Related papers: Confidence Distributions for FIC scores
The relevance of determinacy coefficients as indicators for the validity of factor score predictors has regularly been emphasized. Previous simulation studies revealed biased determinacy coefficients for factor score predictors based on…
Fr\'echet Inception Distance (FID) is widely used to evaluate image generators, yet lower FID does not always correspond to better sample quality. We show that this mismatch depends in part on the geometry of the reference dataset. In a…
In our paper published earlier we discussed forecasts of earthquake focal mechanism and ways to test the forecast efficiency. Several verification methods were proposed, but they were based on ad-hoc, empirical assumptions, thus their…
Commonly used evaluation measures including Recall, Precision, F-Measure and Rand Accuracy are biased and should not be used without clear understanding of the biases, and corresponding identification of chance or base case levels of the…
Cross-sectional "Information Coefficient" (IC) is a widely and deeply accepted measure in portfolio management. The paper gives an insight into IC in view of high-dimensional directional statistics: IC is a linear operator on the components…
In statistical survey analysis, (partial) non-responders are integral elements during data acquisition. Treating missing values during data preparation and data analysis is therefore a non-trivial underpinning. Focusing on different data…
Estimators based on influence functions (IFs) have been shown to be effective in many settings, especially when combined with machine learning techniques. By focusing on estimating a specific target of interest (e.g., the average effect of…
The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…
The notion of confidence distributions is applied to inference about the parameter in a simple autoregressive model, allowing the parameter to take the value one. This makes it possible to compare to asymptotic approximations in both the…
We report on a global CKM matrix analysis taking into account most recent experimental and theoretical results. The statistical framework (Rfit) developed in this paper advocates formal frequentist statistics. Other approaches, such as…
One of the significant problems associated with imbalanced data classification is the lack of reliable metrics. This runs primarily from the fact that for most real-life (as well as commonly used benchmark) problems, we do not have…
The focus of this paper is on the quantification of sampling variation in frequentist probabilistic forecasts. We propose a method of constructing confidence sets that respects the functional nature of the forecast distribution, and use…
This article inspects whether a multivariate distribution is different from a specified distribution or not, and it also tests the equality of two multivariate distributions. In the course of this study, a graphical tool-kit using…
Confirmatory Factor Analysis (CFA) is a particular form of factor analysis, most commonly used in social research. In confirmatory factor analysis, the researcher first develops a hypothesis about what factors they believe are underlying…
Data-driven decision support tools play an increasingly central role in decision-making across various domains. In this work, we focus on binary classification models for predicting positive-outcome scores and deciding on resource…
Context: There is considerable diversity in the range and design of computational experiments to assess classifiers for software defect prediction. This is particularly so, regarding the choice of classifier performance metrics.…
Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…
There are over 55 different ways to construct a confidence respectively credible interval (CI) for the binomial proportion. Methods to compare them are necessary to decide which should be used in practice. The interval score has been…
This paper presents a communication efficient distributed algorithm, $\mathcal{CIRFE}$ of the \emph{consensus}+\emph{innovations} type, to estimate a high-dimensional parameter in a multi-agent network, in which each agent is interested in…
A well-known approach for identifying defect-prone parts of software in order to focus testing is to use different kinds of product metrics such as size or complexity. Although this approach has been evaluated in many contexts, the question…