Related papers: On the use of historical estimates
Compartmental epidemic models have been widely used for predicting the course of epidemics, from estimating the basic reproduction number to guiding intervention policies. Studies commonly acknowledge these models' assumptions but less…
Graphs are used to represent and analyze data in domains as diverse as physics, biology, chemistry, planetary science, and the social sciences. Across domains, random graph models relate generative processes to expected graph properties,…
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…
Causal inference has numerous real-world applications in many domains, such as health care, marketing, political science, and online advertising. Treatment effect estimation, a fundamental problem in causal inference, has been extensively…
Large collections of high-dimensional data have become nearly ubiquitous across many academic fields and application domains, ranging from biology to the humanities. Since working directly with high-dimensional data poses challenges, the…
Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…
A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…
[Spreadsheet] Models are invaluable tools for strategic planning. Models help key decision makers develop a shared conceptual understanding of complex decisions, identify sensitivity factors and test management scenarios. Different…
Traditional reliability analysis has been using time to event data, degradation data, and recurrent event data, while the associated covariates tend to be simple and constant over time. Over the past years, we have witnessed the rapid…
How does the extent to which a model is open or closed impact the scientific inferences that can be drawn from research that involves it? In this paper, we analyze how restrictions on information about model construction and deployment…
Frequentist statistical methods, such as hypothesis testing, are standard practice in papers that provide benchmark comparisons. Unfortunately, these methods have often been misused, e.g., without testing for their statistical test…
We discuss several aspects of creation of adequate mathematical models in other sciences. In particular, many difficulties stem from great complexity of the source systems and the presence of a variety of uncertain factors. We illustrate…
Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…
The purpose of this paper is to explain the interest and importance of (approximate) models and model selection in Statistics. Starting from the very elementary example of histograms we present a general notion of finite dimensional model…
Point estimation of class prevalences in the presence of data set shift has been a popular research topic for more than two decades. Less attention has been paid to the construction of confidence and prediction intervals for estimates of…
This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…
The multiple extension problem arises frequently in diagnostic and default inference. That is, we can often use any of a number of sets of defaults or possible hypotheses to explain observations or make Predictions. In default inference,…
We give a survey of the foundations of statistical queries and their many applications to other areas. We introduce the model, give the main definitions, and we explore the fundamental theory statistical queries and how how it connects to…
Due to its probabilistic nature, fault prognostics is a prime example of a use case for deep learning utilizing big data. However, the low availability of such data sets combined with the high effort of fitting, parameterizing and…
A wide variety of model explanation approaches have been proposed in recent years, all guided by very different rationales and heuristics. In this paper, we take a new route and cast interpretability as a statistical inference problem. We…