Related papers: Approximate Shapley value estimation using samplin…
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…
The Shapley value concept from cooperative game theory has become a popular technique for interpreting ML models, but efficiently estimating these values remains challenging, particularly in the model-agnostic setting. Here, we revisit the…
Shapley values have emerged as a critical tool for explaining which features impact the decisions made by machine learning models. However, computing exact Shapley values is difficult, generally requiring an exponential (in the feature…
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…
In Explainable AI (XAI), Shapley values are a popular model-agnostic framework for explaining predictions made by complex machine learning models. The computation of Shapley values requires estimating non-trivial contribution functions…
This paper proposes a new nonparametric Bayesian bootstrap for a mixture model, by developing the traditional Bayesian bootstrap. We first reinterpret the Bayesian bootstrap, which uses the P\'olya-urn scheme, as a gradient ascent algorithm…
This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…
To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…
Calibrating stochastic radio channel models to new measurement data is challenging when the likelihood function is intractable. The standard approach to this problem involves sophisticated algorithms for extraction and clustering of…
Quantifying the complexity and irregularity of time series data is a primary pursuit across various data-scientific disciplines. Sample entropy (SampEn) is a widely adopted metric for this purpose, but its reliability is sensitive to the…
Kernel methods are widely used in machine learning and statistics for their flexibility and expressive power, yet their black-box nature limits adoption in high-stakes applications. Shapley value-based attribution methods such as SHAP, and…
Parametric resampling schemes have been recently introduced in complex network analysis with the aim of assessing the statistical significance of graph clustering and the robustness of community partitions. We propose here a method to…
We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…
We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…
Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…
In longitudinal and spatial studies, observations often demonstrate strong correlations that are stationary in time or distance lags, and the times or locations of these data being sampled may not be homogeneous. We propose a nonparametric…
With origins in game theory, probabilistic values like Shapley values, Banzhaf values, and semi-values have emerged as a central tool in explainable AI. They are used for feature attribution, data attribution, data valuation, and more.…
Game-theoretic attribution techniques based on Shapley values are used to interpret black-box machine learning models, but their exact calculation is generally NP-hard, requiring approximation methods for non-trivial models. As the…
While widely used as a general method for uncertainty quantification, the bootstrap method encounters difficulties that raise concerns about its validity in practical applications. This paper introduces a new resampling-based method, termed…
We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…