相关论文: Forecast Evaluation of Quantiles, Prediction Inter…

The lack of interpretability and transparency are preventing economists from using advanced tools like neural networks in their empirical research. In this paper, we propose a class of interpretable neural network models that can achieve…

In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Metric Temporal Logic, $\mtlfull$ is amongst the most studied real-time logics. It exhibits considerable diversity in expressiveness and decidability properties based on the permitted set of modalities and the nature of time interval…

Let K be a henselian valued field of characteristic 0. Then K admits a definable partition on each piece of which the leading term of a polynomial in one variable can be computed as a definable function of the leading term of a linear map.…

Motivated by the Basel 3 regulations, recent studies have considered joint forecasts of Value-at-Risk and Expected Shortfall. A large family of scoring functions can be used to evaluate forecast performance in this context. However, little…

When machine learning supports decision-making in safety-critical systems, it is important to verify and understand the reasons why a particular output is produced. Although feature importance calculation approaches assist in…

The use of tiered warnings and multicategorical forecasts are ubiquitous in meteorological operations. Here, a flexible family of scoring functions is presented for evaluating the performance of ordered multicategorical forecasts. Each…

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

This paper enriches preexisting satisfiability tests for unquantified languages, which in turn augment a fragment of Tarski's elementary algebra with unary real functions possessing a continuous first derivative. Two sorts of individual…

Forecasting has become a natural benchmark for reasoning under uncertainty. Yet existing evaluations of large language models remain limited to judgmental tasks in simple formats, such as binary or multiple-choice questions. In practice,…

We propose a framework for verifiable and compositional reinforcement learning (RL) in which a collection of RL subsystems, each of which learns to accomplish a separate subtask, are composed to achieve an overall task. The framework…

A new notion of metric differentiability of set-valued functions at a point is introduced in terms of right and left limits of special set-valued metric divided differences of first order. A local metric linear approximant of a metrically…

Traditional learning approaches for classification implicitly assume that each mistake has the same cost. In many real-world problems though, the utility of a decision depends on the underlying context $x$ and decision $y$. However,…

Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that typically arise from applying decision rules…

Subadditive set functions play a pivotal role in computational economics (especially in combinatorial auctions), combinatorial optimization or artificial intelligence applications such as interpretable machine learning. However, specifying…

In this paper we consider a fragment of the first-order theory of the real numbers that includes systems of equations of continuous functions in bounded domains, and for which all functions are computable in the sense that it is possible to…

In this paper, we study a bi-criterion framework for assessing scoring functions in the context of binary classification. The positive and negative predictive values (ppv and npv, respectively) are conditional probabilities of the true…

To estimate causal effects from observational data, an applied researcher must impose beliefs. The instrumental variables exclusion restriction, for example, represents the belief that the instrument has no direct effect on the outcome of…

Assessing the exploitability of software vulnerabilities at the time of disclosure is difficult and error-prone, as features extracted via technical analysis by existing metrics are poor predictors for exploit development. Moreover,…

In this paper we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective…