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Receiver operating characteristic (ROC) curves are widely used as a measure of accuracy of diagnostic tests and can be summarized using the area under the ROC curve (AUC). Often, it is useful to construct a confidence intervals for the AUC,…

Applications · Statistics 2018-04-18 Hunyong Cho , Gregory J. Matthews , Ofer Harel

This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form expression for the estimated conditional density ratio function…

Methodology · Statistics 2025-04-25 Chunrong Ai , Zixuan Xu , Zheng Zhang

We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…

Populations and Evolution · Quantitative Biology 2008-07-31 Alexei J. Drummond , Peter D. Drummond

In this article we use a criterion for the integrability of paths of one-dimensional diffusion processes from which we derive new insights on allelic fixation in several situations. This well known criterion involves a simple necessary and…

Probability · Mathematics 2017-04-27 Camille Coron , Sylvie Méléard , Denis Villemonais

The dramatic outbreak of the coronavirus disease 2019 (COVID-19) pandemics and its ongoing progression boosted the scientific community's interest in epidemic modeling and forecasting. The SIR (Susceptible-Infected-Removed) model is a…

Populations and Evolution · Quantitative Biology 2021-02-24 Dimiter Prodanov

Extreme event attribution characterizes how anthropogenic climate change may have influenced the probability and magnitude of selected individual extreme weather and climate events. Attribution statements often involve quantification of the…

Methodology · Statistics 2018-02-06 Soyoung Jeon , Christopher J. Paciorek , Michael F. Wehner

Many real epidemics of an infectious disease are not straightforwardly super- or sub-critical, and the understanding of epidemic models that exhibit such complexity has been identified as a priority for theoretical work. We provide insights…

Probability · Mathematics 2018-02-23 Graham Brightwell , Thomas House , Malwina Luczak

This paper considers confidence intervals (CIs) for the autoregressive (AR) parameter in an AR model with an AR parameter that may be close or equal to one. Existing CIs rely on the assumption of a stationary or fixed initial condition to…

Econometrics · Economics 2026-03-12 Donald W. K. Andrews , Ming Li , Yapeng Zheng

We propose information criteria that measure the prediction risk of a predictive density based on the Bayesian marginal likelihood from a frequentist point of view. We derive criteria for selecting variables in linear regression models,…

Methodology · Statistics 2017-10-20 Yuki Kawakubo , Tatsuya Kubokawa , Muni S. Srivastava

In this paper, I apply the decision theory and empirical Bayesian approach to construct confidence intervals for selected populations when true parameters follow a mixture prior distribution. A loss function with two tuning parameters $k_1$…

Statistics Theory · Mathematics 2009-01-16 Zhigen Zhao

Confidence calibration for classification models is vital in safety-critical decision-making scenarios and has received extensive attention. General confidence calibration methods assume training and test data are independent and…

Machine Learning · Computer Science 2026-05-22 Jinzong Dong , Zhaohui Jiang , Bo Yang

We present an analysis of 436 lines of sight with extinction data covering wavelength range from near-infrared (NIR) to ultraviolet (UV). We use J, H, K photometry from 2MASS database, the IR intrinsic colors from Wegner (1994), and UV…

Astrophysics · Physics 2007-05-23 Anna Geminale , Piotr Popowski

We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates).…

Probability · Mathematics 2026-04-23 Nhu Nguyen , Dang H. Nguyen

In numerous papers, the behaviour of stochastic population models is investigated through the sign of a real quantity which is the growth rate of the population near the extinction set. In many cases, it is proven that when this growth rate…

Probability · Mathematics 2020-01-06 Dang H. Nguyen , Edouard Strickler

We review recent work aimed at modeling species extinction over geological time. We discuss a number of models which, rather than dealing with the direct causes of particular extinction events, attempt to predict overall statistical trends,…

adap-org · Physics 2015-06-30 M. E. J. Newman , R. G. Palmer

A demographic Allee effect occurs when individual fitness, at low densities, increases with population density. Coupled with environmental fluctuations in demographic rates, Allee effects can have subtle effects on population persistence…

Probability · Mathematics 2014-05-08 Gregory Roth , Sebastian Schreiber

In an effort to inform the discussion surrounding existential risks from AI, we formulate Extinction-level Goodhart's Law as "Virtually any goal specification, pursued to the extreme, will result in the extinction of humanity", and we aim…

Computers and Society · Computer Science 2024-03-12 Vojtech Kovarik , Christian van Merwijk , Ida Mattsson

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.…

Machine Learning · Computer Science 2023-06-05 Shi-ang Qi , Neeraj Kumar , Mahtab Farrokh , Weijie Sun , Li-Hao Kuan , Rajesh Ranganath , Ricardo Henao , Russell Greiner

We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…

Statistics Theory · Mathematics 2009-08-26 Hannes Leeb

Turing's estimator allows one to estimate the probabilities of outcomes that either do not appear or only rarely appear in a given random sample. We perform a simulation study to understand the finite sample performance of several related…

Statistics Theory · Mathematics 2025-03-19 Jie Chang , Michael Grabchak , Jialin Zhang
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