Related papers: ProbCD: enrichment analysis accounting for categor…
Imbalanced datasets are ubiquitous. Classification performance on imbalanced datasets is generally poor for the minority class as the classifier cannot learn decision boundaries well. However, in sensitive applications like fraud detection,…
Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…
Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…
In a data-scarce field such as healthcare, where models often deliver predictions on patients with rare conditions, the ability to measure the uncertainty of a model's prediction could potentially lead to improved effectiveness of decision…
Structured statistical estimation problems are often solved by Conditional Gradient (CG) type methods to avoid the computationally expensive projection operation. However, the existing CG type methods are not robust to data corruption. To…
Probabilistic programs are typically normal-looking programs describing posterior probability distributions. They intrinsically code up randomized algorithms and have long been at the heart of modern machine learning and approximate…
This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…
This paper introduces a node formulation for multistage stochastic programs with endogenous (i.e., decision-dependent) uncertainty. Problems with such structure arise when the choices of the decision maker determine a change in the…
We describe an algorithm for the sequential sampling of entries in multiway contingency tables with given constraints. The algorithm can be used for computations in exact conditional inference. To justify the algorithm, a theory relates…
Estimating the strength of dependency between two variables is fundamental for exploratory analysis and many other applications in data mining. For example: non-linear dependencies between two continuous variables can be explored with the…
Robust ranking and selection (R&S) is an important and challenging variation of conventional R&S that seeks to select the best alternative among a finite set of alternatives. It captures the common input uncertainty in the simulation model…
Off-policy evaluation estimates how a target policy would perform using data collected by a different behavior policy, which is crucial when online testing is costly or risky, such as in recommendation or healthcare. Standard importance…
Classification systems are often deployed in resource-constrained settings where labels must be assigned to inputs on a budget of time, memory, etc. Budgeted, sequential classifiers (BSCs) address these scenarios by processing inputs…
This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…
Traditional approaches to ensure group fairness in algorithmic decision making aim to equalize ``total'' error rates for different subgroups in the population. In contrast, we argue that the fairness approaches should instead focus only on…
It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…
This paper introduces Stochastic RAG--a novel approach for end-to-end optimization of retrieval-augmented generation (RAG) models that relaxes the simplifying assumptions of marginalization and document independence, made in most prior…
Efforts to leverage deep learning models in low-resource regimes have led to numerous augmentation studies. However, the direct application of methods such as mixup and cutout to text data, is limited due to their discrete characteristics.…
In the financial risk domain, particularly in credit default prediction and fraud detection, accurate identification of high-risk class instances is paramount, as their occurrence can have significant economic implications. Although machine…
Generative models typically sample outputs independently, and recent inference-time guidance and scaling algorithms focus on improving the quality of individual samples. However, in real-world applications, users are often presented with a…