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Scalable surrogate models enable efficient emulation of computer models (or simulators), particularly when dealing with large ensembles of runs. While Gaussian process (GP) models are commonly employed for emulation, they face limitations…
This paper proposes a dynamic process of portfolio risk measurement to address potential information loss. The proposed model takes advantage of financial big data to incorporate out-of-target-portfolio information that may be missed when…
With the success of big data and artificial intelligence in many fields, the applications of big data driven models are expected in financial risk management especially credit scoring and rating. Under the premise of data privacy…
fixest is an R package for fast and flexible econometric estimation. It provides a unified framework for applied research, with comprehensive support for a diverse class of models: ordinary least squares, instrumental variables, generalized…
Many time-to-event studies are complicated by the presence of competing risks. Such data are often analyzed using Cox models for the cause specific hazard function or Fine-Gray models for the subdistribution hazard. In practice regression…
Instance segmentation plays a pivotal role in medical image analysis by enabling precise localization and delineation of lesions, tumors, and anatomical structures. Although deep learning models such as Mask R-CNN and BlendMask have…
Highly regulated industries, like banking and insurance, ask for transparent decision-making algorithms. At the same time, competitive markets are pushing for the use of complex black box models. We therefore present a procedure to develop…
Reinforcement Learning (RL) has shown exceptional performance across various applications, enabling autonomous agents to learn optimal policies through interaction with their environments. However, traditional RL frameworks often face…
We present `latentcor`, an R package for correlation estimation from data with mixed variable types. Mixed variables types, including continuous, binary, ordinal, zero-inflated, or truncated data are routinely collected in many areas of…
Indirect treatment comparisons (ITCs) are essential in Health Technology Assessment (HTA) when head-to-head clinical trials are absent. A common challenge arises when attempting to compare a treatment with available individual patient data…
The current canonical approach to publishing cross-section data is to unfold the reconstructed distributions. Detector effects like efficiency and smearing are undone mathematically, yielding distributions in true event properties. This is…
Scoring systems are linear classification models that only require users to add or subtract a few small numbers in order to make a prediction. They are used for example by clinicians to assess the risk of medical conditions. This work…
This article explains the usage of R package CausalModels, which is publicly available on the Comprehensive R Archive Network. While packages are available for sufficiently estimating causal effects, there lacks a package that provides a…
Regression learning is classic and fundamental for medical image analysis. It provides the continuous mapping for many critical applications, like the attribute estimation, object detection, segmentation and non-rigid registration. However,…
Hyperspectral remote sensing is a promising tool for a variety of applications including ecology, geology, analytical chemistry and medical research. This article presents the new \hsdar package for R statistical software, which performs a…
Fairness is a growing area of machine learning (ML) that focuses on ensuring models do not produce systematically biased outcomes for specific groups, particularly those defined by protected attributes such as race, gender, or age.…
The package High-dimensional Metrics (\Rpackage{hdm}) is an evolving collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence…
Conducting research often involves managing multiple disconnected tools for survey design, data collection, response analysis, and report generation, leading to inefficiencies, increased error risks, and challenges in ensuring…
We present a computational modeling framework for data-driven simulations and analysis of infectious disease spread in large populations. For the purpose of efficient simulations, we devise a parallel solution algorithm targeting…
When probability predictions are too cautious for decision making, boldness-recalibration enables responsible emboldening while maintaining the probability of calibration required by the user. We formulate boldness-recalibration as a…