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We propose a simple and efficient approach to generate a prediction intervals (PI) for approximated and forecasted trends. Our method leverages a weighted asymmetric loss function to estimate the lower and upper bounds of the PI, with the…

Machine Learning · Statistics 2023-07-20 Milo Grillo , Yunpeng Han , Agnieszka Werpachowska

In this article, we have proposed a generalized class of estimators, exponential class of estimators based on adaption of Sharma and Singh (2015) and Solanki and Singh (2013) and simple difference estimator for estimating unknown population…

Statistics Theory · Mathematics 2015-02-10 Prayas Sharma , Hemant K. Verma , Nitesh K. Adichwal , Rajesh Singh

We study the problem of monitoring model performance in dynamic environments where labeled data are limited. To this end, we propose prediction-powered risk monitoring (PPRM), a semi-supervised risk-monitoring approach based on…

Machine Learning · Computer Science 2026-02-03 Guangyi Zhang , Yunlong Cai , Guanding Yu , Osvaldo Simeone

Credit risk modeling relies extensively on Weight of Evidence (WoE) and Information Value (IV) for feature engineering, and Population Stability Index (PSI) for drift monitoring, yet their theoretical foundations remain disconnected. We…

Machine Learning · Statistics 2025-09-15 Agus Sudjianto , Denis Burakov

Neuroscience has recently made much progress, expanding the complexity of both neural-activity measurements and brain-computational models. However, we lack robust methods for connecting theory and experiment by evaluating our new big…

Quantitative Methods · Quantitative Biology 2023-07-06 Heiko H. Schütt , Alexander D. Kipnis , Jörn Diedrichsen , Nikolaus Kriegeskorte

The safe integration of machine learning modules in decision-making processes hinges on their ability to quantify uncertainty. A popular technique to achieve this goal is conformal prediction (CP), which transforms an arbitrary base…

Machine Learning · Computer Science 2024-01-23 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Fredrik Hellström

This paper introduces inductive randomness predictors, which form a proper superset of inductive conformal predictors but have the same principal property of validity under the assumption of randomness (i.e., of IID data). It turns out that…

Machine Learning · Computer Science 2025-07-08 Vladimir Vovk

Biological data are extremely diverse, complex but also quite sparse. The recent developments in deep learning methods are offering new possibilities for the analysis of complex data. However, it is easy to be get a deep learning model that…

Machine Learning · Computer Science 2019-01-21 Florian Richoux , Charlène Servantie , Cynthia Borès , Stéphane Téletchéa

The key indicators of model stability are the population stability index (PSI), which uses the difference in population distribution, and the Kolmogorov-Smirnov statistic (KS) between two distributions. When deriving a binary choice model,…

Methodology · Statistics 2025-07-08 M. Pomazanov

Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engines. Recently its combination with deep learning has been…

Programming Languages · Computer Science 2019-11-19 Wonyeol Lee , Hangyeol Yu , Xavier Rival , Hongseok Yang

Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…

Methodology · Statistics 2026-05-12 Fuzhi Xu , Xingyu Yan , Xinyu Zhang

Fractional imputation (FI) is a relatively new method of imputation for handling item nonresponse in survey sampling. In FI, several imputed values with their fractional weights are created for each missing item. Each fractional weight…

Methodology · Statistics 2017-10-11 Shu Yang , Jae Kwang Kim

Propensity score weighting is a common method for estimating treatment effects with survey data. The method is applied to minimize confounding using measured covariates that are often different between individuals in treatment and control.…

Methodology · Statistics 2026-02-06 Yukang Zeng , Fan Li , Guangyu Tong

Currently, the high-precision estimation of nonlinear parameters such as Gini indices, low-income proportions or other measures of inequality is particularly crucial. In the present paper, we propose a general class of estimators for such…

Methodology · Statistics 2014-07-01 Camelia Goga , Anne Ruiz-Gazen

The evaluation of fairness in machine learning systems has become a central concern in high-stakes applications, including biometric recognition, healthcare decision-making, and automated risk assessment. Existing approaches typically rely…

Machine Learning · Computer Science 2026-05-21 Khalid Adnan Alsayed

Protein-protein interaction (PPI) prediction is an important problem in machine learning and computational biology. However, there is no data set for training or evaluation purposes, where all the instances are accurately labeled. Instead,…

Artificial Intelligence · Computer Science 2015-09-21 Haohan Wang , Madhavi K. Ganapathiraju

Accurate uncertainty quantification is necessary to enhance the reliability of deep learning models in real-world applications. In the case of regression tasks, prediction intervals (PIs) should be provided along with the deterministic…

Machine Learning · Computer Science 2024-03-26 Giorgio Morales , John W. Sheppard

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

Methodology · Statistics 2018-08-15 Anru Zhang , Lawrence D. Brown , T. Tony Cai

Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct…

Methodology · Statistics 2025-08-05 Lorenzo Tomaselli , Valérie Ventura , Larry Wasserman

In paired randomized experiments individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment as a way to correct for persistent…

Methodology · Statistics 2017-11-27 Colin B. Fogarty