Related papers: Estimation with Binned Data
Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…
Bagging can significantly improve the generalization performance of unstable machine learning algorithms such as trees or neural networks. Though bagging is now widely used in practice and many empirical studies have explored its behavior,…
We study shrinkage estimation of the mean parameters of a class of multivariate distributions for which the diagonal entries of the corresponding covariance matrix are certain quadratic functions of the mean parameter. This class of…
We study a multi-objective pure exploration problem in a multi-armed bandit model. Each arm is associated to an unknown multi-variate distribution and the goal is to identify the distributions whose mean is not uniformly worse than that of…
This study evaluates deep neural networks for forecasting probability distributions of financial returns. 1D convolutional neural networks (CNN) and Long Short-Term Memory (LSTM) architectures are used to forecast parameters of three…
Biomedical researchers usually study the effects of certain exposures on disease risks among a well-defined population. To achieve this goal, the gold standard is to design a trial with an appropriate sample from that population. Due to the…
Given a budget and arbitrary cost for selecting each node, the budgeted influence maximization (BIM) problem concerns selecting a set of seed nodes to disseminate some information that maximizes the total number of nodes influenced (termed…
A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…
This paper presents a quantitative user study to evaluate how well users can visually perceive the underlying data distribution from a histogram representation. We used different sample and bin sizes and four different distributions…
At least two, different approaches to define and solve statistical models for the analysis of economic systems exist: the typical, econometric one, interpreting the Gravity Model specification as the expected link weight of an arbitrary…
The financial and economic crisis recently experienced by many European countries has increased demand for timely, coherent and consistent distributional information for the household sector. In the Euro area, most of the NCBs collect such…
The paper covers the new model of wage distribution in typical group of people. The model provides the opportunity to reparameterize applicable income distribution model: Pareto, logarithmically normal, logarithmically logistic, Dagum etc.…
We describe a method to identify poor households in data-scarce countries by leveraging information contained in nationally representative household surveys. It employs standard statistical learning techniques---cross-validation and…
We develop Structured-Knowledge-Informed Neural Networks (SKINNs), a unified estimation framework that embeds theoretical, simulated, previously learned, or cross-domain insights as differentiable constraints within flexible neural function…
A class of discrete probability distributions contains distributions with limited support. A typical example is some variant of a Likert scale, with response mapped to either the $\{1, 2, \ldots, 5\}$ or $\{-3, -2, \ldots, 2, 3\}$ set. An…
Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…
Sum-Product Networks with complex probability distribution at the leaves have been shown to be powerful tractable-inference probabilistic models. However, while learning the internal parameters has been amply studied, learning complex leaf…
Reliably estimating the uncertainty of a prediction throughout the model lifecycle is crucial in many safety-critical applications. The most common way to measure this uncertainty is via the predicted confidence. While this tends to work…
We consider random forests and LASSO methods for model-based small area estimation when the number of areas with sampled data is a small fraction of the total areas for which estimates are required. Abundant auxiliary information is…
Minimizing expected loss measured by a proper scoring rule, such as Brier score or log-loss (cross-entropy), is a common objective while training a probabilistic classifier. If the data have experienced dataset shift where the class…