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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…

Methodology · Statistics 2025-10-07 Grant Hutchings , Derek Bingham , Kellin Rumsey , Earl Lawrence

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…

Risk Management · Quantitative Finance 2022-02-17 Kwangmin Jung , Donggyu Kim , Seunghyeon Yu

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…

Machine Learning · Computer Science 2020-09-15 Fanglan Zheng , Erihe , Kun Li , Jiang Tian , Xiaojia Xiang

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…

Econometrics · Economics 2026-04-06 Laurent R. Bergé , Kyle Butts , Grant McDermott

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…

Methodology · Statistics 2018-07-02 Rodney Sparapani , Brent R. Logan , Robert E. McCulloch , Purushottam W. Laud

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…

Computer Vision and Pattern Recognition · Computer Science 2025-04-29 Mengxia Dai , Wenqian Luo , Tianyang Li

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…

Machine Learning · Statistics 2020-12-11 Roel Henckaerts , Katrien Antonio , Marie-Pier Côté

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…

Machine Learning · Computer Science 2025-09-03 Rui Liu , Anish Gupta , Erfaun Noorani , Pratap Tokekar

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…

Computation · Statistics 2022-04-22 Mingze Huang , Christian L. Müller , Irina Gaynanova

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…

Computation · Statistics 2026-01-16 Nathan Green

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…

Computation · Statistics 2026-02-23 Lukas Koch

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…

Human-Computer Interaction · Computer Science 2019-12-02 Hans-Jürgen Profitlich , Daniel Sonntag

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…

Methodology · Statistics 2023-07-19 Joshua Wolff Anderson , Cyril Rakovski

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,…

Computer Vision and Pattern Recognition · Computer Science 2022-07-04 Chaoyu Chen , Xin Yang , Ruobing Huang , Xindi Hu , Yankai Huang , Xiduo Lu , Xinrui Zhou , Mingyuan Luo , Yinyu Ye , Xue Shuang , Juzheng Miao , Yi Xiong , Dong Ni

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…

Other Statistics · Statistics 2019-05-28 Lukas W. Lehnert , Hanna Meyer , Wolfgang A. Obermeier , Brenner Silva , Bianca Regeling , Jörg Bendix

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.…

Computation · Statistics 2025-10-14 Benjamin Smith , Jianhui Gao , Jessica Gronsbell

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…

Machine Learning · Statistics 2017-09-28 Victor Chernozhukov , Chris Hansen , Martin Spindler

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…

Computation · Statistics 2025-08-11 Clievins Selva

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…

Populations and Evolution · Quantitative Biology 2018-02-19 Pavol Bauer , Stefan Engblom , Stefan Widgren

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…

Methodology · Statistics 2025-07-21 Adeline P. Guthrie , Christopher T. Franck