Related papers: SHAP values through General Fourier Representation…

Missingness and measurement frequency are two sides of the same coin. How frequent should we measure clinical variables and conduct laboratory tests? It depends on many factors such as the stability of patient conditions, diagnostic…

Recently, SHapley Additive exPlanations (SHAP) has been widely utilized in various research domains. This is particularly evident in application fields, where SHAP analysis serves as a crucial tool for identifying biomarkers and assisting…

The determination of the fundamental parameters of the Standard Model (and its extensions) is often limited by the presence of statistical and theoretical uncertainties. We present several models for the latter uncertainties (random,…

Probabilistic graphical models, such as Markov random fields (MRF), exploit dependencies among random variables to model a rich family of joint probability distributions. Sophisticated inference algorithms, such as belief propagation (BP),…

We propose a novel estimation framework for quadratic functionals of precision matrices in high-dimensional settings, particularly in regimes where the feature dimension $p$ exceeds the sample size $n$. Traditional moment-based estimators…

In recent years, the Shapley value and SHAP explanations have emerged as one of the most dominant paradigms for providing post-hoc explanations of black-box models. Despite their well-founded theoretical properties, many recent works have…

Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…

We survey developments, over the last thirty years, in the theory of Shape Preserving Approximation (SPA) by algebraic polynomials on a finite interval. In this article, "shape" refers to (finitely many changes of) monotonicity, convexity,…

Shapley values have several desirable, theoretically well-supported, properties for explaining black-box model predictions. Traditionally, Shapley values are computed post-hoc, leading to additional computational cost at inference time. To…

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

Many important questions about a model cannot be answered just by explaining how much each feature contributes to its output. To answer a broader set of questions, we generalize a popular, mathematically well-grounded explanation technique,…

We study a generalized notion of a homogeneous skew-product extension of a probability-preserving system in which the homogeneous space fibres are allowed to vary over the ergodic decomposition of the base. The construction of such…

Mixed membership models are an extension of finite mixture models, where each observation can partially belong to more than one mixture component. A probabilistic framework for mixed membership models of high-dimensional continuous data is…

In this paper, we explore spectral measures whose square integrable spaces admit a family of exponential functions as an orthonormal basis.Our approach involves utilizing the integral periodic zeros set of Fourier transform to characterize…

Originally introduced in game theory, Shapley values have emerged as a central tool in explainable machine learning, where they are used to attribute model predictions to specific input features. However, computing Shapley values exactly is…

Feature attribution analysis is critical for interpreting machine learning models and supporting reliable data-driven decisions. However, feature attribution measures often exhibit stochastic variation: different train--test splits, random…

This paper introduces X-SHAP, a model-agnostic method that assesses multiplicative contributions of variables for both local and global predictions. This method theoretically and operationally extends the so-called additive SHAP approach.…

Stochastic processes are often represented through orthonormal series expansions, a framework originating in the classical works of Lo\`eve and Karhunen and widely used for simulation and numerical approximation. While truncation error in…

Shapley values have emerged as a central game-theoretic tool in explainable AI (XAI). However, computing Shapley values exactly requires $2^d$ game evaluations for a model with $d$ features. Lundberg and Lee's KernelSHAP algorithm has…

Post-hoc explanations are widely used to justify, contest, and review automated decisions in high-stakes domains such as lending, employment, and healthcare. Among these methods, SHAP is often treated as providing a reliable account of…