Vo Nguyen Le Duy

Tomohiro Shiraishi, Daiki Miwa, Vo Nguyen Le Duy et al.

Selective inference (SI) has been actively studied as a promising framework for statistical hypothesis testing for data-driven hypotheses. The basic idea of SI is to make inferences conditional on an event that a hypothesis is selected. In order to perform SI, this event must be characterized in a traceable form. When selection event is too difficult to characterize, additional conditions are introduced for tractability. This additional conditions often causes the loss of power, and this issue is referred to as over-conditioning in [Fithian et al., 2014]. Parametric programming-based SI (PP-based SI) has been proposed as one way to address the over-conditioning issue. The main problem of PP-based SI is its high computational cost due to the need to exhaustively explore the data space. In this study, we introduce a procedure to reduce the computational cost while guaranteeing the desired precision, by proposing a method to compute the lower and upper bounds of p-values. We also proposed three types of search strategies that efficiently improve these bounds. We demonstrate the effectiveness of the proposed method in hypothesis testing problems for feature selection in linear models and attention region identification in deep neural networks.

Daiki Miwa, Vo Nguyen Le Duy, Ichiro Takeuchi

Various saliency map methods have been proposed to interpret and explain predictions of deep learning models. Saliency maps allow us to interpret which parts of the input signals have a strong influence on the prediction results. However, since a saliency map is obtained by complex computations in deep learning models, it is often difficult to know how reliable the saliency map itself is. In this study, we propose a method to quantify the reliability of a salient region in the form of p-values. Our idea is to consider a salient region as a selected hypothesis by the trained deep learning model and employ the selective inference framework. The proposed method can provably control the probability of false positive detections of salient regions. We demonstrate the validity of the proposed method through numerical examples in synthetic and real datasets. Furthermore, we develop a Keras-based framework for conducting the proposed selective inference for a wide class of CNNs without additional implementation cost.

Vo Nguyen Le Duy, Hsuan-Tien Lin, Ichiro Takeuchi

We propose a novel statistical method for testing the results of anomaly detection (AD) under domain adaptation (DA), which we call CAD-DA -- controllable AD under DA. The distinct advantage of the CAD-DA lies in its ability to control the probability of misidentifying anomalies under a pre-specified level $α$ (e.g., 0.05). The challenge within this DA setting is the necessity to account for the influence of DA to ensure the validity of the inference results. Our solution to this challenge leverages the concept of conditional Selective Inference to handle the impact of DA. To our knowledge, this is the first work capable of conducting a valid statistical inference within the context of DA. We evaluate the performance of the CAD-DA method on both synthetic and real-world datasets.

Tomohiro Shiraishi, Daiki Miwa, Vo Nguyen Le Duy et al.

In this study, we investigate the quantification of the statistical reliability of detected change points (CPs) in time series using a Recurrent Neural Network (RNN). Thanks to its flexibility, RNN holds the potential to effectively identify CPs in time series characterized by complex dynamics. However, there is an increased risk of erroneously detecting random noise fluctuations as CPs. The primary goal of this study is to rigorously control the risk of false detections by providing theoretically valid p-values to the CPs detected by RNN. To achieve this, we introduce a novel method based on the framework of Selective Inference (SI). SI enables valid inferences by conditioning on the event of hypothesis selection, thus mitigating selection bias. In this study, we apply SI framework to RNN-based CP detection, where characterizing the complex process of RNN selecting CPs is our main technical challenge. We demonstrate the validity and effectiveness of the proposed method through artificial and real data experiments.

Pham Thach Thanh Truc, Dang Hoai Nam, Huynh Tong Dang Khoa et al.

Handwritten Text Recognition remains challenging due to the limited data, high writing style variance, and scripts with complex diacritics. Existing approaches, though partially address these issues, often struggle to generalize without massive synthetic data. To address these challenges, we propose HTR-ConvText, a model designed to capture fine-grained, stroke-level local features while preserving global contextual dependencies. In the feature extraction stage, we integrate a residual Convolutional Neural Network backbone with a MobileViT with Positional Encoding block. This enables the model to both capture structural patterns and learn subtle writing details. We then introduce the ConvText encoder, a hybrid architecture combining global context and local features within a hierarchical structure that reduces sequence length for improved efficiency. Additionally, an auxiliary module injects textual context to mitigate the weakness of Connectionist Temporal Classification. Evaluations on IAM, READ2016, LAM and HANDS-VNOnDB demonstrate that our approach achieves improved performance and better generalization compared to existing methods, especially in scenarios with limited training samples and high handwriting diversity.

Quang Hoang Trung, Nguyen Van Hoang Phuc, Le Trung Hoang et al.

Text Retrieval (TR) involves finding and retrieving text-based content relevant to a user's query from a large repository, with applications in real-world scenarios such as legal document retrieval. While most existing studies focus on English, limited work addresses Japanese contexts. In this paper, we introduce a new dataset specifically designed for Japanese legal contexts and propose a novel two-phase pipeline tailored to this domain. In the first phase, the model learns a broad understanding of global contexts, enhancing its generalization and adaptability to diverse queries. In the second phase, the model is fine-tuned to address complex queries specific to legal scenarios. Extensive experiments are conducted to demonstrate the superior performance of our method, which outperforms existing baselines. Furthermore, our pipeline proves effective in English contexts, surpassing comparable baselines on the MS MARCO dataset. We have made our code publicly available on GitHub, and the model checkpoints are accessible via HuggingFace.

Huynh Tong Dang Khoa, Dang Hoai Nam, Vo Nguyen Le Duy

Labeled handwriting data is often scarce, limiting the effectiveness of recognition systems that require diverse, style-consistent training samples. Handwriting synthesis offers a promising solution by generating artificial data to augment training. However, current methods face two major limitations. First, most are built on conventional convolutional architectures, which struggle to model long-range dependencies and complex stroke patterns. Second, they largely ignore the crucial role of frequency information, which is essential for capturing fine-grained stylistic and structural details in handwriting. To address these challenges, we propose FW-GAN, a one-shot handwriting synthesis framework that generates realistic, writer-consistent text from a single example. Our generator integrates a phase-aware Wave-MLP to better capture spatial relationships while preserving subtle stylistic cues. We further introduce a frequency-guided discriminator that leverages high-frequency components to enhance the authenticity detection of generated samples. Additionally, we introduce a novel Frequency Distribution Loss that aligns the frequency characteristics of synthetic and real handwriting, thereby enhancing visual fidelity. Experiments on Vietnamese and English handwriting datasets demonstrate that FW-GAN generates high-quality, style-consistent handwriting, making it a valuable tool for augmenting data in low-resource handwriting recognition (HTR) pipelines. Official implementation is available at https://github.com/DAIR-Group/FW-GAN

Daiki Miwa, Tomohiro Shiraishi, Vo Nguyen Le Duy et al.

In this study, we consider the reliability assessment of anomaly detection (AD) using Variational Autoencoder (VAE). Over the last decade, VAE-based AD has been actively studied in various perspective, from method development to applied research. However, when the results of ADs are used in high-stakes decision-making, such as in medical diagnosis, it is necessary to ensure the reliability of the detected anomalies. In this study, we propose the VAE-AD Test as a method for quantifying the statistical reliability of VAE-based AD within the framework of statistical testing. Using the VAE-AD Test, the reliability of the anomaly regions detected by a VAE can be quantified in the form of p-values. This means that if an anomaly is declared when the p-value is below a certain threshold, it is possible to control the probability of false detection to a desired level. Since the VAE-AD Test is constructed based on a new statistical inference framework called selective inference, its validity is theoretically guaranteed in finite samples. To demonstrate the validity and effectiveness of the proposed VAE-AD Test, numerical experiments on artificial data and applications to brain image analysis are conducted.

Le Hong Phong, Ho Ngoc Luat, Vo Nguyen Le Duy

Detecting the presence of anomalies in regression models is a crucial task in machine learning, as anomalies can significantly impact the accuracy and reliability of predictions. Random Sample Consensus (RANSAC) is one of the most popular robust regression methods for addressing this challenge. However, this method lacks the capability to guarantee the reliability of the anomaly detection (AD) results. In this paper, we propose a novel statistical method for testing the AD results obtained by RANSAC, named CTRL-RANSAC (controllable RANSAC). The key strength of the proposed method lies in its ability to control the probability of misidentifying anomalies below a pre-specified level $α$ (e.g., $α= 0.05$). By examining the selection strategy of RANSAC and leveraging the Selective Inference (SI) framework, we prove that achieving controllable RANSAC is indeed feasible. Furthermore, we introduce a more strategic and computationally efficient approach to enhance the true detection rate and overall performance of the CTRL-RANSAC. Experiments conducted on synthetic and real-world datasets robustly support our theoretical results, showcasing the superior performance of the proposed method.

Nguyen Thang Loi, Duong Tan Loc, Vo Nguyen Le Duy

Feature Selection (FS) under domain adaptation (DA) is a critical task in machine learning, especially when dealing with limited target data. However, existing methods lack the capability to guarantee the reliability of FS under DA. In this paper, we introduce a novel statistical method to statistically test FS reliability under DA, named SFS-DA (statistical FS-DA). The key strength of SFS-DA lies in its ability to control the false positive rate (FPR) below a pre-specified level $α$ (e.g., 0.05) while maximizing the true positive rate. Compared to the literature on statistical FS, SFS-DA presents a unique challenge in addressing the effect of DA to ensure the validity of the inference on FS results. We overcome this challenge by leveraging the Selective Inference (SI) framework. Specifically, by carefully examining the FS process under DA whose operations can be characterized by linear and quadratic inequalities, we prove that achieving FPR control in SFS-DA is indeed possible. Furthermore, we enhance the true detection rate by introducing a more strategic approach. Experiments conducted on both synthetic and real-world datasets robustly support our theoretical results, showcasing the superior performance of the proposed SFS-DA method.

Teruyuki Katsuoka, Tomohiro Shiraishi, Daiki Miwa et al.

Anomaly localization in images (identifying regions that deviate from expected patterns) is vital in applications such as medical diagnosis and industrial inspection. A recent trend is the use of image generation models in anomaly localization, where these models generate normal-looking counterparts of anomalous images, thereby allowing flexible and adaptive anomaly localization. However, these methods inherit the uncertainty and bias implicitly embedded in the employed generative model, raising concerns about the reliability. To address this, we propose a statistical framework based on selective inference to quantify the significance of detected anomalous regions. Our method provides $p$-values to assess the false positive detection rates, providing a principled measure of reliability. As a proof of concept, we consider anomaly localization using a diffusion model and its applications to medical diagnoses and industrial inspections. The results indicate that the proposed method effectively controls the risk of false positive detection, supporting its use in high-stakes decision-making tasks.

Tran Tuan Kiet, Nguyen Thang Loi, Vo Nguyen Le Duy

Anomaly detection (AD) plays a vital role across a wide range of domains, but its performance might deteriorate when applied to target domains with limited data. Domain Adaptation (DA) offers a solution by transferring knowledge from a related source domain with abundant data. However, this adaptation process can introduce additional uncertainty, making it difficult to draw statistically valid conclusions from AD results. In this paper, we propose STAND-DA -- a novel framework for statistically rigorous Autoencoder-based AD after Representation Learning-based DA. Built on the Selective Inference (SI) framework, STAND-DA computes valid $p$-values for detected anomalies and rigorously controls the false positive rate below a pre-specified level $α$ (e.g., 0.05). To address the computational challenges of applying SI to deep learning models, we develop the GPU-accelerated SI implementation, significantly enhancing both scalability and runtime performance. This advancement makes SI practically feasible for modern, large-scale deep architectures. Extensive experiments on synthetic and real-world datasets validate the theoretical results and computational efficiency of the proposed STAND-DA method.

Dang Hoai Nam, Huynh Tong Dang Khoa, Vo Nguyen Le Duy

Humans can quickly generalize handwriting styles from a single example by intuitively separating content from style. Machines, however, struggle with this task, especially in low-data settings, often missing subtle spatial and stylistic cues. Motivated by this gap, we introduce WriteViT, a one-shot handwritten text synthesis framework that incorporates Vision Transformers (ViT), a family of models that have shown strong performance across various computer vision tasks. WriteViT integrates a ViT-based Writer Identifier for extracting style embeddings, a multi-scale generator built with Transformer encoder-decoder blocks enhanced by conditional positional encoding (CPE), and a lightweight ViT-based recognizer. While previous methods typically rely on CNNs or CRNNs, our design leverages transformers in key components to better capture both fine-grained stroke details and higher-level style information. Although handwritten text synthesis has been widely explored, its application to Vietnamese -- a language rich in diacritics and complex typography -- remains limited. Experiments on Vietnamese and English datasets demonstrate that WriteViT produces high-quality, style-consistent handwriting while maintaining strong recognition performance in low-resource scenarios. These results highlight the promise of transformer-based designs for multilingual handwriting generation and efficient style adaptation.

Nguyen Thi Minh Phu, Duong Tan Loc, Vo Nguyen Le Duy

Unsupervised anomaly detection (AD) is a fundamental problem in machine learning and statistics. A popular approach to unsupervised AD is clustering-based detection. However, this method lacks the ability to guarantee the reliability of the detected anomalies. In this paper, we propose SI-CLAD (Statistical Inference for CLustering-based Anomaly Detection), a novel statistical framework for testing the clustering-based AD results. The key strength of SI-CLAD lies in its ability to rigorously control the probability of falsely identifying anomalies, maintaining it below a pre-specified significance level $α$ (e.g., $α= 0.05$). By analyzing the selection mechanism inherent in clustering-based AD and leveraging the Selective Inference (SI) framework, we prove that false detection control is attainable. Moreover, we introduce a strategy to boost the true detection rate, enhancing the overall performance of SI-CLAD. Extensive experiments on synthetic and real-world datasets provide strong empirical support for our theoretical findings, showcasing the superior performance of the proposed method.

Nguyen Vu Khai Tam, Cao Huyen My, Vo Nguyen Le Duy

Transfer learning (TL) for high-dimensional regression (HDR) is an important problem in machine learning, particularly when dealing with limited sample size in the target task. However, there currently lacks a method to quantify the statistical significance of the relationship between features and the response in TL-HDR settings. In this paper, we introduce a novel statistical inference framework for assessing the reliability of feature selection in TL-HDR, called PTL-SI (Post-TL Statistical Inference). The core contribution of PTL-SI is its ability to provide valid $p$-values to features selected in TL-HDR, thereby rigorously controlling the false positive rate (FPR) at desired significance level $α$ (e.g., 0.05). Furthermore, we enhance statistical power by incorporating a strategic divide-and-conquer approach into our framework. We demonstrate the validity and effectiveness of the proposed PTL-SI through extensive experiments on both synthetic and real-world high-dimensional datasets, confirming its theoretical properties and utility in testing the reliability of feature selection in TL scenarios.

Naghmeh Ghanooni, Barbod Pajoum, Harshit Rawal et al.

Contrastive learning is a well-established paradigm in representation learning. The standard framework of contrastive learning minimizes the distance between "similar" instances and maximizes the distance between dissimilar ones in the projection space, disregarding the various aspects of similarity that can exist between two samples. Current methods rely on a single projection head, which fails to capture the full complexity of different aspects of a sample, leading to suboptimal performance, especially in scenarios with limited training data. In this paper, we present a novel supervised contrastive learning method in a unified framework called multilevel contrastive learning (MLCL), that can be applied to both multi-label and hierarchical classification tasks. The key strength of the proposed method is the ability to capture similarities between samples across different labels and/or hierarchies using multiple projection heads. Extensive experiments on text and image datasets demonstrate that the proposed approach outperforms state-of-the-art contrastive learning methods

Duong Tan Loc, Nguyen Thang Loi, Vo Nguyen Le Duy

In high-dimensional regression, feature selection methods, such as sequential feature selection (SeqFS), are commonly used to identify relevant features. When data is limited, domain adaptation (DA) becomes crucial for transferring knowledge from a related source domain to a target domain, improving generalization performance. Although SeqFS after DA is an important task in machine learning, none of the existing methods can guarantee the reliability of its results. In this paper, we propose a novel method for testing the features selected by SeqFS-DA. The main advantage of the proposed method is its capability to control the false positive rate (FPR) below a significance level $α$ (e.g., 0.05). Additionally, a strategic approach is introduced to enhance the statistical power of the test. Furthermore, we provide extensions of the proposed method to SeqFS with model selection criteria including AIC, BIC, and adjusted R-squared. Extensive experiments are conducted on both synthetic and real-world datasets to validate the theoretical results and demonstrate the proposed method's superior performance.

Tomohiro Shiraishi, Daiki Miwa, Teruyuki Katsuoka et al.

The Vision Transformer (ViT) demonstrates exceptional performance in various computer vision tasks. Attention is crucial for ViT to capture complex wide-ranging relationships among image patches, allowing the model to weigh the importance of image patches and aiding our understanding of the decision-making process. However, when utilizing the attention of ViT as evidence in high-stakes decision-making tasks such as medical diagnostics, a challenge arises due to the potential of attention mechanisms erroneously focusing on irrelevant regions. In this study, we propose a statistical test for ViT's attentions, enabling us to use the attentions as reliable quantitative evidence indicators for ViT's decision-making with a rigorously controlled error rate. Using the framework called selective inference, we quantify the statistical significance of attentions in the form of p-values, which enables the theoretically grounded quantification of the false positive detection probability of attentions. We demonstrate the validity and the effectiveness of the proposed method through numerical experiments and applications to brain image diagnoses.

Vo Nguyen Le Duy, Ichiro Takeuchi

We study statistical inference on the similarity/distance between two time-series under uncertain environment by considering a statistical hypothesis test on the distance obtained from Dynamic Time Warping (DTW) algorithm. The sampling distribution of the DTW distance is too difficult to derive because it is obtained based on the solution of the DTW algorithm, which is complicated. To circumvent this difficulty, we propose to employ the conditional selective inference framework, which enables us to derive a valid inference method on the DTW distance. To our knowledge, this is the first method that can provide a valid p-value to quantify the statistical significance of the DTW distance, which is helpful for high-stake decision making such as abnormal time-series detection problems. We evaluate the performance of the proposed inference method on both synthetic and real-world datasets.

Ryota Sugiyama, Hiroki Toda, Vo Nguyen Le Duy et al.

In this paper, we study statistical inference of change-points (CPs) in multi-dimensional sequence. In CP detection from a multi-dimensional sequence, it is often desirable not only to detect the location, but also to identify the subset of the components in which the change occurs. Several algorithms have been proposed for such problems, but no valid exact inference method has been established to evaluate the statistical reliability of the detected locations and components. In this study, we propose a method that can guarantee the statistical reliability of both the location and the components of the detected changes. We demonstrate the effectiveness of the proposed method by applying it to the problems of genomic abnormality identification and human behavior analysis.

Vo Nguyen Le Duy, Ichiro Takeuchi

In this paper, we study statistical inference for the Wasserstein distance, which has attracted much attention and has been applied to various machine learning tasks. Several studies have been proposed in the literature, but almost all of them are based on asymptotic approximation and do not have finite-sample validity. In this study, we propose an exact (non-asymptotic) inference method for the Wasserstein distance inspired by the concept of conditional Selective Inference (SI). To our knowledge, this is the first method that can provide a valid confidence interval (CI) for the Wasserstein distance with finite-sample coverage guarantee, which can be applied not only to one-dimensional problems but also to multi-dimensional problems. We evaluate the performance of the proposed method on both synthetic and real-world datasets.

Diptesh Das, Vo Nguyen Le Duy, Hiroyuki Hanada et al.

Automated high-stake decision-making such as medical diagnosis requires models with high interpretability and reliability. As one of the interpretable and reliable models with good prediction ability, we consider Sparse High-order Interaction Model (SHIM) in this study. However, finding statistically significant high-order interactions is challenging due to the intrinsic high dimensionality of the combinatorial effects. Another problem in data-driven modeling is the effect of "cherry-picking" a.k.a. selection bias. Our main contribution is to extend the recently developed parametric programming approach for selective inference to high-order interaction models. Exhaustive search over the cherry tree (all possible interactions) can be daunting and impractical even for a small-sized problem. We introduced an efficient pruning strategy and demonstrated the computational efficiency and statistical power of the proposed method using both synthetic and real data.

Vo Nguyen Le Duy, Ichiro Takeuchi

Conditional selective inference (SI) has been studied intensively as a new statistical inference framework for data-driven hypotheses. The basic concept of conditional SI is to make the inference conditional on the selection event, which enables an exact and valid statistical inference to be conducted even when the hypothesis is selected based on the data. Conditional SI has mainly been studied in the context of model selection, such as vanilla lasso or generalized lasso. The main limitation of existing approaches is the low statistical power owing to over-conditioning, which is required for computational tractability. In this study, we propose a more powerful and general conditional SI method for a class of problems that can be converted into quadratic parametric programming, which includes generalized lasso. The key concept is to compute the continuum path of the optimal solution in the direction of the selected test statistic and to identify the subset of the data space that corresponds to the model selection event by following the solution path. The proposed parametric programming-based method not only avoids the aforementioned major drawback of over-conditioning, but also improves the performance and practicality of SI in various respects. We conducted several experiments to demonstrate the effectiveness and efficiency of our proposed method.

Toshiaki Tsukurimichi, Yu Inatsu, Vo Nguyen Le Duy et al.

In practical data analysis under noisy environment, it is common to first use robust methods to identify outliers, and then to conduct further analysis after removing the outliers. In this paper, we consider statistical inference of the model estimated after outliers are removed, which can be interpreted as a selective inference (SI) problem. To use conditional SI framework, it is necessary to characterize the events of how the robust method identifies outliers. Unfortunately, the existing methods cannot be directly used here because they are applicable to the case where the selection events can be represented by linear/quadratic constraints. In this paper, we propose a conditional SI method for popular robust regressions by using homotopy method. We show that the proposed conditional SI method is applicable to a wide class of robust regression and outlier detection methods and has good empirical performance on both synthetic data and real data experiments.

Kazuya Sugiyama, Vo Nguyen Le Duy, Ichiro Takeuchi

Conditional selective inference (SI) has been actively studied as a new statistical inference framework for data-driven hypotheses. The basic idea of conditional SI is to make inferences conditional on the selection event characterized by a set of linear and/or quadratic inequalities. Conditional SI has been mainly studied in the context of feature selection such as stepwise feature selection (SFS). The main limitation of the existing conditional SI methods is the loss of power due to over-conditioning, which is required for computational tractability. In this study, we develop a more powerful and general conditional SI method for SFS using the homotopy method which enables us to overcome this limitation. The homotopy-based SI is especially effective for more complicated feature selection algorithms. As an example, we develop a conditional SI method for forward-backward SFS with AIC-based stopping criteria and show that it is not adversely affected by the increased complexity of the algorithm. We conduct several experiments to demonstrate the effectiveness and efficiency of the proposed method.

Vo Nguyen Le Duy, Shogo Iwazaki, Ichiro Takeuchi

Although a vast body of literature relates to image segmentation methods that use deep neural networks (DNNs), less attention has been paid to assessing the statistical reliability of segmentation results. In this study, we interpret the segmentation results as hypotheses driven by DNN (called DNN-driven hypotheses) and propose a method by which to quantify the reliability of these hypotheses within a statistical hypothesis testing framework. Specifically, we consider a statistical hypothesis test for the difference between the object and background regions. This problem is challenging, as the difference would be falsely large because of the adaptation of the DNN to the data. To overcome this difficulty, we introduce a conditional selective inference (SI) framework -- a new statistical inference framework for data-driven hypotheses that has recently received considerable attention -- to compute exact (non-asymptotic) valid p-values for the segmentation results. To use the conditional SI framework for DNN-based segmentation, we develop a new SI algorithm based on the homotopy method, which enables us to derive the exact (non-asymptotic) sampling distribution of DNN-driven hypothesis. We conduct experiments on both synthetic and real-world datasets, through which we offer evidence that our proposed method can successfully control the false positive rate, has good performance in terms of computational efficiency, and provides good results when applied to medical image data.

Vo Nguyen Le Duy, Ichiro Takeuchi

Selective Inference (SI) has been actively studied in the past few years for conducting inference on the features of linear models that are adaptively selected by feature selection methods such as Lasso. The basic idea of SI is to make inference conditional on the selection event. Unfortunately, the main limitation of the original SI approach for Lasso is that the inference is conducted not only conditional on the selected features but also on their signs -- this leads to loss of power because of over-conditioning. Although this limitation can be circumvented by considering the union of such selection events for all possible combinations of signs, this is only feasible when the number of selected features is sufficiently small. To address this computational bottleneck, we propose a parametric programming-based method that can conduct SI without conditioning on signs even when we have thousands of active features. The main idea is to compute the continuum path of Lasso solutions in the direction of a test statistic, and identify the subset of the data space corresponding to the feature selection event by following the solution path. The proposed parametric programming-based method not only avoids the aforementioned computational bottleneck but also improves the performance and practicality of SI for Lasso in various respects. We conduct several experiments to demonstrate the effectiveness and efficiency of our proposed method.

Vo Nguyen Le Duy, Hiroki Toda, Ryota Sugiyama et al.

There is a vast body of literature related to methods for detecting changepoints (CP). However, less attention has been paid to assessing the statistical reliability of the detected CPs. In this paper, we introduce a novel method to perform statistical inference on the significance of the CPs, estimated by a Dynamic Programming (DP)-based optimal CP detection algorithm. Based on the selective inference (SI) framework, we propose an exact (non-asymptotic) approach to compute valid p-values for testing the significance of the CPs. Although it is well-known that SI has low statistical power because of over-conditioning, we address this disadvantage by introducing parametric programming techniques. Then, we propose an efficient method to conduct SI with the minimum amount of conditioning, leading to high statistical power. We conduct experiments on both synthetic and real-world datasets, through which we offer evidence that our proposed method is more powerful than existing methods, has decent performance in terms of computational efficiency, and provides good results in many practical applications.

Vo Nguyen Le Duy, Takuto Sakuma, Taiju Ishiyama et al.

We study the problem of discriminative sub-trajectory mining. Given two groups of trajectories, the goal of this problem is to extract moving patterns in the form of sub-trajectories which are more similar to sub-trajectories of one group and less similar to those of the other. We propose a new method called Statistically Discriminative Sub-trajectory Mining (SDSM) for this problem. An advantage of the SDSM method is that the statistical significance of the extracted sub-trajectories are properly controlled in the sense that the probability of finding a false positive sub-trajectory is smaller than a specified significance threshold alpha (e.g., 0.05), which is indispensable when the method is used in scientific or social studies under noisy environment. Finding such statistically discriminative sub-trajectories from massive trajectory dataset is both computationally and statistically challenging. In the SDSM method, we resolve the difficulties by introducing a tree representation among sub-trajectories and running an efficient permutation-based statistical inference method on the tree. To the best of our knowledge, SDSM is the first method that can efficiently extract statistically discriminative sub-trajectories from massive trajectory dataset. We illustrate the effectiveness and scalability of the SDSM method by applying it to a real-world dataset with 1,000,000 trajectories which contains 16,723,602,505 sub-trajectories.