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A cluster tree provides a highly-interpretable summary of a density function by representing the hierarchy of its high-density clusters. It is estimated using the empirical tree, which is the cluster tree constructed from a density…

Statistics Theory · Mathematics 2017-02-14 Jisu Kim , Yen-Chi Chen , Sivaraman Balakrishnan , Alessandro Rinaldo , Larry Wasserman

Decision trees algorithms use a gain function to select the best split during the tree's induction. This function is crucial to obtain trees with high predictive accuracy. Some gain functions can suffer from a bias when it compares splits…

Machine Learning · Statistics 2018-01-26 Antonin Leroux , Matthieu Boussard , Remi Dès

Federated Learning (FL) has emerged as a powerful paradigm for training machine learning models in a decentralized manner, preserving data privacy by keeping local data on clients. However, evaluating the robustness of these models against…

Classification models play a central role in data-driven decision-making applications such as medical diagnosis, recommendation systems, and risk assessment. Traditional performance metrics, such as accuracy and AUC, focus on overall error…

Machine Learning · Computer Science 2026-04-03 Chen Yang , Zheng Cui , Daniel Zhuoyu Long , Jin Qi , Ruohan Zhan

Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…

Methodology · Statistics 2023-11-07 Santiago Cortes-Gomez , Mateo Dulce , Carlos Patino , Bryan Wilder

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

The key concepts (calibration, discrimination, and discordance) important in understanding and comparing risk models are best conveyed graphically. To illustrate this, models predicting death and acute kidney injury in a large cohort of PCI…

Quantitative Methods · Quantitative Biology 2015-04-21 Ralph H. Stern , Dean E. Smith , Hitinder S. Gurm

It is offered to pool test points of different subjects and different aspects of the same subject together in order to get the unitary rating score, by the way of nonlinear transformation of indicator points in accordance with Zipf's…

Machine Learning · Computer Science 2007-05-23 Kromer Victor

Cluster analysis requires many decisions: the clustering method and the implied reference model, the number of clusters and, often, several hyper-parameters and algorithms' tunings. In practice, one produces several partitions, and a final…

Machine Learning · Statistics 2023-08-14 Luca Coraggio , Pietro Coretto

Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still underdeveloped compared to estimation and hypothesis…

Methodology · Statistics 2022-11-14 Dominik Liebl , Matthew Reimherr

Context: Software engineering researchers have undertaken many experiments investigating the potential of software defect prediction algorithms. Unfortunately, some widely used performance metrics are known to be problematic, most notably…

Software Engineering · Computer Science 2021-06-23 Jingxiu Yao , Martin Shepperd

As a classical problem, covariance estimation has drawn much attention from the statistical community for decades. Much work has been done under the frequentist and the Bayesian frameworks. Aiming to quantify the uncertainty of the…

Methodology · Statistics 2017-08-17 W. Jenny Shi , Jan Hannig , Randy C. S. Lai , Thomas C. M. Lee

Fairness in machine learning has attained significant focus due to the widespread application in high-stake decision-making tasks. Unregulated machine learning classifiers can exhibit bias towards certain demographic groups in data, thus…

Machine Learning · Computer Science 2023-07-04 Bishwamittra Ghosh , Debabrota Basu , Kuldeep S. Meel

Corrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a…

Statistics Theory · Mathematics 2007-06-13 R. C. Weng , D. S. Coad

In this paper we develop a novel methodology for estimation of risk capital allocation. The methodology is rooted in the theory of risk measures. We work within a general, but tractable class of law-invariant coherent risk measures, with a…

Risk Management · Quantitative Finance 2019-11-25 Tomasz R. Bielecki , Igor Cialenco , Marcin Pitera , Thorsten Schmidt

Model calibration is essential for ensuring that the predictions of deep neural networks accurately reflect true probabilities in real-world classification tasks. However, deep networks often produce over-confident or under-confident…

Machine Learning · Computer Science 2025-04-01 Jinxu Lin , Linwei Tao , Minjing Dong , Chang Xu

Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables…

Methodology · Statistics 2024-10-16 J. E. Griffin

We propose a novel method to improve estimation of asset returns for portfolio optimization. This approach first performs a monthly directional market forecast using an online decision tree. The decision tree is trained on a novel set of…

Portfolio Management · Quantitative Finance 2026-04-07 Nolan Alexander , William Scherer

This paper proposes a new generalized linear model with the fractional binomial distribution. Zero-inflated Poisson/negative binomial distributions are used for count data with many zeros. To analyze the association of such a count variable…

Methodology · Statistics 2025-08-01 Jeonghwa Lee , Chloe Breece

Attribution methods are primarily designed to study input component contributions to individual model predictions. However, some research applications require a summary of attribution patterns across the entire dataset to facilitate the…

Machine Learning · Computer Science 2025-07-15 Pierre Lelièvre , Chien-Chung Chen