Related papers: A Claim Score for Dynamic Claim Counts Modeling

We propose a new variable selection procedure for a functional linear model with multiple scalar responses and multiple functional predictors. This method is based on basis expansions of the involved functional predictors and coefficients…

This paper introduces mixed-integer optimization methods to solve regression problems that incorporate fairness metrics. We propose an exact formulation for training fair regression models. To tackle this computationally hard problem, we…

This paper introduces a new class of observation driven dynamic models. The time evolving parameters are driven by innovations of copula form. The resulting models can be made strictly stationary and the innovation term is typically chosen…

Feature attributions are a common paradigm for model explanations due to their simplicity in assigning a single numeric score for each input feature to a model. In the actionable recourse setting, wherein the goal of the explanations is to…

Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of moments yields a simple procedure for estimating stable law…

Aligning AI systems with human preferences typically suffers from the infamous reward hacking problem, where optimization of an imperfect reward model leads to undesired behaviors. In this paper, we investigate reward hacking in offline…

The identification of accident hot spots is a central task of road safety management. Bayesian count data models have emerged as the workhorse method for producing probabilistic rankings of hazardous sites in road networks. Typically, these…

Hidden Markov models are widely used for modeling sequential data but typically have limited applicability in observational causal inference due to their strong conditional independence assumptions. I introduce feedback-augmented…

Reward modeling (a.k.a., preference modeling) is instrumental for aligning large language models with human preferences, particularly within the context of reinforcement learning from human feedback (RLHF). While conventional reward models…

Consider the problem of imputing missing values in a dataset. One the one hand, conventional approaches using iterative imputation benefit from the simplicity and customizability of learning conditional distributions directly, but suffer…

We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a…

A new approach to the local and global explanation is proposed. It is based on selecting a convex hull constructed for the finite number of points around an explained instance. The convex hull allows us to consider a dual representation of…

A flexible semiparametric class of models is introduced that offers an alternative to classical regression models for count data as the Poisson and negative binomial model, as well as to more general models accounting for excess zeros that…

Relevant and high-quality data are critical to successful development of machine learning applications. For machine learning applications on dynamic systems equipped with a large number of sensors, such as connected vehicles and robots, how…

Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we propose a method to quicken estimation for a broad class of…

This paper introduces and analyzes a procedure called Testing-based forward model selection (TBFMS) in linear regression problems. This procedure inductively selects covariates that add predictive power into a working statistical model…

Motivated by our observation that motion information is the key to good anomaly detection performance in video, we propose a temporal augmented network to learn a motion-aware feature. This feature alone can achieve competitive performance…

Data bias, e.g., popularity impairs the dynamics of two-sided markets within recommender systems. This overshadows the less visible but potentially intriguing long-tail items that could capture user interest. Despite the abundance of…

Ranking functions that are used in decision systems often produce disparate results for different populations because of bias in the underlying data. Addressing, and compensating for, these disparate outcomes is a critical problem for fair…

Recently, several new pari-mutuel mechanisms have been introduced to organize markets for contingent claims. Hanson introduced a market maker derived from the logarithmic scoring rule, and later Chen and Pennock developed a cost function…