Related papers: Plots of the cumulative differences between observ…
Predictions are often probabilities; e.g., a prediction could be for precipitation tomorrow, but with only a 30% chance. Given such probabilistic predictions together with the actual outcomes, "reliability diagrams" help detect and diagnose…
This article proposes a way to improve the presentation of histograms where data are compared to expectation. Sometimes, it is difficult to judge by eye whether the difference between the bin content and the theoretical expectation…
Assessing equity in treatment of a subpopulation often involves assigning numerical "scores" to all individuals in the full population such that similar individuals get similar scores; matching via propensity scores or appropriate…
Histograms are convenient non-parametric density estimators, which continue to be used ubiquitously. Summary quantities estimated from histogram-based probability density models depend on the choice of the number of bins. We introduce a…
Rank histograms are popular tools for assessing the reliability of meteorological ensemble forecast systems. A reliable forecast system leads to a uniform rank histogram, and deviations from uniformity can indicate miscalibrations. However,…
Multiple linear regression is a basic statistical tool, yielding a prediction formula with the input variables, slopes, and an intercept. But is it really easy to see which terms have the largest effect, or to explain why the prediction of…
Comparing the differences in outcomes (that is, in "dependent variables") between two subpopulations is often most informative when comparing outcomes only for individuals from the subpopulations who are similar according to "independent…
Probability forecasts for binary outcomes, often referred to as probabilistic classifiers or confidence scores, are ubiquitous in science and society, and methods for evaluating and comparing them are in great demand. We propose and study a…
Calibration measures and reliability diagrams are two fundamental tools for measuring and interpreting the calibration of probabilistic predictors. Calibration measures quantify the degree of miscalibration, and reliability diagrams…
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
The histogram is an analysis tool in widespread use within many sciences, with high energy physics as a prime example. However, there exists an inherent bias in the choice of binning for the histogram, with different choices potentially…
Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…
Persistence diagrams play a fundamental role in Topological Data Analysis where they are used as topological descriptors of filtrations built on top of data. They consist in discrete multisets of points in the plane $\mathbb{R}^2$ that can…
Model diagnostics and forecast evaluation are two sides of the same coin. A common principle is that fitted or predicted distributions ought to be calibrated or reliable, ideally in the sense of auto-calibration, where the outcome is a…
Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability $x$, it should materialize with approximately that frequency, which means that the…
A very common task in data visualization is to plot many data points with some measured y-value as a function of fixed x-values. Uncertainties on the y-values are typically presented as vertical error bars that represent either a…
Background and Objective: Histograms and Pearson's coefficient of variation are among the most popular summary statistics. Researchers use histograms to judge the shape of quantitative data distribution by visual inspection. The coefficient…
In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…
A probability forecast or probabilistic classifier is reliable or calibrated if the predicted probabilities are matched by ex post observed frequencies, as examined visually in reliability diagrams. The classical binning and counting…
Idealized probability distributions, such as normal or other curves, lie at the root of confirmatory statistical tests. But how well do people understand these idealized curves? In practical terms, does the human visual system allow us to…