10-05 Stefano Galatolo , Isaia Nisoli