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This paper presents a comprehensive overview of model validation practices and advancement in the banking industry based on the experience of managing Model Risk Management (MRM) since the inception of regulatory guidance SR11-7/OCC11-12…

Computers and Society · Computer Science 2024-11-12 Agus Sudjianto , Aijun Zhang

Mendelian randomization (MR) is a method of exploiting genetic variation to unbiasedly estimate a causal effect in presence of unmeasured confounding. MR is being widely used in epidemiology and other related areas of population science. In…

Applications · Statistics 2019-01-03 Qingyuan Zhao , Jingshu Wang , Gibran Hemani , Jack Bowden , Dylan S. Small

A connection between the General Linear Model (GLM) in combination with classical statistical inference and the machine learning (MLE)-based inference is described in this paper. Firstly, the estimation of the GLM parameters is expressed as…

Machine Learning · Statistics 2022-02-10 Juan Manuel Gorriz , SIPBA group , John Suckling

Sample splitting is widely used in statistical applications, including classically in classification and more recently for inference post model selection. Motivating by problems in the study of diet, physical activity, and health, we…

Methodology · Statistics 2019-08-13 Eli S. Kravitz , Raymond J. Carroll , David Ruppert

Testing whether a sample survey is a credible representation of the population is an important question to ensure the validity of any downstream research. While this problem, in general, does not have an efficient solution, one might take a…

Machine Learning · Computer Science 2024-10-10 Debabrota Basu , Sourav Chakraborty , Debarshi Chanda , Buddha Dev Das , Arijit Ghosh , Arnab Ray

Hypothesis tests calibrated by (re)sampling methods (such as permutation, rank and bootstrap tests) are useful tools for statistical analysis, at the computational cost of requiring Monte-Carlo sampling for calibration. It is common and…

Methodology · Statistics 2024-09-30 Ivo V. Stoepker , Rui M. Castro

We present a simple theoretical framework, and corresponding practical procedures, for comparing probabilistic models on real data in a traditional machine learning setting. This framework is based on the theory of proper scoring rules, but…

Machine Learning · Statistics 2015-02-13 Mithun Chakraborty , Sanmay Das , Allen Lavoie

Should humans be asked to evaluate entities individually or comparatively? This question has been the subject of long debates. In this work, we show that, interestingly, combining both forms of preference elicitation can outperform the…

Machine Learning · Computer Science 2026-02-10 Julien Fageot , Matthias Grossglauser , Lê-Nguyên Hoang , Matteo Tacchi-Bénard , Oscar Villemaud

Pass@k and other methods of scaling inference compute can improve language model performance in domains with external verifiers, including mathematics and code, where incorrect candidates can be filtered reliably. This raises a natural…

Machine Learning · Computer Science 2026-03-10 Yegor Denisov-Blanch , Joshua Kazdan , Jessica Chudnovsky , Rylan Schaeffer , Sheng Guan , Soji Adeshina , Sanmi Koyejo

The quality of a summarization evaluation metric is quantified by calculating the correlation between its scores and human annotations across a large number of summaries. Currently, it is unclear how precise these correlation estimates are,…

Computation and Language · Computer Science 2021-07-28 Daniel Deutsch , Rotem Dror , Dan Roth

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

Domain generalization aims to learn a model with good generalization ability, that is, the learned model should not only perform well on several seen domains but also on unseen domains with different data distributions. State-of-the-art…

Machine Learning · Computer Science 2023-04-04 Boyang Lyu , Thuan Nguyen , Matthias Scheutz , Prakash Ishwar , Shuchin Aeron

Within the last few years, there has been a move towards using statistical models in conjunction with neural networks with the end goal of being able to better answer the question, "what do our models know?". From this trend, classical…

Machine Learning · Computer Science 2021-12-03 Achintya Gopal

The Model Parameter Randomisation Test (MPRT) is highly recognised in the eXplainable Artificial Intelligence (XAI) community due to its fundamental evaluative criterion: explanations should be sensitive to the parameters of the model they…

Machine Learning · Statistics 2024-05-07 Anna Hedström , Leander Weber , Sebastian Lapuschkin , Marina Höhne

Post-stratification is frequently used to improve the precision of survey estimators when categorical auxiliary information is available from sources outside the survey. In natural resource surveys, such information is often obtained from…

Statistics Theory · Mathematics 2008-12-18 F. Jay Breidt , Jean D. Opsomer

Machine learning (ML) models show strong promise for new biomedical prediction tasks, but concerns about trustworthiness have hindered their clinical adoption. In particular, it is often unclear whether a model relies on true clinical cues…

Machine Learning · Computer Science 2026-01-13 Dushan N. Wadduwage , Dineth Jayakody , Leonidas Zimianitis

The present paper discusses the problem of estimating the finite population mean of study variable in simple random sampling in the presence of non response and response error together. The estimators in this article use auxiliary…

Methodology · Statistics 2014-04-08 Prayas Sharma , Rajesh Singh

Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of…

Statistics Theory · Mathematics 2011-02-01 Sylvain Arlot , Alain Celisse

Ensuring robust model performance in diverse real-world scenarios requires addressing generalizability across domains with covariate shifts. However, no formal procedure exists for statistically evaluating generalizability in machine…

Machine Learning · Computer Science 2025-06-13 Daniel de Vassimon Manela , Linying Yang , Robin J. Evans

The NLP community typically relies on performance of a model on a held-out test set to assess generalization. Performance drops observed in datasets outside of official test sets are generally attributed to "out-of-distribution" effects.…

Computation and Language · Computer Science 2024-04-03 Aparna Elangovan , Jiayuan He , Yuan Li , Karin Verspoor
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