Related papers: Assessing the reliability of ensemble forecasting …
When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…
We propose a general and relatively simple method for the construction of goodness-of-fit tests on the sphere and the hypersphere. The method is based on the characterization of probability distributions via their characteristic function,…
In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…
In the uniformity testing task, an algorithm is provided with samples from an unknown probability distribution over a (known) finite domain, and must decide whether it is the uniform distribution, or, alternatively, if its total variation…
Software fault prediction model are employed to optimize testing resource allocation by identifying fault-prone classes before testing phases. Several researchers' have validated the use of different classification techniques to develop…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
Probabilistic time-series models become popular in the forecasting field as they help to make optimal decisions under uncertainty. Despite the growing interest, a lack of thorough analysis hinders choosing what is worth applying for the…
Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting…
Ranking, and inferences based on ranking of a set of entities, are important problems in numerous contexts. This is especially true in small area statistics where there may be only a limited amount of directly observed data from each entity…
Stability selection is a widely adopted resampling-based framework for high-dimensional variable selection. This paper seeks to broaden the use of an established stability estimator to evaluate the overall stability of the stability…
The coherent systems are basic concepts in reliability theory and survival analysis. They contain as particular cases the popular series, parallel and $k$-ou-of-$n$ systems (order statistics). Many results have been obtained for them by…
The recent increase in the deployment of machine learning models in critical domains such as healthcare, criminal justice, and finance has highlighted the need for trustworthy methods that can explain these models to stakeholders. Feature…
We examine the issue of stability of probability in reasoning about complex systems with uncertainty in structure. Normally, propositions are viewed as probability functions on an abstract random graph where it is implicitly assumed that…
Reliable prediction of large chaotic sytems in the short to middle time range is of interest in a number of fields, including climate, ecology, seismology, and economics. In this paper, results from chaos theory, and statistical theory are…
Machine learning-based Deepfake detection models have achieved impressive results on benchmark datasets, yet their performance often deteriorates significantly when evaluated on out-of-distribution data. In this work, we investigate an…
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…
Suppose we want to estimate a total effect with covariate adjustment in a linear structural equation model. We have a causal graph to decide what covariates to adjust for, but are uncertain about the graph. Here, we propose a testing…
Many statistical experiments involve comparing multiple population groups. For example, a public opinion poll may ask which of several political candidates commands the most support; a social scientific survey may report the most common of…
Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification…
A sensitivity analysis in an observational study tests whether the qualitative conclusions of an analysis would change if we were to allow for the possibility of limited bias due to confounding. The design sensitivity of a hypothesis test…