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We introduce a Loss Discounting Framework for model and forecast combination which generalises and combines Bayesian model synthesis and generalized Bayes methodologies. We use a loss function to score the performance of different models…

Missing data is an universal problem in statistics. We develop a unified framework for estimating parameters defined by general estimating equations under a missing-at-random (MAR) mechanism, based on generalized entropy calibration…

Classical analysis of variance requires that model terms be labeled as fixed or random and typically culminate by comparing variability from each batch (factor) to variability from errors; without a standard methodology to assess the…

One straightforward metric to evaluate a survival prediction model is based on the Mean Absolute Error (MAE) -- the average of the absolute difference between the time predicted by the model and the true event time, over all subjects.…

In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be costly or infeasible. This issue arises in scenarios such…

This paper considers an alternative method for fitting CARR models using combined estimating functions (CEF) by showing its usefulness in applications in economics and quantitative finance. The associated information matrix for…

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…

This paper introduces a novel Multi-Agent Cooperative Learning (MACL) framework to address cross-modal alignment collapse in vision-language models when handling out-of-distribution (OOD) concepts. Four core agents, including image, text,…

This paper provides a review of model selection and model averaging methods for multinomial probit models estimated using the MACML approach. The proposed approaches are partitioned into test based methods (mostly derived from the…

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…

With the growing application of spatial predictive modeling in ecology, the question of how to appropriately evaluate the resulting maps has gained increasing attention. While there is consensus that map accuracy is ideally estimated using…

Linear regression with measurement error in the covariates is a heavily studied topic, however, the statistics/econometrics literature is almost silent to estimating a multi-equation model with measurement error. This paper considers a…

Background: When conducting a meta-analysis of a continuous outcome, estimated means and standard deviations from the selected studies are required in order to obtain an overall estimate of the mean effect and its confidence interval. If…

Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…

This paper studies a Markov network model for unbalanced data, aiming to solve the problems of classification bias and insufficient minority class recognition ability of traditional machine learning models in environments with uneven class…

Mutation validation (MV) is a recently proposed approach for model selection, garnering significant interest due to its unique characteristics and potential benefits compared to the widely used cross-validation (CV) method. In this study,…

We propose a new ensemble framework for supervised learning, called machine collaboration (MaC), using a collection of base machines for prediction tasks. Unlike bagging/stacking (a parallel & independent framework) and boosting (a…

Leave-one-out (LOO) prediction provides a principled, data-dependent measure of generalization, yet guarantees in fully transductive settings remain poorly understood beyond specialized models. We introduce Median of Level-Set Aggregation…

We study the problem of selection of regularization parameter in penalized Gaussian graphical models. When the goal is to obtain the model with good predicting power, cross validation is the gold standard. We present a new estimator of…

The recently proposed Collaborative Metric Learning (CML) paradigm has aroused wide interest in the area of recommendation systems (RS) owing to its simplicity and effectiveness. Typically, the existing literature of CML depends largely on…