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Accuracy and interpretability of a (non-life) insurance pricing model are essential qualities to ensure fair and transparent premiums for policy-holders, that reflect their risk. In recent years, the classification and regression trees…

Machine Learning · Statistics 2023-12-04 Yaojun Zhang , Lanpeng Ji , Georgios Aivaliotis , Charles Taylor

With the violation of the assumption of homoskedasticity, least squares estimators of the variance become inefficient and statistical inference conducted with invalid standard errors leads to misleading rejection rates. Despite a vast…

Econometrics · Economics 2024-01-01 Annalivia Polselli

The Tweedie Compound Poisson-Gamma model is routinely used for modeling non-negative continuous data with a discrete probability mass at zero. Mixed models with random effects account for the covariance structure related to the grouping…

Machine Learning · Statistics 2019-02-05 Yaodong Yang , Rui Luo , Yuanyuan Liu

Two recently introduced model based bias corrected estimators for proportion of true null hypotheses ($\pi_0$) under multiple hypotheses testing scenario have been restructured for exponentially distributed random observations available for…

Statistics Theory · Mathematics 2020-07-28 Aniket Biswas , Gaurangadeb Chattopadhyay , Aditya Chatterjee

Although approaches for handling missing data from longitudinal studies are well-developed when the patterns of missingness are monotone, fewer methods are available for non-monotone missingness. Moreover, the conventional missing at random…

Methodology · Statistics 2023-02-28 Boyu Ren , Stuart R. Lipsitz , Roger D. Weiss , Garrett M. Fitzmaurice

Fine-Gray models specify the subdistribution hazards for one out of multiple competing risks to be proportional. The estimators of parameters and cumulative incidence functions under Fine-Gray models have a simpler structure when data are…

Methodology · Statistics 2023-10-31 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

A detailed understanding of all effects and influences on higher-order correlations is essential. At low charged multiplicity, the effect of a nonpoissonian multiplicity distribution can significantly distort correlations. Evidently, the…

High Energy Physics - Experiment · Physics 2013-08-22 H. C. Eggers , B. Buschbeck

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Unnormalized (or energy-based) models provide a flexible framework for capturing the characteristics of data with complex dependency structures. However, the application of standard Bayesian inference methods has been severely limited…

Methodology · Statistics 2026-03-11 Naruki Sonobe , Shonosuke Sugasawa , Daichi Mochihashi , Takeru Matsuda

Contrary to standard statistical models, unnormalised statistical models only specify the likelihood function up to a constant. While such models are natural and popular, the lack of normalisation makes inference much more difficult. Here…

Computation · Statistics 2014-12-01 Simon Barthelmé , Nicolas Chopin

Model counting is a fundamental task that involves determining the number of satisfying assignments to a logical formula, typically in conjunctive normal form (CNF). While CNF model counting has received extensive attention over recent…

Artificial Intelligence · Computer Science 2024-12-23 Suwei Yang , Kuldeep S. Meel

Our article described an experiment that adjudicates between different causal accounts of Bell inequality violations by a comparison of their predictive power, finding that certain types of models that are structurally radical but…

Quantum Physics · Physics 2024-12-05 Patrick Daley , Kevin J. Resch , Robert W. Spekkens

Whilst an abundance of techniques have recently been proposed to generate counterfactual explanations for the predictions of opaque black-box systems, markedly less attention has been paid to exploring the uncertainty of these generated…

Machine Learning · Computer Science 2021-07-22 Eoin Delaney , Derek Greene , Mark T. Keane

Model stealing aims at inferring a victim model's functionality at a fraction of the original training cost. While the goal is clear, in practice the model's architecture, weight dimension, and original training data can not be determined…

Machine Learning · Computer Science 2023-08-21 David Pape , Sina Däubener , Thorsten Eisenhofer , Antonio Emanuele Cinà , Lea Schönherr

In this paper, an alternative count distribution suitable for modeling over dispersed, zero vertex unimodality and monotonically decreasing data sets. Though the proposed probability model includes Gauss Hypergeometric special function, it…

Statistics Theory · Mathematics 2019-05-30 Deepesh Bhati , Ishfaq Shah Ahmad

Probabilities of Causation play a fundamental role in decision making in law, health care and public policy. Nevertheless, their point identification is challenging, requiring strong assumptions such as monotonicity. In the absence of such…

Machine Learning · Statistics 2023-04-06 Numair Sani , Atalanti A. Mastakouri , Dominik Janzing

When implementing prediction models for high-stakes real-world applications such as medicine, finance, and autonomous systems, quantifying prediction uncertainty is critical for effective risk management. Traditional approaches to…

Machine Learning · Statistics 2025-04-29 Junting Ren , Armin Schwartzman

Population dynamics models play an important role in a number of fields, such as actuarial science, demography, and ecology, as they help explain past fluctuations and predict future population. The accuracy of these models is often…

Methodology · Statistics 2025-11-06 Paolo Onorati , Sofia Ruiz-Suarez , Radu Craiu

An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…

Methodology · Statistics 2018-11-21 Yongqiang Tang