相关论文: The Rendezvous Between Extreme Value Theory and Ne…

Preferential attachment is an appealing edge generating mechanism for modeling social networks. It provides both an intuitive description of network growth and an explanation for the observed power laws in degree distributions. However,…

Classification tasks usually assume that all possible classes are present during the training phase. This is restrictive if the algorithm is used over a long time and possibly encounters samples from unknown classes. The recently introduced…

Estimating the probability of rare channel conditions is a central challenge in ultra-reliable wireless communication, where random events, such as deep fades, can cause sudden variations in the channel quality. This paper proposes a…

Recent evidence shows that convolutional neural networks (CNNs) are biased towards textures so that CNNs are non-robust to adversarial perturbations over textures, while traditional robust visual features like SIFT (scale-invariant feature…

Evolving Neural Networks (NNs) has recently seen an increasing interest as an alternative path that might be more successful. It has many advantages compared to other approaches, such as learning the architecture of the NNs. However, the…

We aim to analyze the behaviour of a finite-time stochastic system, whose model is not available, in the context of more rare and harmful outcomes. Standard estimators are not effective in making predictions about such outcomes due to their…

We study distributional robustness in the context of Extreme Value Theory (EVT). We provide a data-driven method for estimating extreme quantiles in a manner that is robust against incorrect model assumptions underlying the application of…

Extremes play a special role in Anomaly Detection. Beyond inference and simulation purposes, probabilistic tools borrowed from Extreme Value Theory (EVT), such as the angular measure, can also be used to design novel statistical learning…

It is often desirable to be able to recognize when inputs to a recognition function learned in a supervised manner correspond to classes unseen at training time. With this ability, new class labels could be assigned to these inputs by a…

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

This paper derives the distribution of the maximum end-to-end (e2e) signal to noise ratio (SNR) in an opportunistic relay selection based cooperative relaying (CR) network having large number of non-identical relay links between the source…

Deep Learning is applied to energy markets to predict extreme loads observed in energy grids. Forecasting energy loads and prices is challenging due to sharp peaks and troughs that arise due to supply and demand fluctuations from intraday…

Considering a Manhattan mobility model in vehicle-to-vehicle networks, this work studies a power minimization problem subject to second-order statistical constraints on latency and reliability, captured by a network-wide maximal data queue…

Conventional methods for extreme event estimation rely on well-chosen parametric models asymptotically justified from extreme value theory (EVT). These methods, while powerful and theoretically grounded, could however encounter a difficult…

The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions…

Virtual reality (VR) is an emerging technology of great societal potential. Some of its most exciting and promising use cases include remote scene content and untethered lifelike navigation. This article first highlights the relevance of…

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…

Extreme value theory provides rigorous theory and statistical tools for extrapolation in machine learning, particularly in settings where traditional methods struggle due to data scarcity in the tails. A broad range of tasks benefit from…

Extreme events such as natural and economic disasters leave lasting impacts on society and motivate the analysis of extremes from data. While classical statistical tools based on Gaussian distributions focus on average behaviour and can…

Data augmentation with generative adversarial networks (GANs) has been popular for class imbalance problems, mainly for pattern classification and computer vision-related applications. Extreme value forecasting is a challenging field that…