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Alexandre H. Thiery

4 accepted papers

2024

Out-of-Distribution Detection with a Single Unconditional Diffusion Model

NeurIPS 2024poster

Out-of-distribution (OOD) detection is a critical task in machine learning that seeks to identify abnormal samples. Traditionally, unsupervised methods utilize a deep generative model for OOD detection. However, such approaches require a new model to be trained for each inlier dataset. This paper ex…

2023

Computational Doob h-transforms for Online Filtering of Discretely Observed Diffusions

ICML 2023poster

This paper is concerned with online filtering of discretely observed nonlinear diffusion processes. Our approach is based on the fully adapted auxiliary particle filter, which involves Doob's $h$-transforms that are typically intractable. We propose a computational framework to approximate these $h$…

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