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Cross-validation (CV) is one of the most popular tools for assessing and selecting predictive models. However, standard CV suffers from high computational cost when the number of folds is large. Recently, under the empirical risk…

统计方法学 · 统计学 2023-05-30 Yuetian Luo , Zhimei Ren , Rina Foygel Barber

In this paper, the credit scoring problem is studied by incorporating networked information, where the advantages of such incorporation are investigated theoretically in two scenarios. Firstly, a Bayesian optimal filter is proposed to…

理论经济学 · 经济学 2019-11-01 Yibei Li , Ximei Wang , Boualem Djehiche , Xiaoming Hu

Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…

统计计算 · 统计学 2021-07-12 Nicola Donelli , Stefano Peluso , Antonietta Mira

Security evaluations inherently depend on stable identifiers. Any finding, audit, or regulatory decision must remain attached to the specific artifact it pertains to. Continuously updated artificial intelligence systems violate this core…

密码学与安全 · 计算机科学 2026-05-26 Dan Ristea , Vasilios Mavroudis

The rigorous safety verification of control systems in critical applications is essential, given their increasing complexity and integration into everyday life. Simulation-based falsification approaches play a pivotal role in the safety…

系统与控制 · 电气工程与系统科学 2024-03-13 Joshua Yancosek , Ali Baheri

As the use of biometrics becomes more wide-spread, the privacy concerns that stem from the use of biometrics are becoming more apparent. As the usage of mobile devices grows, so does the desire to implement biometric identification into…

密码学与安全 · 计算机科学 2015-06-12 R. C. Johnson , Walter J. Scheirer , Terrance E. Boult

User authentication and fraud detection face growing challenges as digital systems expand and adversaries adopt increasingly sophisticated tactics. Traditional knowledge-based authentication remains rigid, requiring exact word-for-word…

密码学与安全 · 计算机科学 2026-04-29 Emunah S-S. Chan , Aldar C-F. Chan

The EM training algorithm of the classical i-vector extractor is often incorrectly described as a maximum-likelihood method. The i-vector model is however intractable: the likelihood itself and the hidden-variable posteriors needed for the…

机器学习 · 统计学 2015-10-15 Niko Brümmer

The automatic detection of frauds in banking transactions has been recently studied as a way to help the analysts finding fraudulent operations. Due to the availability of a human feedback, this task has been studied in the framework of…

机器学习 · 计算机科学 2020-04-24 Christelle Marfaing , Alexandre Garcia

In today's increasingly digital interactions, robust Identity Verification (IDV) is crucial for security and trust. Artificial Intelligence (AI) is transforming IDV, enhancing accuracy and fraud detection. This paper introduces ``Zero to…

密码学与安全 · 计算机科学 2025-03-13 Aniket Vaidya , Anurag Awasthi

Variational Bayes (VB) inference is one of the most important algorithms in machine learning and widely used in engineering and industry. However, VB is known to suffer from the problem of local optima. In this Letter, we generalize VB by…

机器学习 · 统计学 2018-09-12 Hideyuki Miyahara , Yuki Sughiyama

In this paper, a new way to integrate volatility information for estimating value at risk (VaR) and conditional value at risk (CVaR) of a portfolio is suggested. The new method is developed from the perspective of Bayesian statistics and it…

风险管理 · 定量金融 2022-05-04 Taras Bodnar , Vilhelm Niklasson , Erik Thorsén

Automatic speaker verification (ASV) is a well developed technology for biometric identification, and has been ubiquitous implemented in security-critic applications, such as banking and access control. However, previous works have shown…

机器学习 · 计算机科学 2021-07-20 Haibin Wu , Yang Zhang , Zhiyong Wu , Dong Wang , Hung-yi Lee

Vehicular ad-hoc networks (VANETs) are one of the most important components in an Intelligent Transportation System (ITS), which aims to provide information communication between vehicles. A safety-critical vehicular communication requires…

密码学与安全 · 计算机科学 2019-10-01 Feng Liu , Qi Wang

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

机器学习 · 计算机科学 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

We consider a sequential decision making task, where the goal is to optimize an unknown function without evaluating parameters that violate an a~priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on…

机器学习 · 计算机科学 2024-05-13 Alessandro G. Bottero , Carlos E. Luis , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Inference networks of traditional Variational Autoencoders (VAEs) are typically amortized, resulting in relatively inaccurate posterior approximation compared to instance-wise variational optimization. Recent semi-amortized approaches were…

机器学习 · 计算机科学 2020-11-18 Minyoung Kim , Vladimir Pavlovic

Is there a way to design powerful AI systems based on machine learning methods that would satisfy probabilistic safety guarantees? With the long-term goal of obtaining a probabilistic guarantee that would apply in every context, we consider…

Network attacks have been very prevalent as their rate is growing tremendously. Both organization and individuals are now concerned about their confidentiality, integrity and availability of their critical information which are often…

机器学习 · 计算机科学 2020-08-07 MohammadNoor Injadat , Fadi Salo , Ali Bou Nassif , Aleksander Essex , Abdallah Shami

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

统计方法学 · 统计学 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin