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In recent years, probabilistic forecasting is an emerging topic, which is why there is a growing need of suitable methods for the evaluation of multivariate predictions. We analyze the sensitivity of the most common scoring rules,…

统计方法学 · 统计学 2019-10-17 Florian Ziel , Kevin Berk

In this paper we provide an identity between determinant and generalized matrix function. Also, a criterion of positive semi-definite matrices affirming the permanent dominant conjecture is given. As a consequence, infinitely many infinite…

环与代数 · 数学 2023-11-01 Kijti Rodtes

Interpretability is becoming increasingly important for predictive model analysis. Unfortunately, as remarked by many authors, there is still no consensus regarding this notion. The goal of this paper is to propose the definition of a score…

机器学习 · 统计学 2021-11-24 Vincent Margot , George Luta

Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it…

统计力学 · 物理学 2009-10-31 Yi-Cheng Zhang

We revisit the foundations of fairness and its interplay with utility and efficiency in settings where the training data contain richer labels, such as individual types, rankings, or risk estimates, rather than just binary outcomes. In this…

机器学习 · 计算机科学 2025-05-23 Noga Amit , Omer Reingold , Guy N. Rothblum

We find the perhaps surprising inequality that the weighted average of independent and identically distributed Pareto random variables with infinite mean is larger than one such random variable in the sense of first-order stochastic…

风险管理 · 定量金融 2024-03-14 Yuyu Chen , Paul Embrechts , Ruodu Wang

In multi-criteria decision analysis workshops, participants often appraise the options individually before discussing the scoring as a group. The individual appraisals lead to score ranges within which the group then seeks the necessary…

综合经济学 · 经济学 2020-12-29 Tom Pape

Two simple and attractive mechanisms for the fair division of indivisible goods in an online setting are LIKE and BALANCED LIKE. We study some fundamental computational problems concerning the outcomes of these mechanisms. In particular, we…

计算机科学与博弈论 · 计算机科学 2020-06-30 Martin Aleksandrov , Toby Walsh

We characterize the class of committee scoring rules that satisfy the fixed-majority criterion. In some sense, the committee scoring rules in this class are multiwinner analogues of the single-winner Plurality rule, which is uniquely…

计算机科学与博弈论 · 计算机科学 2016-03-01 Piotr Faliszewski , Piotr Skowron , Arkadii Slinko , Nimrod Talmon

Multi-item mechanisms can be very complex offering many different bundles to the buyer that could even be randomized. Such complexity is thought to be necessary as the revenue gaps between randomized and deterministic mechanisms, or…

计算机科学与博弈论 · 计算机科学 2019-07-03 Shuchi Chawla , Yifeng Teng , Christos Tzamos

Fair allocation of indivisible items among agents is a fundamental and extensively studied problem. However, fairness does not have a single universally accepted definition, leading to a variety of competing fairness notions. Some of these…

计算机科学与博弈论 · 计算机科学 2025-10-14 Jugal Garg , Eklavya Sharma

Multiwinner voting rules are used to select a small representative subset of candidates or items from a larger set given the preferences of voters. However, if candidates have sensitive attributes such as gender or ethnicity (when selecting…

计算机与社会 · 计算机科学 2018-06-20 L. Elisa Celis , Lingxiao Huang , Nisheeth K. Vishnoi

What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…

机器学习 · 计算机科学 2024-10-31 Christian Fröhlich , Robert C. Williamson

We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…

统计力学 · 物理学 2022-03-03 Claude Godrèche

Machine learning algorithms are increasingly used to make or support decisions in a wide range of settings. With such expansive use there is also growing concern about the fairness of such methods. Prior literature on algorithmic fairness…

机器学习 · 计算机科学 2023-04-17 Arindam Ray , Balaji Padmanabhan , Lina Bouayad

We provide methods to validate and compare sensor outputs, or inference algorithms applied to sensor data, by adapting statistical scoring rules. The reported output should either be in the form of a prediction interval or of a parameter…

数据分析、统计与概率 · 物理学 2015-07-07 A. D. Martin , T. C. A. Molteno , M. Parry

Ranking entities such as algorithms, devices, methods, or models based on their performances, while accounting for application-specific preferences, is a challenge. To address this challenge, we establish the foundations of a universal…

机器学习 · 计算机科学 2026-03-25 Sébastien Piérard , Anaïs Halin , Anthony Cioppa , Adrien Deliège , Marc Van Droogenbroeck

Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…

机器学习 · 统计学 2022-08-31 Etor Arza , Josu Ceberio , Ekhiñe Irurozki , Aritz Pérez

Various measures can be used to estimate bias or unfairness in a predictor. Previous work has already established that some of these measures are incompatible with each other. Here we show that, when groups differ in prevalence of the…

应用统计 · 统计学 2017-09-13 Thomas Miconi

We consider a single buyer with a combinatorial preference that would like to purchase related products and services from different vendors, where each vendor supplies exactly one product. We study the general case where subsets of products…

计算机科学与博弈论 · 计算机科学 2014-01-09 Moshe Babaioff , Noam Nisan , Renato Paes Leme