Related papers: Probabilistic performance estimators for computati…
Probabilistic behavior is omnipresent in computer controlled systems, in particular, so-called safety-critical hybrid systems, because of various reasons, like uncertain environments, or fundamental properties of nature. In this paper, we…
We propose a multi-criteria Composite Index Method (CIM) to compare the performance of alternative approaches to solving an optimization problem. The CIM is convenient in those situations when neither approach dominates the other when…
The pairwise winning indices, computed in the Stochastic Multicriteria Acceptability Analysis, give the probability with which an alternative is preferred to another taking into account all the instances of the assumed preference model…
Computational models in chemistry rely on a number of approximations. The effect of such approximations on observables derived from them is often unpredictable. Therefore, it is challenging to quantify the uncertainty of a computational…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
There is a vast body of literature related to methods for detecting changepoints (CP). However, less attention has been paid to assessing the statistical reliability of the detected CPs. In this paper, we introduce a novel method to perform…
The SNIP (source normalized impact per paper) indicator is an indicator of the citation impact of scientific journals. The indicator, introduced by Henk Moed in 2010, is included in Elsevier's Scopus database. The SNIP indicator uses a…
Risk assessment tools in healthcare commonly employ point-based scoring systems that map patients to ordinal risk categories via thresholds. While electronic health record (EHR) data presents opportunities for data-driven optimization of…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
Benchmarks are standards that allow to identify opportunities for improvement among comparable units. This study suggests a 2-step methodology for calculating probabilistic benchmarks in noisy data sets: (i) double-hyperbolic undersampling…
In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…
We study the problem of how to construct a set of policies that can be composed together to solve a collection of reinforcement learning tasks. Each task is a different reward function defined as a linear combination of known features. We…
Motivation: Machine learning based prediction of compound-protein interactions (CPIs) is important for drug design, screening and repurposing studies and can improve the efficiency and cost-effectiveness of wet lab assays. Despite the…
An overview of current debates and contemporary research devoted to the modeling of decision making processes and their facilitation directs attention to the Analytic Hierarchy Process (AHP). At the core of the AHP are various…
We consider the Sparse Principal Component Analysis (SPCA) problem under the well-known spiked covariance model. Recent work has shown that the SPCA problem can be reformulated as a Mixed Integer Program (MIP) and can be solved to global…
Computational chemistry has become an important complement to experimental measurements. In order to choose among the multitude of the existing approximations, it is common to use benchmark data sets, and to issue recommendations based on…
We introduce random matrix theory to study the tomographic efficiency of a wide class of measurements constructed out of weighted 2-designs, including symmetric informationally complete (SIC) probability operator measurements (POMs). In…
Propensity Score Matching (PSM) is a causal inference technique that is used as a substitution for experimental methods when it is not possible to implement them due to logistical and ethical concerns. By using a logistic classifier to…
In real-life decision-making problems, determining the influences of the factors on the decision attribute is one of the primary tasks. To affect the decision attribute most, finding a proper hierarchy among the factors and determining…
The Probability Ranking Principle (PRP) has been considered as the foundational standard in the design of information retrieval (IR) systems. The principle requires an IR module's returned list of results to be ranked with respect to the…