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Credit risk assessment is a crucial aspect of financial decision-making, enabling institutions to predict the likelihood of default and make informed lending decisions. Two prominent methodologies in credit risk modeling are logistic…

Applications · Statistics 2026-04-30 Cheng Lee , Hsi Lee

We consider adversarial examples for image classification in the black-box decision-based setting. Here, an attacker cannot access confidence scores, but only the final label. Most attacks for this scenario are either unreliable or…

Machine Learning · Statistics 2021-04-30 Thomas Brunner , Frederik Diehl , Michael Truong Le , Alois Knoll

We propose the use of probabilistic programming techniques to tackle the malicious user identification problem in a recommendation algorithm. Probabilistic programming provides numerous advantages over other techniques, including but not…

To check the accuracy of Bayesian computations, it is common to use rank-based simulation-based calibration (SBC). However, SBC has drawbacks: The test statistic is somewhat ad-hoc, interactions are difficult to examine, multiple testing is…

Machine Learning · Statistics 2023-10-31 Yuling Yao , Justin Domke

This paper presents a sandbox example of how the integration of models borrowed from Behavioral Economic (specifically Protection-Motivation Theory) into ML algorithms (specifically Bayesian Networks) can improve the performance and…

Theoretical Economics · Economics 2022-05-05 Emilio Soria-Olivas , José E. Vila Gisbert , Regino Barranquero Cardeñosa , Yolanda Gomez

Deep Learning models are vulnerable to adversarial examples, i.e.\ images obtained via deliberate imperceptible perturbations, such that the model misclassifies them with high confidence. However, class confidence by itself is an incomplete…

Machine Learning · Statistics 2017-11-23 Ambrish Rawat , Martin Wistuba , Maria-Irina Nicolae

It has been argued that in supervised classification tasks, in practice it may be more sensible to perform model selection with respect to some more focused model selection score, like the supervised (conditional) marginal likelihood, than…

Machine Learning · Computer Science 2013-01-14 Petri Kontkanen , Petri Myllymaki , Henry Tirri

Analyzing machine learning model performance stratified by patient and recording properties is becoming the accepted norm and often yields crucial insights about important model failure modes. Performing such analyses in a statistically…

Machine Learning · Computer Science 2025-12-22 Dishantkumar Sutariya , Eike Petersen

We study the fundamental mistake bound and sample complexity in the strategic classification, where agents can strategically manipulate their feature vector up to an extent in order to be predicted as positive. For example, given a…

Machine Learning · Computer Science 2024-01-17 Han Shao , Avrim Blum , Omar Montasser

Symbolic regression is a powerful tool for discovering governing equations directly from data, but its sensitivity to noise hinders its broader application. This paper introduces a Sequential Monte Carlo (SMC) framework for Bayesian…

Machine Learning · Computer Science 2025-12-12 Geoffrey F. Bomarito , Patrick E. Leser

We propose a hybrid machine learning architecture that simultaneously employs multiple deep learning models analyzing contextual and behavioral characteristics of Windows portable executable, producing a final prediction based on a decision…

Cryptography and Security · Computer Science 2024-10-22 Dmitrijs Trizna

In this work, we present a novel, machine-learning approach for constructing Multiclass Interpretable Scoring Systems (MISS) - a fully data-driven methodology for generating single, sparse, and user-friendly scoring systems for multiclass…

Machine Learning · Computer Science 2024-01-11 Michal K. Grzeszczyk , Tomasz Trzciński , Arkadiusz Sitek

Conditional Monte Carlo (CMC) has been widely used for sensitivity estimation with discontinuous integrands as a standard simulation technique. A major limitation of using CMC in this context is that finding conditioning variables to ensure…

Probability · Mathematics 2016-03-22 Guiyun Feng , Guangwu Liu

In various approaches to learning, notably in domain adaptation, active learning, learning under covariate shift, semi-supervised learning, learning with concept drift, and the like, one often wants to compare a baseline classifier to one…

Machine Learning · Computer Science 2017-07-14 Marco Loog , Jesse H. Krijthe , Are C. Jensen

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Computation · Statistics 2017-10-17 Dan Crisan , Pierre Del Moral , Jeremie Houssineau , Ajay Jasra

Many software engineering tasks, such as testing, and anomaly detection can benefit from the ability to infer a behavioral model of the software.Most existing inference approaches assume access to code to collect execution sequences. In…

Machine Learning · Computer Science 2021-10-13 Foozhan Ataiefard , Mohammad Jafar Mashhadi , Hadi Hemmati , Niel Walkinshaw

Though neural network models demonstrate impressive performance, we do not understand exactly how these black-box models make individual predictions. This drawback has led to substantial research devoted to understand these models in areas…

Machine Learning · Computer Science 2020-01-10 Serena Booth , Ankit Shah , Yilun Zhou , Julie Shah

We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Statistics Theory · Mathematics 2010-08-03 R. Casarin , L. Dalla Valle , F. Leisen

Recently, the number of malicious open-source packages in package repositories has been increasing dramatically. While major security scanners focus on identifying known Common Vulnerabilities and Exposures (CVEs) in open-source packages,…

Cryptography and Security · Computer Science 2025-11-20 Thanh-Cong Nguyen , Ngoc-Thanh Nguyen , Van-Giau Ung , Duc-Ly Vu

Classification is an important task in many fields including biomedical research and machine learning. Traditionally, a classification rule is constructed based a bunch of labeled data. Recently, due to technological innovation and…

Methodology · Statistics 2014-06-19 Jing Wang , Eunsik Park , Yuan-chin Ivan Chang