Related papers: Variable Screenings in Binary Response Regressions…
We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…
Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…
For classification models based on neural networks, the maximum predicted class probability is often used as a confidence score. This score rarely predicts well the probability of making a correct prediction and requires a post-processing…
We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…
This paper presents a goodness-of-fit test for parametric regression models with scalar response and directional predictor, that is, a vector on a sphere of arbitrary dimension. The testing procedure is based on the weighted squared…
Independence testing is a classical statistical problem that has been extensively studied in the batch setting when one fixes the sample size before collecting data. However, practitioners often prefer procedures that adapt to the…
The evaluation of noisy binary classifiers on unlabeled data is treated as a streaming task: given a data sketch of the decisions by an ensemble, estimate the true prevalence of the labels as well as each classifier's accuracy on them. Two…
Graphical models are useful tools for describing structured high-dimensional probability distributions. Development of efficient algorithms for learning graphical models with least amount of data remains an active research topic.…
For a regression problem with a binary label response, we examine the problem of constructing confidence intervals for the label probability conditional on the features. In a setting where we do not have any information about the underlying…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
Multi-stage screening pipelines are ubiquitous throughout experimental and computational science. Much of the effort in developing screening pipelines focuses on improving generative methods or surrogate models in an attempt to make each…
Likelihood-free approaches are appealing for performing inference on complex dependence models, either because it is not possible to formulate a likelihood function, or its evaluation is very computationally costly. This is the case for…
In this paper we motivate the causal mechanisms behind sample selection induced collider bias (selection collider bias) that can cause Large Language Models (LLMs) to learn unconditional dependence between entities that are unconditionally…
This paper addresses the identification of insurance models with multidimensional screening where insurees have private information about their risk and risk aversion. The model includes a random damage and the possibility of several…
A seller investigates a buyer before setting prices, balancing the cost of acquiring information against the gain from tailoring the contract to the buyer's private type. The optimal signal is coarse: no matter how rich the type space, the…
In this paper we propose a linear variable screening method for computer experiments when the number of input variables is larger than the number of runs. This method uses a linear model to model the nonlinear data, and screens the…
Modern algorithms for binary classification rely on an intermediate regression problem for computational tractability. In this paper, we establish a geometric distinction between classification and regression that allows risk in these two…
Change-plane regression identifies subpopulations through an interpretable linear threshold rule, but likelihood-based inference for the hard-threshold boundary is nonregular: objectives are non-smooth, the boundary is weakly identified…
In this work we consider a problem of multi-label classification, where each instance is associated with some binary vector. Our focus is to find a classifier which minimizes false negative discoveries under constraints. Depending on the…
We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the…