相关论文: modelimportance: An R package for evaluating model…

The problem of testing the reliability of ensemble forecasting systems is revisited. A popular tool to assess the reliability of ensemble forecasting systems (for scalar verifications) is the rank histogram, this histogram is expected to be…

As an alternative to using administrative areas for the evaluation of small-area health inequalities, Sauzet et al. suggested to take an ego-centred approach and model the spatial correlation structure of health outcomes at the individual…

This paper studies the application of ensembles composed of multi-output models for multi-step ahead forecasting problems. Dynamic ensembles have been commonly used for forecasting. However, these are typically designed for one-step-ahead…

Heterogeneous ensembles built from the predictions of a wide variety and large number of diverse base predictors represent a potent approach to building predictive models for problems where the ideal base/individual predictor may not be…

Clustering of longitudinal data is used to explore common trends among subjects over time for a numeric measurement of interest. Various R packages have been introduced throughout the years for identifying clusters of longitudinal patterns,…

Estimation of heterogeneous treatment effects (HTE) is of prime importance in many disciplines, ranging from personalized medicine to economics among many others. Random forests have been shown to be a flexible and powerful approach to HTE…

Any decision making process that relies on a probabilistic forecast of future events necessarily requires a calibrated forecast. This paper proposes new methods for empirically assessing forecast calibration in a multivariate setting where…

Ensemble models can be used to estimate prediction uncertainties in machine learning models. However, an ensemble of N models is approximately N times more computationally demanding compared to a single model when it is used for inference.…

This paper introduces the R package BayesVarSel which implements objective Bayesian methodology for hypothesis testing and variable selection in linear models. The package computes posterior probabilities of the competing hypotheses/models…

Incomplete data are common in practical applications. Most predictive machine learning models do not handle missing values so they require some preprocessing. Although many algorithms are used for data imputation, we do not understand the…

Estimating heterogeneous treatment effects (HTEs) is crucial for precision medicine. While multiple studies can improve the generalizability of results, leveraging them for estimation is statistically challenging. Existing approaches often…

Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data. Approximate Bayesian Computation (ABC) is devoted to these complex…

Forecast reconciliation has become key to improving the accuracy and coherence of forecasts for linearly constrained multiple time series, such as hierarchical and grouped series. Yet, comprehensive software that jointly covers…

Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference becomes more and more important. For instance, high-dimensional settings might arise in economic…

Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte…

collapse is a large C/C++-based infrastructure package facilitating complex statistical computing, data transformation, and exploration tasks in R - at outstanding levels of performance and memory efficiency. It also implements a…

Machine Learning (ML) software has been widely adopted in modern society, with reported fairness implications for minority groups based on race, sex, age, etc. Many recent works have proposed methods to measure and mitigate algorithmic bias…

The empirical Bayes normal means (EBNM) model is important to many areas of statistics, including (but not limited to) multiple testing, wavelet denoising, and gene expression analysis. There are several existing software packages that can…

Fitting areal models which use a spatial weights matrix to represent relationships between geographical units can be a cumbersome task, particularly when these units are not well-behaved. The two chief aims of sfislands are to simplify the…

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored…