Related papers: Testing for Asymmetric Information in Insurance wi…
Discriminative analysis in neuroimaging by means of deep/machine learning techniques is usually tested with validation techniques, whereas the associated statistical significance remains largely under-developed due to their computational…
This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…
Financial sector and especially the insurance industry collect vast volumes of text on a daily basis and through multiple channels (their agents, customer care centers, emails, social networks, and web in general). The information collected…
A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…
I analyze long-term contracting in insurance markets with asymmetric information. The buyer privately observes her risk type, which evolves stochastically over time. A long-term contract specifies a menu of insurance policies, contingent on…
Deep imbalanced regression (DIR), where the target values have a highly skewed distribution and are also continuous, is an intriguing yet under-explored problem in machine learning. While recent works have already shown that incorporating…
As insurers increasingly behave like financial intermediaries and actively participate in capital markets, understanding the dependence structure between insurance and financial risks becomes crucial for insurers' operations. This paper…
We propose a new procedure for testing whether two networks are edge-correlated through some latent vertex correspondence. The test statistic is based on counting the co-occurrences of signed trees for a family of non-isomorphic trees. When…
Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…
It has been shown that instead of learning actual object features, deep networks tend to exploit non-robust (spurious) discriminative features that are shared between training and test sets. Therefore, while they achieve state of the art…
Log-symmetric regression models are particularly useful when the response variable is continuous, strictly positive and asymmetric. In this paper, we proposed a class of log-symmetric regression models in the context of correlated errors.…
This paper introduces a new property of estimators of the strength of statistical association, which helps characterize how well an estimator will perform in scenarios where dependencies between continuous and discrete random variables need…
Computerized Adaptive Testing (CAT) has proven effective for efficient LLM evaluation on multiple-choice benchmarks, but modern LLM evaluation increasingly relies on generation tasks where outputs are scored continuously rather than marked…
We propose confidence regions with asymptotically correct uniform coverage probability of parameters whose Fisher information matrix can be singular at important points of the parameter set. Our work is motivated by the need for reliable…
In many scientific tasks we are interested in discovering whether there exist any correlations in our data. This raises many questions, such as how to reliably and interpretably measure correlation between a multivariate set of attributes,…
Strong mixing property holds for a broad class of linear and nonlinear time series models such as ARMA and GARCH models. In this article we study correlation structure of strong mixing sequences, and some asymptotic properties are…
Benefiting from large-scale pretrained vision language models (VLMs), the performance of visual question answering (VQA) has approached human oracles. However, finetuning such models on limited data often suffers from overfitting and poor…
Linear fusion of estimates under the condition of no knowledge of correlation of estimation errors has reached maturity. On the other hand, various cases of partial knowledge are still active research areas. A frequent motivation is to deal…
In this paper, we consider testing the homogeneity of risk differences in independent binomial distributions especially when data are sparse. We point out some drawback of existing tests in either controlling a nominal size or obtaining…
Graph alignment - identifying node correspondences between two graphs - is a fundamental problem with applications in network analysis, biology, and privacy research. While substantial progress has been made in aligning correlated…