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Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…
Observational studies are valuable tools for inferring causal effects in the absence of controlled experiments. However, these studies may be biased due to the presence of some relevant, unmeasured set of covariates. One approach to…
This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…
This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fraudulent are investigated. We argue that this can lead to…
The rise of globalisation has led to a sharp increase in international trade, with high volumes of containers, goods and items moving across the world. Unfortunately, these trade pathways also facilitate the movement of unwanted pests,…
Many social programs attempt to allocate scarce resources to people with the greatest need. Indeed, public services increasingly use algorithmic risk assessments motivated by this goal. However, targeting the highest-need recipients often…
The detection and localization of a target from samples of its generated field is a problem of interest in a broad range of applications. Often, the target field admits structural properties that enable the design of lower sample detection…
Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of…
There has been increased interest in devising learning techniques that combine unlabeled data with labeled data ? i.e. semi-supervised learning. However, to the best of our knowledge, no study has been performed across various techniques…
We study how to allocate resources to participants who can strategically misrepresent their deservingness at a cost. A principal assigns item(s) (or money) among multiple agents on the basis of their costly signals. Each agent's signal…
Data-driven decision support tools play an increasingly central role in decision-making across various domains. In this work, we focus on binary classification models for predicting positive-outcome scores and deciding on resource…
Personalized decision making targets the behavior of a specific individual, while population-based decision making concerns a sub-population resembling that individual. This paper clarifies the distinction between the two and explains why…
We consider the problem of computationally-efficient prediction from high dimensional and highly correlated predictors in challenging settings where accurate variable selection is effectively impossible. Direct application of penalization…
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…
While the importance of personalized policymaking is widely recognized, fully personalized implementation remains rare in practice, often due to legal, fairness or cost concerns. We study the problem of policy targeting for a regret-averse…
Limited overlap between treated and control groups is a key challenge in observational analysis. Standard approaches like trimming importance weights can reduce variance but introduce a fundamental bias. We propose a sensitivity framework…
Scoring models support decision-making in financial institutions. Their estimation and evaluation are based on the data of previously accepted applicants with known repayment behavior. This creates sampling bias: the available labeled data…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
The survey experiment is widely used in economics and social sciences to evaluate the effects of treatments or programs. In a standard population-based survey experiment, the experimenter randomly draws experimental units from a target…
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…