A user-focused verification approach for evaluating probability forecasts of binary outcomes (also known as probabilistic classifiers) is demonstrated that is (i) based on proper scoring rules, (ii) focuses on user decision thresholds, and (iii) provides actionable insights.
Applications
Car-following behavior modeling is critical for understanding traffic flow dynamics and developing high-fidelity microscopic simulation models.
Applications
Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects.
Applications
An essential ingredient of GRF is the covariance function that characterizes the joint Gaussian distribution of the field.
Methodology Numerical Analysis
We introduce a new set of models and adaptive psychometric testing methods for multidimensional psychophysics.
Methodology Neurons and Cognition
Isotonic distributional regression (IDR) is a powerful nonparametric technique for the estimation of conditional distributions under order restrictions.
Methodology Statistics Theory Statistics Theory
We find that black drivers are stopped more often than white drivers relative to their share of the driving-age population, but that Hispanic drivers are stopped less often than whites.
Applications
ruptures is a Python library for offline change point detection.
Computation Mathematical Software
We present on-line algorithms for computing approximations of rank-based statistics that give high accuracy, particularly near the tails of a distribution, with very small sketches.
Sequential Quantile Estimation
Computation
Data Structures and Algorithms
Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data.
Methodology