相关论文: A new example for a proper scoring rule

Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been…

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

On a variety of tasks, the performance of neural networks predictably improves with training time, dataset size and model size across many orders of magnitude. This phenomenon is known as a neural scaling law. Of fundamental importance is…

This note proposes a penalty criterion for assessing correct score forecasting in a soccer match. The penalty is based on hierarchical priorities for such a forecast i.e., i) Win, Draw and Loss exact prediction and ii) normalized Euclidian…

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

We present a new random approximation method that yields the existence of a discrete Beurling prime system $\mathcal{P}=\{p_{1}, p_{2}, \dotso\}$ which is very close in a certain precise sense to a given non-decreasing, right-continuous,…

We present a new analysis of the problem of learning with drifting distributions in the batch setting using the notion of discrepancy. We prove learning bounds based on the Rademacher complexity of the hypothesis set and the discrepancy of…

If the probability distribution model aims to approximate the hidden mother distribution, it is imperative to establish a useful criterion for the resemblance between the mother and the model distributions. This study proposes a criterion…

We view voting rules as classifiers that assign a winner (a class) to a profile of voters' preferences (an instance). We propose to apply techniques from formal explainability, most notably abductive and contrastive explanations, to…

We investigate proper scoring rules for continuous distributions on the real line. It is known that the log score is the only such rule that depends on the quoted density only through its value at the outcome that materializes. Here we…

We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…

In this article, recent results about point processes are used in sampling theory. Precisely, we define and study a new class of sampling designs: determinantal sampling designs. The law of such designs is known, and there exists a simple…

Strictly proper scoring rules (SPSR) are incentive compatible for eliciting information about random variables from strategic agents when the principal can reward agents after the realization of the random variables. They also quantify the…

Classification rules can be severely affected by the presence of disturbing observations in the training sample. Looking for an optimal classifier with such data may lead to unnecessarily complex rules. So, simpler effective classification…

Effective reinforcement learning requires a proper balance of exploration and exploitation defined by the dispersion of action distribution. However, this balance depends on the task, the current stage of the learning process, and the…

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

There has been much discussion recently about how fairness should be measured or enforced in classification. Individual Fairness [Dwork, Hardt, Pitassi, Reingold, Zemel, 2012], which requires that similar individuals be treated similarly,…

There seems to be an upper limit to predicting the outcome of matches in (semi-)professional sports. Recent work has proposed that this is due to chance and attempts have been made to simulate the distribution of win percentages to identify…

Two approximations are frequently used in statistical physics: the first one, which we shall name the mean values approximation, is generally (and improperly) named as "maximum term approximation". The second is the "Stirling…

In this paper, a new continuous scoring system for soccer is proposed, based on the proportion of time that a team is winning, losing or tied. Several simulations are made applying this technique to complete seasons of different leagues. As…