Related papers: Reliability of Ideal Indexes
Reshef et al. recently proposed a new statistical measure, the "maximal information coefficient" (MIC), for quantifying arbitrary dependencies between pairs of stochastic quantities. MIC is based on mutual information, a fundamental…
Responsible indicators are crucial for research assessment and monitoring. Transparency and accuracy of indicators are required to make research assessment fair and ensure reproducibility. However, sometimes it is difficult to conduct or…
Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI),…
A Fisher market is an economic model of buyer and seller interactions in which each buyer's utility depends only on the bundle of goods she obtains. Many people's interests, however, are affected by their social interactions with others. In…
For more than 40 years, the Institute for Scientific Information (ISI, now part of Thomson Reuters) produced the only available bibliographic databases from which bibliometricians could compile large-scale bibliometric indicators. ISI's…
Forecasting consumer price index (CPI) inflation is of paramount importance for both academics and policymakers at the central banks. This study introduces a filtered ensemble wavelet neural network (FEWNet) to forecast CPI inflation, which…
Pairwise comparisons are a well-known method for the representation of the subjective preferences of a decision maker. Evaluating their inconsistency has been a widely studied and discussed topic and several indices have been proposed in…
This paper proposes a public daily-frequency benchmark for post-GFC government-bond CIP deviations. Although CIP deviations are observed daily, the literature lacks a canonical benchmark for daily regressions comparable to standard factor…
The problem of deciding whether two samples arise from the same distribution is often the question of interest in many research investigations. Numerous statistical methods have been devoted to this issue, but only few of them have…
Faithful free-text explanations are important to ensure transparency in high-stakes AI decision-making contexts, but they are challenging to generate by language models and assess by humans. In this paper, we present a measure for…
The Fisher information matrix (FIM) is a key quantity in statistics as it is required for example for evaluating asymptotic precisions of parameter estimates, for computing test statistics or asymptotic distributions in statistical testing,…
That science and other domains are now largely data-driven means virtually unlimited opportunities for statisticians. With great power comes responsibility, so it's imperative that statisticians ensure that the methods being developing to…
A good prediction is very important for scientific, economic, and administrative purposes. It is therefore necessary to know whether a predictor is skillful enough to predict the future. Given the increased reliance on predictions in…
It is a common belief that computing a market equilibrium in Fisher's spending model is easier than computing a market equilibrium in Arrow-Debreu's exchange model. This belief is built on the fact that we have more algorithmic success in…
Counterfactual explanations (CFE) are being widely used to explain algorithmic decisions, especially in consequential decision-making contexts (e.g., loan approval or pretrial bail). In this context, CFEs aim to provide individuals affected…
Modern large-scale datasets are frequently said to be high-dimensional. However, their data point clouds frequently possess structures, significantly decreasing their intrinsic dimensionality (ID) due to the presence of clusters, points…
This paper introduces the Global-Local Image Perceptual Score (GLIPS), an image metric designed to assess the photorealistic image quality of AI-generated images with a high degree of alignment to human visual perception. Traditional…
The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and vanishing of cryptocurrencies on a daily level. Following its development became a difficult task with the success of…
Users want to know the reliability of the recommendations; they do not accept high predictions if there is no reliability evidence. Recommender systems should provide reliability values associated with the predictions. Research into…
Combining dependent tests of significance has broad applications but the $p$-value calculation is challenging. Current moment-matching methods (e.g., Brown's approximation) for Fisher's combination test tend to significantly inflate the…