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Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

机器学习 · 计算机科学 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

The paper proposes new second-order accuracy metrics for scoring or rating models, which show the target preference of the model, it is better to diagnose good objects or better to diagnose bad ones for a constant generally accepted…

风险管理 · 定量金融 2023-01-19 M. V. Pomazanov

Determining conditional independence (CI) relationships between random variables is a fundamental yet challenging task in machine learning and statistics, especially in high-dimensional settings. Existing generative model-based CI testing…

机器学习 · 计算机科学 2025-05-30 Yixin Ren , Chenghou Jin , Yewei Xia , Li Ke , Longtao Huang , Hui Xue , Hao Zhang , Jihong Guan , Shuigeng Zhou

We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…

统计理论 · 数学 2025-10-03 Siegfried Hörmann , Daniel Strenger-Galvis

Predictive modeling uncovers knowledge and insights regarding a hypothesized data generating mechanism (DGM). Results from different studies on a complex DGM, derived from different data sets, and using complicated models and algorithms,…

统计方法学 · 统计学 2022-11-21 Anna L. Smith , Tian Zheng , Andrew Gelman

Variable importance plays a pivotal role in interpretable machine learning as it helps measure the impact of factors on the output of the prediction model. Model agnostic methods based on the generation of "null" features via permutation…

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…

统计方法学 · 统计学 2024-05-29 Antonio Martín Andrés , Pedro Femia Marzo

The additive genetic effect is arguably the most important quantity inferred in animal and plant breeding analyses. The term effect indicates that it represents causal information, which is different from standard statistical concepts as…

Learning a parametric model from a given dataset indeed enables to capture intrinsic dependencies between random variables via a parametric conditional probability distribution and in turn predict the value of a label variable given…

机器学习 · 统计学 2024-06-14 Elouan Argouarc'h , François Desbouvries , Eric Barat , Eiji Kawasaki

The comparison of alternative rankings of a set of items is a general and prominent task in applied statistics. Predictor variables are ranked according to magnitude of association with an outcome, prediction models rank subjects according…

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

统计理论 · 数学 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

Estimating the strength of dependency between two variables is fundamental for exploratory analysis and many other applications in data mining. For example: non-linear dependencies between two continuous variables can be explored with the…

机器学习 · 统计学 2016-01-21 Simone Romano , Nguyen Xuan Vinh , James Bailey , Karin Verspoor

We propose the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…

统计方法学 · 统计学 2021-05-14 David S. Watson , Marvin N. Wright

How can we estimate the importance of nodes in a knowledge graph (KG)? A KG is a multi-relational graph that has proven valuable for many tasks including question answering and semantic search. In this paper, we present GENI, a method for…

机器学习 · 计算机科学 2019-06-18 Namyong Park , Andrey Kan , Xin Luna Dong , Tong Zhao , Christos Faloutsos

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

机器学习 · 统计学 2021-10-12 K. P. Chowdhury

While there is a rich literature on robust methodologies for contamination in continuously distributed data, contamination in categorical data is largely overlooked. This is regrettable because many datasets are categorical and oftentimes…

统计方法学 · 统计学 2024-12-13 Max Welz

The degree to which subjects differ from each other with respect to certain properties measured by a set of variables, plays an important role in many statistical methods. For example, classification, clustering, and data visualization…

机器学习 · 统计学 2023-01-06 Michel van de Velden , Alfonso Iodice D'Enza , Angelos Markos , Carlo Cavicchia

Categorical encoders transform categorical features into numerical representations that are indispensable for a wide range of machine learning models. Existing encoder benchmark studies lack generalizability because of their limited choice…

机器学习 · 计算机科学 2023-11-21 Federico Matteucci , Vadim Arzamasov , Klemens Boehm

Standard methods of using categorical variables as predictors either endow them with an ordinal structure or assume they have no structure at all. However, categorical variables often possess structure that is more complicated than a linear…

机器学习 · 统计学 2020-04-17 Brian Lucena

Inferring linear relationships lies at the heart of many empirical investigations. A measure of linear dependence should correctly evaluate the strength of the relationship as well as qualify whether it is meaningful for the population.…

统计方法学 · 统计学 2022-08-16 Kaustubh R. Patil , Simon B. Eickhoff , Robert Langner