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Related papers: Pessimistic Testing

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Decision Focused Learning has emerged as a critical paradigm for integrating machine learning with downstream optimisation. Despite its promise, existing methodologies predominantly rely on probabilistic models and focus narrowly on task…

Machine Learning · Computer Science 2025-03-21 Keivan Shariatmadar , Neil Yorke-Smith , Ahmad Osman , Fabio Cuzzolin , Hans Hallez , David Moens

The risk of financial positions is measured by the minimum amount of capital to raise and invest in eligible portfolios of traded assets in order to meet a prescribed acceptability constraint. We investigate nondegeneracy, finiteness and…

Risk Management · Quantitative Finance 2014-03-05 Walter Farkas , Pablo Koch-Medina , Cosimo Munari

Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…

Methodology · Statistics 2024-03-12 Aurelien Bibaut , Nathan Kallus , Michael Lindon

We propose new summary measures of diagnostic test accuracy which can be used as companions to existing diagnostic accuracy measures. Conceptually, our summary measures are tantamount to the so-called Hellinger affinity and we show that…

Methodology · Statistics 2017-12-29 Miguel de Carvalho , Bradley J. Barney , Garritt L. Page

Requirements driven search-based testing (also known as falsification) has proven to be a practical and effective method for discovering erroneous behaviors in Cyber-Physical Systems. Despite the constant improvements on the performance and…

In this paper an approach to automated deduction under uncertainty,based on possibilistic logic, is proposed ; for that purpose we deal with clauses weighted by a degree which is a lower bound of a necessity or a possibility measure,…

Artificial Intelligence · Computer Science 2013-04-08 Didier Dubois , Jerome Lang , Henri Prade

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

In the report the approach to estimation of quality of planned experiments is considered. This approach is based on the analysis of uncertainty, which will take place under the future hypotheses testing about the existence of a new…

Data Analysis, Statistics and Probability · Physics 2009-11-10 S. I. Bityukov , N. V. Krasnikov

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

Financial statement auditing is conducted under a risk-based evidence approach to obtain reasonable assurance. In practice, auditors often perform additional sampling or related procedures when an initial sample does not provide a…

Statistical Finance · Quantitative Finance 2026-04-08 Masahiro Kato , Kei Nakagawa

Economic models may exhibit incompleteness depending on whether or not they admit certain policy-relevant features such as strategic interaction, self-selection, or state dependence. We develop a novel test of model incompleteness and…

Econometrics · Economics 2023-09-08 Shuowen Chen , Hiroaki Kaido

Phase III randomized clinical trials play a monumentally critical role in the evaluation of new medical products. Because of the intrinsic nature of uncertainty embedded in our capability in assessing the efficacy of a medical product,…

Methodology · Statistics 2019-02-25 Changyu Shen , Xiaochun Li

This paper presents a novel approach to the design verification of Software Product Lines(SPL). The proposed approach assumes that the requirements and designs are modeled as finite state machines with variability information. The…

Software Engineering · Computer Science 2012-12-19 Jean-Vivien Millo , S. Ramesh , Shankara Narayanan Krishna , Ganesh Khandu Narwane

Nondeterministic choice is a useful program construct that provides a way to describe the behaviour of a program without specifying the details of possible implementations. It supports the stepwise refinement of programs, a method that has…

Logic in Computer Science · Computer Science 2023-02-17 Yuan Feng , Yingte Xu

Uplift modeling is a machine learning technique that aims to model treatment effects heterogeneity. It has been used in business and health sectors to predict the effect of a specific action on a given individual. Despite its advantages,…

Machine Learning · Computer Science 2017-04-20 Atef Shaar , Talel Abdessalem , Olivier Segard

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the estimation of nuisance parameters, in contrast to the tests…

Statistics Theory · Mathematics 2020-07-24 Olcay Arslan , Yesim Güney , Jana Jureckova , Yetkin Tuac

Conformal prediction provides distribution-free prediction sets with guaranteed marginal coverage. However, in split conformal prediction this guarantee is training-conditional only in expectation: across many calibration draws, the average…

Machine Learning · Computer Science 2025-09-22 Petrus H. Zwart

We seek to design novel multiple testing procedures, which take into account a relevant notion of ''power'' or true discovery on the one hand, and allow computationally efficient test design and application on the other. Towards this end we…

Methodology · Statistics 2025-11-18 Rajesh Karmakar , Ruth Heller , Saharon Rosset

We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split conformal'' methods achieve near desired coverage levels with high…

Statistics Theory · Mathematics 2025-03-04 John C. Duchi