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In the last decades, it has been discussed the use of epidemiological prevalence ratio (PR) rather than odds ratio as a measure of association to be estimated in cross-sectional studies. The main difficulties in use of statistical models…
PD curve calibration refers to the transformation of a set of rating grade level probabilities of default (PDs) to another average PD level that is determined by a change of the underlying portfolio-wide PD. This paper presents a framework…
$L_1$ regularized logistic regression has now become a workhorse of data mining and bioinformatics: it is widely used for many classification problems, particularly ones with many features. However, $L_1$ regularization typically selects…
Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the…
In linear regression models, fusion of coefficients is used to identify predictors having similar relationships with a response. This is called variable fusion. This paper presents a novel variable fusion method in terms of Bayesian linear…
Large language models (LLMs) can surpass humans in certain forecasting tasks. What role does this leave for humans in the overall decision process? One possibility is that humans, despite performing worse than LLMs, can still add value when…
Post-hoc recalibration methods are widely used to ensure that classifiers provide faithful probability estimates. We argue that parametric recalibration functions based on logistic regression can be motivated from a simple theoretical…
The evaluation of probabilistic forecasts plays a central role both in the interpretation and in the use of forecast systems and their development. Probabilistic scores (scoring rules) provide statistical measures to assess the quality of…
We propose a method for estimating the Fisher score--the gradient of the log-likelihood with respect to model parameters--using score matching. By introducing a latent parameter model, we show that the Fisher score can be learned by…
Citations are increasingly used for research evaluations. It is therefore important to identify factors affecting citation scores that are unrelated to scholarly quality or usefulness so that these can be taken into account. Regression is…
Logistic regression is commonly used for modeling dichotomous outcomes. In the classical setting, where the number of observations is much larger than the number of parameters, properties of the maximum likelihood estimator in logistic…
High-resolution estimates of population health indicators are critical for precision public health. We propose a method for high-resolution estimation that fuses distinct data sources: an unbiased, low-resolution data source (e.g.…
We consider the problem of learning Relational Logistic Regression (RLR). Unlike standard logistic regression, the features of RLRs are first-order formulae with associated weight vectors instead of scalar weights. We turn the problem of…
A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…
Recent large scale genome wide association analysis involves large scale linear mixed models. Quantifying (co)-variance parameters in the mixed models with a restricted maximum likelihood method results in a score function which is the…
Symbolic regression is a nonlinear regression method which is commonly performed by an evolutionary computation method such as genetic programming. Quantification of uncertainty of regression models is important for the interpretation of…
Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical…
A scoring system is a simple decision model that checks a set of features, adds a certain number of points to a total score for each feature that is satisfied, and finally makes a decision by comparing the total score to a threshold.…
The use of multiple modalities (e.g., face and fingerprint) or multiple algorithms (e.g., three face comparators) has shown to improve the recognition accuracy of an operational biometric system. Over time a biometric system may evolve to…
In consensus clustering, a clustering algorithm is used in combination with a subsampling procedure to detect stable clusters. Previous studies on both simulated and real data suggest that consensus clustering outperforms native algorithms.…