Related papers: The Stochastic Score Classification Problem
Multilabel classification is a relatively recent subfield of machine learning. Unlike to the classical approach, where instances are labeled with only one category, in multilabel classification, an arbitrary number of categories is chosen…
Joint detection and estimation refers to deciding between two or more hypotheses and, depending on the test outcome, simultaneously estimating the unknown parameters of the underlying distribution. This problem is investigated in a…
In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…
When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…
Credit risk scorecards are logistic regression models, fitted to large and complex data sets, employed by the financial industry to model the probability of default of a potential customer. In order to ensure that a scorecard remains a…
In this paper, we study a new stochastic submodular maximization problem with state-dependent costs and rejections. The input of our problem is a budget constraint $B$, and a set of items whose states (i.e., the marginal contribution and…
The traditional binary classification framework constructs classifiers which may have good accuracy, but whose false positive and false negative error rates are not under users' control. In many cases, one of the errors is more severe and…
The probabilistic classification vector machine (PCVM) synthesizes the advantages of both the support vector machine and the relevant vector machine, delivering a sparse Bayesian solution to classification problems. However, the PCVM is…
Group testing concerns itself with the accurate recovery of a set of "defective" items from a larger population via a series of tests. While most works in this area have considered the classical group testing model, where tests are binary…
In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…
Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…
The main purpose of this paper is to study the NP-complete subset-sum problem, not in the usual context of time-complexity-based classification of the algorithms (exponential/polynomial), but through a new kind of algorithmic classification…
Medical errors are a major public health concern and a leading cause of death worldwide. Many healthcare centers and hospitals use reporting systems where medical practitioners write a preliminary medical report and the report is later…
Strategic classification regards the problem of learning in settings where users can strategically modify their features to improve outcomes. This setting applies broadly and has received much recent attention. But despite its practical…
Subclassification estimators are one of the methods used to estimate causal effects of interest using the propensity score. This method is more stable compared to other weighting methods, such as inverse probability weighting estimators, in…
Feature selection is an important preprocessing step in machine learning and data mining. In real-world applications, costs, including money, time and other resources, are required to acquire the features. In some cases, there is a test…
We explore the theoretical foundations of a ``twenty questions'' approach to pattern recognition. The object of the analysis is the computational process itself rather than probability distributions (Bayesian inference) or decision…
The use of machine learning algorithms in healthcare can amplify social injustices and health inequities. While the exacerbation of biases can occur and compound during the problem selection, data collection, and outcome definition, this…
The receiver operating characteristic (ROC) curve is a powerful statistical tool and has been widely applied in medical research. In the ROC curve estimation, a commonly used assumption is that larger the biomarker value, greater severity…
In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…