All Questions
5 questions
0
votes
0
answers
75
views
Confidence and prediciton intervals for power law fit
I would like to determine confidence intervals and prediction intervals for a noisy dataset that follows a power law distribution.
I have a dataset that (to my eye) follows power law behavior in the ...
2
votes
1
answer
215
views
Bootstrapping (aleatoric and epistemic) risk score uncertainty
I am working on various risk score estimation problems. I assume individual subjects are associated with a true risk
$$r_i = f(x_i; \epsilon_i), \quad 0 \leq r_i \leq 1,$$
where $x_i$ is some ...
- 3,088
5
votes
1
answer
355
views
Risk score uncertainty quantification
I am working on various risk score estimation problems. I assume individual subjects are associated with a true risk
$$ r_i = f(x_i, \varepsilon)$$
where $x_i$ is some available information about the ...
- 3,088
6
votes
1
answer
1k
views
Bootstrap intervals for predictions, how to interpret it?
I want to come up with a way to get how confident I am in my predictions. I am not using a Bayesian model so I was thinking a bootstrap confidence interval would be good:
I would re-sample my ...
- 1,373
13
votes
2
answers
11k
views
Predicting Uncertainty in Random Forest Regression [duplicate]
Scenario: I'm trying to build a random forest regressor to accelerate probing a large phase space. I'm using python/scikit-learn to perform the regression, and I'm able to obtain a model that has a ...
- 131