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Myerson first introduced graph-restricted games in order to model the interaction of cooperative players with an underlying communication network. A dedicated solution concept -- the Myerson value -- is perhaps the most important normative…

As Machine Learning (ML) is now widely applied in many domains, in both research and industry, an understanding of what is happening inside the black box is becoming a growing demand, especially by non-experts of these models. Several…

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Game-theoretic attribution techniques based on Shapley values are used to interpret black-box machine learning models, but their exact calculation is generally NP-hard, requiring approximation methods for non-trivial models. As the…

A large branch of explainable machine learning is grounded in cooperative game theory. However, research indicates that game-theoretic explanations may mislead or be hard to interpret. We argue that often there is a critical mismatch…

It is of critical importance to be aware of the historical discrimination embedded in the data and to consider a fairness measure to reduce bias throughout the predictive modeling pipeline. Given various notions of fairness defined in the…

Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte…

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Cooperative game theory has diverse applications in contemporary artificial intelligence, including domains like interpretable machine learning, resource allocation, and collaborative decision-making. However, specifying a cooperative game…

With origins in game theory, probabilistic values like Shapley values, Banzhaf values, and semi-values have emerged as a central tool in explainable AI. They are used for feature attribution, data attribution, data valuation, and more.…

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Coalitions naturally exist in many real-world systems involving multiple decision makers such as ridesharing, security, and online ad auctions, but the coalition structure among the agents is often unknown. We propose and study an important…

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and desirable properties such as efficiency, they have become popular for feature importance analysis in data…

Machine Learning (ML) provides important techniques for classification and predictions. Most of these are black-box models for users and do not provide decision-makers with an explanation. For the sake of transparency or more validity of…

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Cooperative game theory methods, notably Shapley values, have significantly enhanced machine learning (ML) interpretability. However, existing explainable AI (XAI) frameworks mainly attribute average model predictions, overlooking…

Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…