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Conditional forecasts of risk measures play an important role in internal risk management of financial institutions as well as in regulatory capital calculations. In order to assess forecasting performance of a risk measurement procedure,…

Risk Management · Quantitative Finance 2017-02-22 Natalia Nolde , Johanna F. Ziegel

Sample surveys are widely used to obtain information about totals, means, medians, and other parameters of finite populations. In many applications, similar information is desired for subpopulations such as individuals in specific…

Methodology · Statistics 2017-05-30 Jiahua Chen , Yukun Liu

When interpreting A/B tests, we typically focus only on the statistically significant results and take them by face value. This practice, termed post-selection inference in the statistical literature, may negatively affect both point…

Applications · Statistics 2021-06-01 Alex Deng , Yicheng Li , Jiannan Lu , Vivek Ramamurthy

Clinical prediction models enable healthcare professionals to estimate individual outcomes using patient characteristics. Current sample size guidelines for developing or updating models with continuous outcomes aim to minimise overfitting…

In this paper we propose strategies for estimating performance of a classifier when labels cannot be obtained for the whole test set. The number of test instances which can be labeled is very small compared to the whole test data size. The…

Machine Learning · Computer Science 2018-02-21 Anurag Kumar , Bhiksha Raj

Currently, there is currently no effective, standardized way to identify the presence of partisan gerrymandering. A relatively newly proposed method of identification is ensemble analysis. This is done by generating a large neutral ensemble…

Physics and Society · Physics 2021-12-28 Karthik Seetharaman

Convex sample approximations of chance-constrained optimization problems are considered, in which chance constraints are replaced by sets of sampled constraints. We propose a randomized sample selection strategy that allows tight bounds to…

Optimization and Control · Mathematics 2018-05-22 Mark Cannon

We introduce the notion of a risk-limiting financial auditing (RLFA): given $N$ transactions, the goal is to estimate the total misstated monetary fraction~($m^*$) to a given accuracy $\epsilon$, with confidence $1-\delta$. We do this by…

Methodology · Statistics 2023-05-12 Shubhanshu Shekhar , Ziyu Xu , Zachary C. Lipton , Pierre J. Liang , Aaditya Ramdas

Many models in natural language processing define probabilistic distributions over linguistic structures. We argue that (1) the quality of a model' s posterior distribution can and should be directly evaluated, as to whether probabilities…

Computation and Language · Computer Science 2015-09-03 Khanh Nguyen , Brendan O'Connor

We introduce simulated packing and cracking as a technique for evaluating partisan-gerrymandering measures. We apply it to historical congressional and legislative elections to evaluate four measures: partisan bias, declination, efficiency…

Physics and Society · Physics 2021-02-03 Jeffrey S. Buzas , Gregory S. Warrington

Conformance checking techniques let us find out to what degree a process model and real execution data correspond to each other. In recent years, alignments have proven extremely useful in calculating conformance statistics. Most techniques…

Artificial Intelligence · Computer Science 2019-12-12 Mohammadreza Fani Sani , Sebastiaan J. van Zelst , Wil M. P. van der Aalst

Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…

Methodology · Statistics 2025-07-18 Zihan Liao , Binbin Li , Hua-Ping Wan

Recent policy optimization approaches (Schulman et al., 2015a; 2017) have achieved substantial empirical successes by constructing new proxy optimization objectives. These proxy objectives allow stable and low variance policy learning, but…

Machine Learning · Computer Science 2020-02-24 Marcin B. Tomczak , Dongho Kim , Peter Vrancx , Kee-Eung Kim

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

This paper explains the main principles and some of the technical details for auditing the scanning and digitisation of the Australian Senate ballot papers. We give a short summary of the motivation for auditing paper ballots, explain the…

Applications · Statistics 2022-06-23 Michelle Blom , Philip B. Stark , Peter J. Stuckey , Vanessa Teague , Damjan Vukcevic

When auditing a redistricting plan, a persuasive method is to compare the plan with an ensemble of neutrally drawn redistricting plans. Ensembles are generated via algorithms that sample distributions on balanced graph partitions. To audit…

Physics and Society · Physics 2024-02-01 Gabriel Chuang , Gregory Herschlag , Jonathan C. Mattingly

The task of item recommendation requires ranking a large catalogue of items given a context. Item recommendation algorithms are evaluated using ranking metrics that depend on the positions of relevant items. To speed up the computation of…

Information Retrieval · Computer Science 2019-12-06 Steffen Rendle

We study the task of retrieving relevant experiments given a query experiment. By experiment, we mean a collection of measurements from a set of `covariates' and the associated `outcomes'. While similar experiments can be retrieved by…

Machine Learning · Statistics 2014-02-20 Sohan Seth , John Shawe-Taylor , Samuel Kaski

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

In district-based multi-party elections, electors cast votes in their respective districts. In each district, the party with maximum votes wins the corresponding seat in the governing body. Election Surveys try to predict the election…

Methodology · Statistics 2023-12-27 Adway Mitra , Palash Dey
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