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Showing 2021 · math.STShow all
3 papers · 2 filters
math.ST2021
Learning to Rank Anomalies: Scalar Performance Criteria and Maximization of Two-Sample Rank Statistics
Myrto Limnios, Nathan Noiry, Stéphan Clémençon
The ability to collect and store ever more massive databases has been accompanied by the need to process them efficiently. In many cases, most observations have the same behavior,…
math.ST2021
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
Tepmony Sim, Randal Douc, François Roueff
The class of observation-driven models (ODMs) includes many models of non-linear time series which, in a fashion similar to, yet different from, hidden Markov models (HMMs), involv…
math.ST2021★ 4 cited
Concentration Inequalities for Two-Sample Rank Processes with Application to Bipartite Ranking
Stéphan Clémençon, Myrto Limnios, Nicolas Vayatis
The ROC curve is the gold standard for measuring the performance of a test/scoring statistic regarding its capacity to discriminate between two statistical populations in a wide va…