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This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

统计方法学 · 统计学 2022-12-02 Joel L. Horowitz , Sokbae Lee

To meet the Basel II regulatory requirements for the Advanced Measurement Approaches in operational risk, the bank's internal model should make use of the internal data, relevant external data, scenario analysis and factors reflecting the…

风险管理 · 定量金融 2009-04-14 Hans Bühlmann , Pavel V. Shevchenko , Mario V. Wüthrich

In the past two decades, there has been a fast-growing literature on fiducial inference since it was first proposed by R. A. Fisher in the 1930s. However, most of the fiducial inference based methods and related approaches have been…

统计方法学 · 统计学 2025-01-03 Yifan Cui , Jan Hannig

Large language models (LLMs) are increasingly deployed in settings where the available context is incomplete or degraded. We argue that an LLM generating answers under incomplete context can be viewed as an implicit imputer, and evaluated…

机器学习 · 统计学 2026-05-14 Stef van Buuren

Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…

统计理论 · 数学 2022-01-03 Kin Wai Chan , Xiao-Li Meng

To deal with uncertainty in reasoning, interval-valued logic has been developed. But uniform intervals cannot capture the difference in degrees of belief for different values in the interval. To salvage the problem triangular and…

人工智能 · 计算机科学 2020-01-08 Sandip Paul , Kumar Sankar Ray , Diganta Saha

Classification models play a central role in data-driven decision-making applications such as medical diagnosis, recommendation systems, and risk assessment. Traditional performance metrics, such as accuracy and AUC, focus on overall error…

机器学习 · 计算机科学 2026-04-03 Chen Yang , Zheng Cui , Daniel Zhuoyu Long , Jin Qi , Ruohan Zhan

We provide a semi-parametric analysis for the proportional likelihood ratio model, proposed by Luo & Tsai (2012). We study the tangent spaces for both the parameter of interest and the nuisance parameter, and obtain an explicit expression…

统计理论 · 数学 2019-07-15 Yair Goldberg , Malka Gorfine

The starting point of this paper is the introduction of a new measure of inclusion of fuzzy set A in fuzzy set B. Previously used inclusion measures take values in the interval [0,1]; the inclusion measure proposed here takes values in a…

其他计算机科学 · 计算机科学 2011-11-09 Ath. Kehagias , M. Konstantinidou

This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous…

最优化与控制 · 数学 2025-04-09 Stéphane Alarie , Charles Audet , Miguel Diago , Sébastien Le Digabel , Xavier Lebeuf

Supplier selection is a typical multi-criteria decision making (MCDM) problem and lots of uncertain information exist inevitably. To address this issue, a new method was proposed based on interval data fusion. Our method follows the…

人工智能 · 计算机科学 2017-03-07 Zichang He , Wen Jiang

We propose randomized confidence intervals based on the Neyman-Pearson lemma, in order to make them more broadly applicable to distributions that do not satisfy regularity conditions. This is achieved by using the definition of fuzzy…

During the past few decades, missing-data problems have been studied extensively, with a focus on the ignorable missing case, where the missing probability depends only on observable quantities. By contrast, research into non-ignorable…

统计方法学 · 统计学 2019-08-06 Yukun Liu , Pengfei Li , Jing Qin

Trustworthiness especially for service oriented system is very important topic now a day in IT field of the whole world. There are many successful E-commerce organizations presently run in the whole world, but E-commerce has not reached its…

人工智能 · 计算机科学 2016-11-17 Kawser Wazed Nafi , Tonny Shekha Kar , Amjad Hossain , M. M. A Hashem

Empirical causal claims depend on many analyst decisions, from selecting covariates to choosing estimators. Existing robustness tools summarize how results vary across these choices, but, to the best of our knowledge, do not answer:…

统计方法学 · 统计学 2026-05-05 Hoang Dang , Luan Pham , Minh Nguyen

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

最优化与控制 · 数学 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

统计理论 · 数学 2008-12-02 Michel Broniatowski , Amor Keziou

Forecasts of product demand are essential for short- and long-term optimization of logistics and production. Thus, the most accurate prediction possible is desirable. In order to optimally train predictive models, the deviation of the…

机器学习 · 计算机科学 2020-04-23 Dominik Martin , Philipp Spitzer , Niklas Kühl

We introduce a crisp metric $d_M$ as the common limit of two different nets $(\Delta_{M,\lambda})$ and $(\delta_{M,\lambda})$ of crisp metrics induced by a fuzzy metric $M$ and prove that the existence of each of these limits is equivalent…

综合数学 · 数学 2018-02-12 R. Roopkumar , R. Vembu

Motivated by the increasing exposition of decision makers to both statistical and judgemental based sources of demand information, we develop in this paper a fuzzy Gaussian Mixture Model (GMM) for the newsvendor permitting to mix…

最优化与控制 · 数学 2021-05-13 Farzad Fathizadeh , Jean Savinien , Yacine Rekik