Related papers: Prediction Measures in Beta Regression Models

In this paper we discuss improved estimators for the regression and the dispersion parameters in an extended class of dispersion models (J{\o}rgensen, 1996). This class extends the regular dispersion models by letting the dispersion…

A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…

Meta analysis is commonly-used to synthesize multiple results from individual studies. However, its validation is usually threatened by publication bias and between-study heterogeneity, which can be captured by the Copas selection model.…

We study stochastic programs where the decision-maker cannot observe the distribution of the exogenous uncertainties but has access to a finite set of independent samples from this distribution. In this setting, the goal is to find a…

The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…

Many penalized maximum likelihood estimators correspond to posterior mode estimators under specific prior distributions. Appropriateness of a particular class of penalty functions can therefore be interpreted as the appropriateness of a…

We consider the problem of constructing an adaptive bridge regression modeling, which is a penalized procedure by imposing different weights to different coefficients in the bridge penalty term. A crucial issue in the modeling process is…

This paper presents a Bayesian framework for assessing the adequacy of a model without the necessity of explicitly enumerating a specific alternate model. A test statistic is developed for tracking the performance of the model across…

We propose measurement integrity, a property related to ex post reward fairness, as a novel desideratum for peer prediction mechanisms in many natural applications. Like robustness against strategic reporting, the property that has been the…

A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…

We consider the problem of model building for rare events prediction in longitudinal follow-up studies. In this paper, we compare several resampling methods to improve standard regression models on a real life example. We evaluate the…

A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…

Interest in targeted disease prevention has stimulated development of models that assign risks to individuals, using their personal covariates. We need to evaluate these models, and to quantify the gains achieved by expanding a model with…

This paper introduces new methods for constructing prediction intervals using quantile-based techniques. The procedures are developed for both classical (homoscedastic) autoregressive models and modern quantile autoregressive models. They…

For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values although we often…

Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…

In performative prediction, a predictive model impacts the distribution that generates future data, a phenomenon that is being ignored in classical supervised learning. In this closed-loop setting, the natural measure of performance named…

In performative prediction, predictions guide decision-making and hence can influence the distribution of future data. To date, work on performative prediction has focused on finding performatively stable models, which are the fixed points…

In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…

This paper uses predictive densities obtained via mixed causal-noncausal autoregressive models to evaluate the statistical sustainability of Brazilian inflation targeting system with the tolerance bounds. The probabilities give an…