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Christophe A. N. Biscio

Publications and source records attributed to Christophe A. N. Biscio.

9 recordsLinked to original sources

Conformal Data Contamination Tests for In-distribution Data Acquisition

The amount of quality data in many machine learning tasks is limited to what is available locally to data owners. The set of quality data can be expanded through trading or sharing with external data agents. However, external data may be contaminated or introduce undesirable sample diversity which can degrade performance of personalized machine learning tasks, as in diagnosis of a rare disease or recommendation systems. Therefore, data buyers need quality guarantees prior to data acquisition. Previous works primarily rely on distributional assumptions about data from different agents, relegating quality checks to post-hoc steps involving costly data valuation procedures. We propose a distribution-free, contamination-aware data acquisition framework that, by inspecting only a small volume of data, identifies external data agents whose data is most valuable for model personalization. To achieve this, we introduce novel two-sample testing procedures, preceding full data acquisition, grounded in rigorous theoretical foundations for conformal outlier detection, to determine whether an agent's data exceeds a contamination threshold. The proposed tests, termed conformal data contamination tests, remain valid under arbitrary contamination levels and the novel Storey-type test provably enables finite-sample false discovery rate control via the Benjamini-Hochberg procedure. Empirical evaluations across diverse collaborative learning scenarios demonstrate the robustness and effectiveness of our approach. Overall, the conformal data contamination test distinguishes itself as a generic procedure for aggregating data with statistically rigorous quality guarantees.

stat.ML↗

Multi-Agent Conformal Prediction with Personalized Statistical Validity

Uncertainty quantification is essential in high-stakes machine learning tasks. However, one of the principled solutions, conformal prediction, faces challenges under limited local calibration data, privacy constraints, and data heterogeneity. In multi-agent settings, existing works do not simultaneously and satisfactorily address these challenges with guarantees either limited to averages across agents or losing validity in heterogeneous settings. Hence, we propose personalized federated weighted conformal prediction (PFWCP), a framework that combines local density ratio weighting with weighted quantile aggregation to correct for heterogeneity while preserving privacy. The method yields asymptotically valid marginal and calibration-conditional coverage guarantees for each participating agent and supports protocols with one-shot communication. Theoretical analysis presents an adjustment to the coverage variance, governed by an effective sample size expression, which is necessary in the context of weighted conformal prediction, and experiments on synthetic and real datasets show improved calibration quality over state-of-the-art federated conformal baselines.

cs.LG↗

Conformal novelty detection for replicate point patterns with FDR or FWER control

Monte Carlo tests are widely used for computing valid p-values without requiring known distributions of test statistics. When performing multiple Monte Carlo tests, it is essential to maintain control of the type I error. Some techniques for multiplicity control pose requirements on the joint distribution of the p-values, for instance independence, which can be computationally intensive to achieve using naïve multiple Monte Carlo testing. We highlight in this work that multiple Monte Carlo testing is an instance of conformal novelty detection. Leveraging this insight enables a more efficient multiple Monte Carlo testing procedure, avoiding excessive simulations while still ensuring exact control over the false discovery rate or the family-wise error rate. We call this approach conformal multiple Monte Carlo testing. The performance is investigated in the context of global envelope tests for point pattern data through a simulation study and an application to a sweat gland data set. Results reveal that with a fixed number of simulations under the null hypothesis, our proposed method yields substantial improvements in power of the testing procedure as compared to the naïve multiple Monte Carlo testing procedure.

stat.ME↗

Analysis and simulations of binary black hole merger spins -- the question of spin-axis tossing at black hole formation

The origin of binary black hole (BH) mergers remains a topic of active debate, with effective spins (chi_eff) measured by the LIGO-Virgo-KAGRA (LVK) Collaboration providing crucial insights. In this study, our objective is to investigate the empirical chi_eff distribution (and constrain individual spin components) of binary BH mergers and compare them with extensive simulations, assuming that they originate purely from isolated binaries or a mixture of formation channels. We explore scenarios using BH kicks with and without the effect of spin-axis tossing during BH formation. We employ simple yet robust Monte Carlo simulations of the final core collapse forming the second-born BH, using minimal assumptions to ensure transparency and reproducibility. The synthetic chi_eff distribution is compared to the empirical data from LVK science runs O1-O3 using functional data analysis, kernel density estimations, and three different statistical tests, accounting for data uncertainties. We find strong indications for spin-axis tossing during BH formation if LVK sources are dominated by the isolated binary channel. Simulations with spin-axis tossing achieve high p-values (up to 0.882) using Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling tests, while without tossing, all p-values drop below 0.001 for isolated binaries. A statistically acceptable solution without tossing, however, emerges if ~72+/-8% of detected binary BH mergers result from dynamical interactions causing random BH spin directions. Finally, for an isolated binary origin, we find a preference for mass reversal in ~30% of the progenitor binaries. Predictions from this study can be tested with LVK O4+O5 data as well as the 3G detectors, Einstein Telescope and Cosmic Explorer, enabling improved constraints on formation channel ratios and the critical question of BH spin-axis tossing.

astro-ph.HE↗

RIS-Assisted High Resolution Radar Sensing

This paper analyzes monostatic sensing by a user equipment (UE) for a setting in which the UE is unable to resolve multiple targets due to their interference within a single resolution bin. It is shown how sensing accuracy, in terms of both detection rate and localization accuracy, can be boosted by a reconfigurable intelligent surface (RIS), which can be advantageously used to provide signal diversity and aid in resolving the targets. Specifically, assuming prior information on the presence of a cluster of targets, a RIS beam sweep procedure is used to facilitate the high resolution sensing. We derive the Cramér-Rao lower bounds (CRLBs) for channel parameter estimation and sensing and an upper bound on the detection probability. The concept of coherence is defined and analyzed theoretically. Then, we propose an orthogonal matching pursuit (OMP) channel estimation algorithm combined with data association to fuse the information of the non-RIS signal and the RIS signal and perform sensing. Finally, we provide numerical results to verify the potential of RIS for improving sensor resolution, and to demonstrate that the proposed methods can realize this potential for RIS-assisted high resolution sensing.

eess.SP↗

Multi-Sensor Multi-Scan Radar Sensing of Multiple Extended Targets

We propose an efficient solution to the state estimation problem in multi-scan multi-sensor multiple extended target sensing scenarios. We first model the measurement process by a doubly inhomogeneous-generalized shot noise Cox process and then estimate the parameters using a jump Markov chain Monte Carlo sampling technique. The proposed approach scales linearly in the number of measurements and can take spatial properties of the sensors into account, herein, sensor noise covariance, detection probability, and resolution. Numerical experiments using radar measurement data suggest that the algorithm offers improvements in high clutter scenarios with closely spaced targets over state-of-the-art clustering techniques used in existing multiple extended target tracking algorithms.

eess.SP↗

A Unified Approach for Multi-Scale Synchronous Correlation Search in Big Time Series -- Full Version

The wide deployment of IoT sensors has enabled the collection of very big time series across different domains, from which advanced analytics can be performed to find unknown relationships, most importantly the correlations between them. However, current approaches for correlation search on time series are limited to only a single temporal scale and simple types of relations, and cannot handle noise effectively. This paper presents the integrated SYnchronous COrrelation Search (iSYCOS) framework to find multi-scale correlations in big time series. Specifically, iSYCOS integrates top-down and bottom-up approaches into a single auto-configured framework capable of efficiently extracting complex window-based correlations from big time series using mutual information (MI). Moreover, iSYCOS includes a novel MI-based theory to identify noise in the data, and is used to perform pruning to improve iSYCOS performance. Besides, we design a distributed version of iSYCOS that can scale out in a Spark cluster to handle big time series. Our extensive experimental evaluation on synthetic and real-world datasets shows that iSYCOS can auto-configure on a given dataset to find complex multi-scale correlations. The pruning and optimisations can improve iSYCOS performance up to an order of magnitude, and the distributed iSYCOS can scale out linearly on a computing cluster.

cs.DB↗

A functional central limit theorem for the empirical Ripley's K-function

We establish a functional central limit theorem for Ripley's K-function for two classes of point processes. One is the class of point processes having exponential decay of correlations and further satisfying a conditional m-dependence condition. The other is a family of Gibbs point processes. We illustrate the use of our theorem for goodness-of-fit tests in simulations.

math.ST↗

Statistical learning and cross-validation for point processes

This paper presents the first general (supervised) statistical learning framework for point processes in general spaces. Our approach is based on the combination of two new concepts, which we define in the paper: i) bivariate innovations, which are measures of discrepancy/prediction-accuracy between two point processes, and ii) point process cross-validation (CV), which we here define through point process thinning. The general idea is to carry out the fitting by predicting CV-generated validation sets using the corresponding training sets; the prediction error, which we minimise, is measured by means of bivariate innovations. Having established various theoretical properties of our bivariate innovations, we study in detail the case where the CV procedure is obtained through independent thinning and we apply our statistical learning methodology to three typical spatial statistical settings, namely parametric intensity estimation, non-parametric intensity estimation and Papangelou conditional intensity fitting. Aside from deriving theoretical properties related to these cases, in each of them we numerically show that our statistical learning approach outperforms the state of the art in terms of mean (integrated) squared error.

stat.ME↗