相关论文: Predictive Data Calibration for Linear Correlation…

The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…

This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…

Machine Learning (ML) models are often complex and difficult to interpret due to their 'black-box' characteristics. Interpretability of a ML model is usually defined as the degree to which a human can understand the cause of decisions…

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Measuring strength or degree of statistical dependence between two random variables is a common problem in many domains. Pearson's correlation coefficient $\rho$ is an accurate measure of linear dependence. We show that $\rho$ is a…

Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…

Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…

Longitudinal and high-dimensional measurements have become increasingly common in biomedical research. However, methods to predict survival outcomes using covariates that are both longitudinal and high-dimensional are currently missing. In…

Polarity coincidence correlator (PCC), when used to estimate the covariance matrix on an element-by-element basis, may not yield a positive semi-definite (PSD) estimate. Devlin et al. [1], claimed that element-wise PCC is not guaranteed to…

Calibrated probabilistic classifiers are models whose predicted probabilities can directly be interpreted as uncertainty estimates. It has been shown recently that deep neural networks are poorly calibrated and tend to output overconfident…

In the context of the usual calibration model, we consider the case in which the independent variable is unobservable, but a pre-fixed value on its surrogate is available. Thus, considering controlled variables and assuming that the…

We advocate the use of conformal prediction (CP) to enhance rule-based multi-label classification (MLC). In particular, we highlight the mutual benefit of CP and rule learning: Rules have the ability to provide natural (non-)conformity…

The author's recent research papers, "Cumulative deviation of a subpopulation from the full population" and "A graphical method of cumulative differences between two subpopulations" (both published in volume 8 of Springer's open-access…

We propose a family of association measures for two-way contingency tables whose latent distribution can be assumed to be bivariate normal. When this assumption holds, the power-divergence measuring departure from independence can be…

While data science is battling to extract information from the enormous explosion of data, many estimators and algorithms are being developed for better prediction. Researchers and data scientists often introduce new methods and evaluate…

Accurate and reliable probability predictions are essential for multi-class supervised learning tasks, where well-calibrated models enable rational decision-making. While isotonic regression has proven effective for binary calibration, its…

In a sequential regression setting, a decision-maker may be primarily concerned with whether the future observation will increase or decrease compared to the current one, rather than the actual value of the future observation. In this…

Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…

Conformal prediction (CP) is a framework to quantify uncertainty of machine learning classifiers including deep neural networks. Given a testing example and a trained classifier, CP produces a prediction set of candidate labels with a…

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…