Related papers: Empirical Likelihood Inference for Area under the …
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…
Assessment of risk prediction models has primarily utilized measures of discrimination, the ROC curve AUC and C-statistic. These derive from the risk distributions of patients and nonpatients, which in turn are derived from a population…
Capture-recapture experiments are widely used to estimate the abundance of a finite population. Based on capture-recapture data, the empirical likelihood (EL) method has been shown to outperform the conventional conditional likelihood (CL)…
Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…
We consider a high-probability non-asymptotic confidence estimation in the $\ell^2$-regularized non-linear least-squares setting with fixed design. In particular, we study confidence estimation for local minimizers of the regularized…
The density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. In this paper, we consider statistical inference under two-sample DRMs with additional parameters defined through and/or…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less…
Post-selection inference consists in providing statistical guarantees, based on a data set, that are robust to a prior model selection step on the same data set. In this paper, we address an instance of the post-selection-inference problem,…
When deploying deep neural networks on robots or other physical systems, the learned model should reliably quantify predictive uncertainty. A reliable uncertainty allows downstream modules to reason about the safety of its actions. In this…
In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…
Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…
Anomaly detection is a dynamic field, in which the evaluation of models plays a critical role in understanding their effectiveness. The selection and interpretation of the evaluation metrics are pivotal, particularly in scenarios with…
In observational studies, the identification of causal estimands depends on the no unmeasured confounding (NUC) assumption. As this assumption is not testable from observed data, sensitivity analysis plays an important role in observational…
Area under the ROC curve, a.k.a. AUC, is a measure of choice for assessing the performance of a classifier for imbalanced data. AUC maximization refers to a learning paradigm that learns a predictive model by directly maximizing its AUC…
We introduce a new adjusted residual maximum likelihood method (REML) in the context of producing an empirical Bayes (EB) confidence interval for a normal mean, a problem of great interest in different small area applications. Like other…
The Receiver Operating Characteristic (ROC) curve stands as a cornerstone in assessing the efficacy of biomarkers for disease diagnosis. Beyond merely evaluating performance, it provides with an optimal cutoff for biomarker values, crucial…
The receiver operating characteristic curve is widely applied in measuring the performance of diagnostic tests. Many direct and indirect approaches have been proposed for modelling the ROC curve, and because of its tractability, the…
A confidence distribution is a complete tool for making frequentist inference for a parameter of interest $\psi$ based on an assumed parametric model. Indeed, it allows to reach point estimates, to assess their precision, to set up tests…
The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…