Related papers: modelimportance: An R package for evaluating model…
Latent Markov (LM) models represent an important class of models for the analysis of longitudinal data (Bartolucci et. al., 2013), especially when response variables are categorical. These models have a great potential of application for…
Estimating feature importance is a significant aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a…
The success of diffusion probabilistic models in generative tasks, such as text-to-image generation, has motivated the exploration of their application to regression problems commonly encountered in scientific computing and various other…
Predictive models that are developed in a regulated industry or a regulated application, like determination of credit worthiness, must be interpretable and rational (e.g., meaningful improvements in basic credit behavior must result in…
Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields more accurate predictions than those generated by a single…
With the advent of high-throughput sequencing (HTS) in molecular biology and medicine, the need for scalable statistical solutions for modeling complex biological systems has become of critical importance. The increasing number of platforms…
The R package BigVAR allows for the simultaneous estimation of high-dimensional time series by applying structured penalties to the conventional vector autoregression (VAR) and vector autoregression with exogenous variables (VARX)…
In this paper we briefly review the main methodological aspects concerned with the application of the Bayesian approach to model choice and model averaging in the context of variable selection in regression models. This includes prior…
We introduce an \verb|R| package, called \verb|MPS|, for computing the probability density function, computing the cumulative distribution function, computing the quantile function, simulating random variables, and estimating the parameters…
In addition to the commonly analyzed measures of location, dispersion measurements such as variance and correlation provide many valuable information. Consequently, they play a crucial role in multivariate statistics, which leads to tests…
Log-linear modeling is a popular method for the analysis of contingency table data. When the table is sparse, and the data falls on a proper face $F$ of the convex support, there are consequences on model inference and model selection.…
The credit scoring industry has a long tradition of using statistical tools for loan default probability prediction and domain specific standards have been established long before the hype of machine learning. Although several commercial…
Feature-importance methods show promise in transforming machine learning models from predictive engines into tools for scientific discovery. However, due to data sampling and algorithmic stochasticity, expressive models can be unstable,…
Organisations, whether in government, industry or commerce, are required to make decisions in a complex and uncertain environment. The way models are used is intimately connected to the way organisations make decisions and the context in…
Application of interpretable machine learning techniques on medical datasets facilitate early and fast diagnoses, along with getting deeper insight into the data. Furthermore, the transparency of these models increase trust among…
The analysis of longitudinal data gives the chance to observe how unit behaviors change over time, but it also poses a series of issues. These have been the focus of an extensive literature in the context of linear and generalized linear…
Variable importance is central to scientific studies, including the social sciences and causal inference, healthcare, and other domains. However, current notions of variable importance are often tied to a specific predictive model. This is…
Demands on the disaster response capacity of the European Union are likely to increase, as the impacts of disasters continue to grow both in size and frequency. This has resulted in intensive research on issues concerning spatially-explicit…
Health policy decisions are often informed by estimates of long-term survival based primarily on short-term data. A range of methods are available to include longer-term information, but there has previously been no comprehensive and…
We introduce an R package, PCMBase, to rapidly calculate the likelihood for multivariate phylogenetic comparative methods. The package is not specific to particular models but offers the user the functionality to very easily implement a…