Unified score and distance-based GoF tests for model adequacy.
problem Difficulty in extending score-based GoF tests to nonparametric alternatives.
method Introducing semiparametric kernelized Stein discrepancy (SKSD) test.
result SKSD test is computationally efficient and universally consistent.
New test assesses probabilistic model calibration without expensive approximations.
problem Assessing calibration of probabilistic models with scores.
method Kernel Calibration Conditional Stein Discrepancy (KCCSD) test using new score-based kernels.
result Control over type-I error with improved scalability and efficiency.
Improved hypothesis testing and change-point detection using diffusion-based methods.
problem Limited power of score-based hypothesis tests and change-point detection.
method Extending score-based Fisher divergence to diffusion-divergence by multiplying score functions with a matrix-valued function or weight matrix.
result Theoretical quantification and demonstration of optimal performance of diffusion-based algorithms.
Two new methods score stress test scenarios for risk managers.
problem Comparing and evaluating stress test scenarios for risk managers.
method Inspired by Archer-Mouy-Selmi, two methodologies for scoring stress test scenarios.
result New methods can compare and evaluate stress test scenarios.
Model selection for time series forecasting can be biased by the distribution of scores.
problem Model selection for probabilistic forecasting on time series data.
method Using proper scoring rules to aggregate scores across multiple time series.
result The mean score is immune to the skewness of the score distribution.
New methods for scoring function decomposition improve forecast evaluation.
problem Improving forecast evaluation and understanding forecast components.
method Linear recalibration of forecasts for miscalibration, discrimination, and uncertainty.
result Enhanced statistical power and deeper insights into forecast components.
Binary testing for softmax models requires many samples, similar to leverage score models.
problem Binary hypothesis testing for softmax models and leverage score models.
method Analyzing sample complexity and drawing analogies between models.
result Sample complexity is asymptotically \(O(ε^{-2})\), where \(ε\) is the distance between model parameters.
We study strictly proper scoring rules in the Reproducing Kernel Hilbert Space. We propose a general Kernel Scoring rule and associated Kernel Divergence. We consider conditions under which the Kernel Score is strictly proper. We then demonstrate that the Kernel Score includes the Maximum Mean Discrepancy as a special …
Simple methods combine statistical tests for out-of-distribution detection.
problem Detecting data points not following the training distribution.
method Combining classical parametric tests (Rao's score test) and a typicality test.
result Combining Fisher's method of test statistics improves out-of-distribution detection accuracy.
Propensity score matching improves fairness in machine learning models.
problem Bias in training data affects fairness metrics in machine learning models.
method Propensity score matching to evaluate and mitigate bias in test data.
result FairMatch significantly reduces bias in test data without sacrificing predictive performance.
A new framework for paired-sample testing in high-dimensional data.
problem Challenges in standard paired-sample testing for high-dimensional data.
method Develops a two-step testing procedure using scoring functions and Wilcoxon signed-rank test.
result Substantial performance gains in testing accuracy compared to traditional methods.
Reduces quantifier variance with accuracy optimization of base classifier.
problem Minimizing quantifier variance under prior probability shift.
method Optimizes the Brier score of a base classifier for training data.
result Optimizing Brier score on training data reduces quantifier variance on test data.
A new framework detects adverse dataset shifts using outlier scores.
problem False alarms in dataset shift tests.
method Outlier scores to compare contamination rates at varying thresholds.
result Reduces the sensitivity to minor differences in predictive performance.
In recent years, there has been considerable theoretical development regarding variable selection consistency of penalized regression techniques, such as the lasso. However, there has been relatively little work on quantifying the uncertainty in these selection procedures. In this paper, we propose a new method for inf…
BERT learns claim descriptions to identify patent novelty.
problem Identifying novel patent claims among existing documents.
method Training BERT on concatenated claims and descriptions, scoring BERT's output.
result BERT identifies relevant X documents for patent novelty.
We consider the problem of uncertainty assessment for low dimensional components in high dimensional models. Specifically, we propose a decorrelated score function to handle the impact of high dimensional nuisance parameters. We consider both hypothesis tests and confidence regions for generic penalized M-estimators. U…
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research considered the problem of determining if two finite samples come from similar distributio…
Unified framework uses all data to improve multiple testing efficiency.
problem Improving predictive uncertainty control in decision-making.
method Uses all available data (null, alternative, unlabelled) for score construction and calibration.
result Significantly improves power and adaptability across diverse scenarios.
TRIP detects unreliable feature importance scores in random forests.
problem Unreliable feature importance scores in random forests due to model extrapolation.
method Develops TRIP (Test for Reliable Interpretation via Permutation) to detect unreliable permutation feature importance scores.
result TRIP reliably detects unreliable permutation feature importance scores in high-dimensional settings.
The study proposes a framework to accept OOD data based on competence scores.
problem Silent failures in Domain Generalization where models reject OOD data without proper justification.
method A learning to reject framework using proxy incompetence scores to predict trustworthiness.
result Increasing incompetence scores are predictive of reduced accuracy, but not always favorable for accuracy/rejection trade-off.
Null-Calibrated Conformal Selection via Target-Membership Scores
problem Identifying test candidates whose unknown responses fall in a target region while controlling the false discovery rate
method Membership-score-based conformal selection
result Finite-sample valid null p-values
Three RFF-based methods for nonlinear causal discovery in mixed data.
problem Nonlinear causal discovery in mixed data with computational constraints.
method FFML, TRFF, and FFCI methods for score-based, constraint-based, and hybrid causal discovery.
result FFML and TRFF methods provide complementary performance in causal discovery.
ScoreStop uses gradient tests to stop gradient boosting early.
problem Overfitting in gradient boosted decision trees.
method ScoreStop uses a functional score test based on gradients to stop boosting.
result ScoreStop is competitive with loss-based early stopping methods.
It is often stated in papers tackling the task of inferring Bayesian network structures from data that there are these two distinct approaches: (i) Apply conditional independence tests when testing for the presence or otherwise of edges; (ii) Search the model space using a scoring metric. Here I argue that for complete…
New score-based methods identify causal structures with latent variables.
problem Identifying causal structures involving latent variables.
method Score-based methods with identifiability guarantees.
result Score equivalence and consistency for latent variable causal models.
The study tests and optimizes fairness in credit scoring models.
problem Discrimination in credit scoring models based on protected attributes.
method Formal testing and variable identification to optimize fairness and performance.
result Guidance on monitoring and improving algorithmic fairness in credit scoring.
Robust Bayes-Assisted Conformal Prediction improves prediction set sizes.
problem Misspecification of Bayesian working model and prior misalignment.
method RoBAS (Robust Bayes-Assisted Shrinkage) framework with two instantiations.
result Proposed scores adapt to prior quality, reducing interval widths in shifted settings.
Most multi-class classifiers make their prediction for a test sample by scoring the classes and selecting the one with the highest score. Analyzing these prediction scores is useful to understand the classifier behavior and to assess its reliability. We present an interactive visualization that facilitates per-class an…
SCoRE provides risk control for selective prediction models.
problem Enforcing strict error control in selective prediction models.
method SCoRE framework based on conformal inference and hypothesis testing.
result SCoRE offers binary trust decisions with finite-sample error control.
The Clock Drawing Test (CDT) is a rapid, inexpensive, and popular neuropsychological screening tool for cognitive conditions. The Digital Clock Drawing Test (dCDT) uses novel software to analyze data from a digitizing ballpoint pen that reports its position with considerable spatial and temporal precision, making possi…
Develops a statistical test for IV, improving feature selection reliability.
problem Lack of statistical justification in conventional IV-based feature selection.
method Establishes connection with Jeffreys divergence and proposes a nonparametric hypothesis test.
result The J-Divergence test provides rigorous guarantees and is more reliable than traditional IV thresholds.
New metrics fail adversarial tests, with some more robust than others.
problem Evaluation metrics for time-series anomaly detection were improved but not fully robust.
method Adversarial stress-testing of 12 adopted metrics on real benchmarks.
result Some metrics are more robust than others, with ROC-based metrics being gamed more often.
Robust Bayes-Assisted Conformal Prediction improves prediction set sizes.
problem Misspecification of Bayesian working model and prior misalignment.
method RoBAS (Robust Bayes-Assisted Shrinkage) framework with two instantiations.
result Improves prediction set sizes in shifted settings.
Framework monitors insurance pricing models for drift and recalibration.
problem Maintaining predictive performance of pricing models in evolving insurance portfolios.
method Formalizes deviance loss and Murphy's score, studies Gini score, develops monitoring framework.
result Framework guides decisions on refitting or recalibrating pricing models.
Bayesian classifier improves robustness with optimistic score ratio.
problem Limited information on class-conditional distribution.
method Optimistic score ratio for robust binary classification.
result Bayesian classifier using optimistic score ratio is robust and computationally tractable.
The study analyzes and mitigates errors in PC-based causal discovery methods.
problem Errors in PC-based causal discovery methods can lead to incorrect graphs.
method The study introduces coherency scores to detect assumption violations and small sample errors in PC-based methods.
result The coherency scores can detect errors that other methods cannot, bridging between global and local error detection.
Predictions are issued on the basis of certain information. If the forecasting mechanisms are correctly specified, a larger amount of available information should lead to better forecasts. For point forecasts, we show how the effect of increasing the information set can be quantified by using strictly consistent scorin…
We give a new consistent scoring function for structure learning of Bayesian networks. In contrast to traditional approaches to score-based structure learning, such as BDeu or MDL, the complexity penalty that we propose is data-dependent and is given by the probability that a conditional independence test correctly sho…
A framework for sensitivity measures using scoring functions.
problem Constructing sensitivity measures for any elicitable functional.
method Score-based sensitivities constructed via consistent scoring functions.
result Demonstrated intuitive and desirable properties of score-based sensitivities.
The paper improves ranking by integrating covariates and sparse intrinsic scores.
problem Ranking items with incomplete preference scores explained by covariates.
method Extends BTL model with covariate information and sparse intrinsic scores, using penalized MLE.
result Developed debiased estimator for penalized MLE with distributional properties.
Method predicts ODX scores for breast cancer patients based on clinical data.
problem Predicting ODX scores for breast cancer patients to aid decision-making.
method Distributional random forest approach using 9 clinico-pathological characteristics.
result Correctly predicted 92% of low risk and 40.2% of high risk patients.
In this work, we addressed the issue of combining linear classifiers using their score functions. The value of the scoring function depends on the distance from the decision boundary. Two score functions have been tested and four different combination strategies were investigated. During the experimental study, the pro…
PAC-Bayes theory improves ICP efficiency and coverage.
problem Inefficient and unreliable uncertainty estimates in deep learning models.
method PAC-Bayes theory to optimize model and score function parameters for efficient and reliable prediction sets.
result Generalization bounds on coverage and efficiency of optimized prediction sets.
We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average K-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as an anomaly…
E-valuator converts verifier scores into reliable decision rules.
problem Ensuring the correctness of agent trajectories based on heuristic scores.
method Sequential hypothesis testing framework for online monitoring of agent trajectories.
result E-valuator provides better false alarm rate control and statistical power than other strategies.
The consultative papers for the Basel II Accord require rating systems to provide a ranking of obligors in the sense that the rating categories indicate the creditworthiness in terms of default probabilities. As a consequence, the default probabilities ought to present a monotonous function of the ordered rating catego…
We propose a non-parametric anomaly detection algorithm for high dimensional data. We first rank scores derived from nearest neighbor graphs on n-point nominal training data. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as…
A new method calibrates forecasts without sacrificing expertise.
problem Forecasters' calibration scores can be manipulated to appear expert.
method Deterministic and stochastic online procedures to calibrate forecasts.
result Calibration can be achieved without losing expertise.