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The lack of interpretability and transparency are preventing economists from using advanced tools like neural networks in their empirical research. In this paper, we propose a class of interpretable neural network models that can achieve…

Econometrics · Economics 2020-12-01 Yucheng Yang , Zhong Zheng , Weinan E

In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Methodology · Statistics 2026-03-12 Han Lin Shang

Metric Temporal Logic, $\mtlfull$ is amongst the most studied real-time logics. It exhibits considerable diversity in expressiveness and decidability properties based on the permitted set of modalities and the nature of time interval…

Logic in Computer Science · Computer Science 2013-11-28 Khushraj Madnani , Shankara Narayanan Krishna , Paritosh K. Pandya

Let K be a henselian valued field of characteristic 0. Then K admits a definable partition on each piece of which the leading term of a polynomial in one variable can be computed as a definable function of the leading term of a linear map.…

Logic · Mathematics 2012-04-16 Joseph Flenner

Motivated by the Basel 3 regulations, recent studies have considered joint forecasts of Value-at-Risk and Expected Shortfall. A large family of scoring functions can be used to evaluate forecast performance in this context. However, little…

Risk Management · Quantitative Finance 2017-05-15 Johanna F. Ziegel , Fabian Krüger , Alexander Jordan , Fernando Fasciati

When machine learning supports decision-making in safety-critical systems, it is important to verify and understand the reasons why a particular output is produced. Although feature importance calculation approaches assist in…

Machine Learning · Statistics 2020-09-14 Divish Rengasamy , Benjamin Rothwell , Grazziela Figueredo

The use of tiered warnings and multicategorical forecasts are ubiquitous in meteorological operations. Here, a flexible family of scoring functions is presented for evaluating the performance of ordered multicategorical forecasts. Each…

Applications · Statistics 2022-05-02 Robert Taggart , Nicholas Loveday , Deryn Griffiths

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami

This paper enriches preexisting satisfiability tests for unquantified languages, which in turn augment a fragment of Tarski's elementary algebra with unary real functions possessing a continuous first derivative. Two sorts of individual…

Logic in Computer Science · Computer Science 2025-07-04 G. Buriola , D. Cantone , G. Cincotti , E. G. Omodeo , G. T. Spartà

Forecasting has become a natural benchmark for reasoning under uncertainty. Yet existing evaluations of large language models remain limited to judgmental tasks in simple formats, such as binary or multiple-choice questions. In practice,…

Machine Learning · Computer Science 2026-04-20 Jeremy Qin , Maksym Andriushchenko

We propose a framework for verifiable and compositional reinforcement learning (RL) in which a collection of RL subsystems, each of which learns to accomplish a separate subtask, are composed to achieve an overall task. The framework…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Cyrus Neary , Aryaman Singh Samyal , Christos Verginis , Murat Cubuktepe , Ufuk Topcu

A new notion of metric differentiability of set-valued functions at a point is introduced in terms of right and left limits of special set-valued metric divided differences of first order. A local metric linear approximant of a metrically…

Classical Analysis and ODEs · Mathematics 2024-03-06 Alona Mokhov , Nira Dyn , Elza Farkhi

Traditional learning approaches for classification implicitly assume that each mistake has the same cost. In many real-world problems though, the utility of a decision depends on the underlying context $x$ and decision $y$. However,…

Machine Learning · Computer Science 2021-04-20 Kush Bhatia , Peter L. Bartlett , Anca D. Dragan , Jacob Steinhardt

Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that typically arise from applying decision rules…

Artificial Intelligence · Computer Science 2018-06-05 Jasper De Bock , Gert de Cooman

Subadditive set functions play a pivotal role in computational economics (especially in combinatorial auctions), combinatorial optimization or artificial intelligence applications such as interpretable machine learning. However, specifying…

Machine Learning · Computer Science 2026-03-12 Martin Černý , David Sychrovský , Filip Úradník , Jakub Černý

In this paper we consider a fragment of the first-order theory of the real numbers that includes systems of equations of continuous functions in bounded domains, and for which all functions are computable in the sense that it is possible to…

Computational Complexity · Computer Science 2016-08-15 Peter Franek , Stefan Ratschan , Piotr Zgliczynski

In this paper, we study a bi-criterion framework for assessing scoring functions in the context of binary classification. The positive and negative predictive values (ppv and npv, respectively) are conditional probabilities of the true…

Machine Learning · Statistics 2020-07-13 Keshav Vemuri , Nathan Srebro

To estimate causal effects from observational data, an applied researcher must impose beliefs. The instrumental variables exclusion restriction, for example, represents the belief that the instrument has no direct effect on the outcome of…

Econometrics · Economics 2020-11-17 Francis J. DiTraglia , Camilo Garcia-Jimeno

Assessing the exploitability of software vulnerabilities at the time of disclosure is difficult and error-prone, as features extracted via technical analysis by existing metrics are poor predictors for exploit development. Moreover,…

Cryptography and Security · Computer Science 2022-02-04 Octavian Suciu , Connor Nelson , Zhuoer Lyu , Tiffany Bao , Tudor Dumitras

In this paper we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective…

Optimization and Control · Mathematics 2021-05-21 Marco Boresta , Tommaso Colombo , Alberto De Santis , Stefano Lucidi
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