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We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Testing controllers in safety-critical systems is vital for ensuring their safety and preventing failures. In this paper, we address the falsification problem within learning-based closed-loop control systems through simulation. This…

In the field of fraud detection, the availability of comprehensive and privacy-compliant datasets is crucial for advancing machine learning research and developing effective anti-fraud systems. Traditional datasets often focus on…

Detection of a Fraud transaction on credit cards became one of the major problems for financial institutions, organizations and companies. As the global financial system is highly connected to non-cash transactions and online operations…

Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…

With the increase of credit card usage, the volume of credit card misuse also has significantly increased. As a result, financial organizations are working hard on developing and deploying credit card fraud detection methods, in order to…

All machine learning algorithms use a loss, cost, utility or reward function to encode the learning objective and oversee the learning process. This function that supervises learning is a frequently unrecognized hyperparameter that…

A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…

Telecommunication fraud is an acute problem that leads to substantial material losses and compromises the reliability of telecom systems worldwide. Only effective and efficient detection mechanisms can help to deal with these threats,…

We consider a problem of guessing, wherein an adversary is interested in knowing the value of the realization of a discrete random variable $X$ on observing another correlated random variable $Y$. The adversary can make multiple (say, $k$)…

Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…

This study uses stacked generalization, which is a two-step process of combining machine learning methods, called meta or super learners, for improving the performance of algorithms in step one (by minimizing the error rate of each…

We develop a fast algorithm to construct the robustness degradation function, which describes quantitatively the relationship between the proportion of systems guaranteeing the robustness requirement and the radius of the uncertainty set.…

A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…

Evaluating predictive models is a crucial task in predictive analytics. This process is especially challenging with time series data where the observations show temporal dependencies. Several studies have analysed how different performance…

In order to understand the application of computer technology in financial investment, the author proposes a research on the application of computer technology in financial investment. The author used user transaction data from a certain…

Recent advances in deep learning have pushed the performances of visual saliency models way further than it has ever been. Numerous models in the literature present new ways to design neural networks, to arrange gaze pattern data, or to…

Despite the power of deep neural networks for a wide range of tasks, an overconfident prediction issue has limited their practical use in many safety-critical applications. Many recent works have been proposed to mitigate this issue, but…

Selective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting a…