4 citations · 4 across the 7 of their papers we have counts for
4 papers · 1 filter
Weak Signals and Heavy Tails: Learning Theory meets Extreme Value Analysis
Stephan Clémençon, Anne Sabourin
The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As th…
On Ranking-based Tests of Independence
Myrto Limnios, Stéphan Clémençon
In this paper we develop a novel nonparametric framework to test the independence of two random variables and with unknown respective marginals an…
A Bipartite Ranking Approach to the Two-Sample Problem
Stephan Clémençon, Myrto Limnios, Nicolas Vayatis
The two-sample problem, which consists in testing whether independent samples on are drawn from the same (unknown) distribution, finds applications in many areas. It…
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…