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Regression plays a key role in many research areas and its variable selection is a classic and major problem. This study emphasizes cost of predictors to be purchased for future use, when we select a subset of them. Its economic aspect is…

Methodology · Statistics 2021-03-19 Steven N. MacEachern , Koji Miyawaki

The problems of optimally estimating a phase, a direction, and the orientation of a Cartesian frame (or trihedron) with general pure states are addressed. Special emphasis is put on estimation schemes that allow for inconclusive answers or…

Quantum Physics · Physics 2013-08-09 B. Gendra , E. Ronco-Bonvehi , J. Calsamiglia , R. Muñoz-Tapia , E. Bagan

In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a…

Statistics Theory · Mathematics 2023-09-21 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

We present a method for optimising experimental cuts in order to place the strongest constraints (upper limits) on theoretical signal models. The method relies only on signal and background expectations derived from Monte-Carlo simulations,…

Astrophysics · Physics 2009-11-07 Gary C. Hill , Katherine Rawlins

Learning to reject provide a learning paradigm which allows for our models to abstain from making predictions. One way to learn the rejector is to learn an ideal marginal distribution (w.r.t. the input domain) - which characterizes a…

Machine Learning · Statistics 2025-05-09 Alexander Soen

In binary classification applications, conservative decision-making that allows for abstention can be advantageous. To this end, we introduce a novel approach that determines the optimal cutoff interval for risk scores, which can be…

Machine Learning · Statistics 2025-10-01 Yishu Wei , Wen-Yee Lee , George Ekow Quaye , Xiaogang Su

Despite remarkable progress made in natural language processing, even the state-of-the-art models often make incorrect predictions. Such predictions hamper the reliability of systems and limit their widespread adoption in real-world…

Computation and Language · Computer Science 2023-05-04 Neeraj Varshney , Chitta Baral

Machine learning based decision making systems applied in safety critical areas require reliable high certainty predictions. For this purpose, the system can be extended by an reject option which allows the system to reject inputs where…

Machine Learning · Computer Science 2022-07-06 André Artelt , Barbara Hammer

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…

Machine Learning · Statistics 2018-10-23 Juliette Achdou , Joseph C. Lam , Alexandra Carpentier , Gilles Blanchard

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

We propose a new Reject Option Classification technique to identify and remove regions of uncertainty in the decision space for a given neural classifier and dataset. Such existing formulations employ a learned rejection (remove)/selection…

Computer Vision and Pattern Recognition · Computer Science 2023-02-16 Nicholas Kashani Motlagh , Jim Davis , Tim Anderson , Jeremy Gwinnup

This paper deals with the nonparametric density estimation of the regression error term assuming its independence with the covariate. The difference between the feasible estimator which uses the estimated residuals and the unfeasible one…

Statistics Theory · Mathematics 2010-10-05 Rawane Samb

We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the computational efficiency and manifold-learning capabilities…

This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…

Machine Learning · Statistics 2024-11-27 Masahiro Kato

Ranking systems influence decision-making in high-stakes domains like health, education, and employment, where they can have substantial economic and social impacts. This makes the integration of safety mechanisms essential. One such…

Machine Learning · Computer Science 2025-05-30 Antonio Ferrara , Andrea Pugnana , Francesco Bonchi , Salvatore Ruggieri

We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation is the problem of out-of-sample prediction and the setting…

Applications · Statistics 2012-05-04 Erika Cule , Maria De Iorio

Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in…

Methodology · Statistics 2016-10-31 Kani Chen , Yuanyuan Lin , Yuan Yao , Chaoxu Zhou

Abstaining classifiers have the option to abstain from making predictions on inputs that they are unsure about. These classifiers are becoming increasingly popular in high-stakes decision-making problems, as they can withhold uncertain…

Machine Learning · Statistics 2023-11-10 Yo Joong Choe , Aditya Gangrade , Aaditya Ramdas

When estimating a regression model, we might have data where some labels are missing, or our data might be biased by a selection mechanism. When the response or selection mechanism is ignorable (i.e., independent of the response variable…

Statistics Theory · Mathematics 2023-08-22 Philip Boeken , Noud de Kroon , Mathijs de Jong , Joris M. Mooij , Onno Zoeter

While the importance of personalized policymaking is widely recognized, fully personalized implementation remains rare in practice, often due to legal, fairness or cost concerns. We study the problem of policy targeting for a regret-averse…

Econometrics · Economics 2026-04-07 Toru Kitagawa , Sokbae Lee , Chen Qiu