User Eike P.

16 votes

4 answers

1k views

Priors that do not become irrelevant with large sample sizes

asked Sep 13, 2022 at 11:52

5 votes

1 answer

356 views

Risk score uncertainty quantification

asked May 13, 2022 at 16:05

4 votes

2 answers

390 views

Validating uncertainty quantification

asked Jul 30, 2019 at 12:12

4 votes

1 answer

816 views

Why is importance-weighted empirical risk minimization finite-sample biased?

asked Aug 6, 2020 at 12:22

3 votes

1 answer

259 views

Degrees of freedom for calculating parameter covariance in weighted least squares

asked Jul 26, 2021 at 19:30

3 votes

2 answers

313 views

Is data-likelihood-weighted regression a thing?

asked Jan 31, 2018 at 21:43

3 votes

1 answer

68 views

Deriving conditional independence statements for causal graphs with selection nodes

asked Jan 8 at 18:59

2 votes

1 answer

244 views

Bayesian inference with simple models and many data points: impact of priors and the number of data points

asked Nov 18, 2019 at 17:32

2 votes

0 answers

137 views

What exactly does bootstrapping in the caret R package do?

asked Oct 25, 2021 at 13:42

2 votes

1 answer

215 views

Bootstrapping (aleatoric and epistemic) risk score uncertainty

asked May 28, 2022 at 18:13

2 votes

1 answer

51 views

Statistical terminology for the "difficulty" of an estimation task

asked Dec 5, 2022 at 14:35

2 votes

1 answer

701 views

Is AUROC sample size-unbiased

asked Jan 24, 2023 at 10:13

2 votes

1 answer

149 views

Intuition for why a classifier cannot be well-calibrated and achieve error rate balance across groups

asked Jan 12, 2022 at 14:42

2 votes

1 answer

70 views

Why does MCMC estimate the variance in a logit-normal model incorrectly?

asked Oct 24, 2023 at 16:13

1 vote

1 answer

46 views

How to define & mathematically denote "true individual probability"?

asked May 23, 2023 at 10:08

1 vote

0 answers

169 views

Separating signal from noise: noise models in standard deep learning

asked Jul 6, 2020 at 11:19

0 votes

0 answers

18 views

How can I reduce the impact of frequently occurring samples in regression?

asked Feb 27, 2018 at 22:16

0 votes

0 answers

55 views

State of the art methods for identifying DAG parameters

asked Dec 14, 2021 at 12:21

0 votes

0 answers

126 views

Measure for evaluating a density estimation procedure

asked Aug 20, 2021 at 16:52

0 votes

0 answers

417 views

Comparing AUC-PR between groups with different baselines

asked Jan 1, 2023 at 17:37

0 votes

0 answers

7 views

Drawbacks of stratified test set bootstrapping for metric UQ

asked Nov 15 at 0:06

Stack Exchange Network

21 Questions

Priors that do not become irrelevant with large sample sizes

Risk score uncertainty quantification

Validating uncertainty quantification

Why is importance-weighted empirical risk minimization finite-sample biased?

Degrees of freedom for calculating parameter covariance in weighted least squares

Is data-likelihood-weighted regression a thing?

Deriving conditional independence statements for causal graphs with selection nodes

Bayesian inference with simple models and many data points: impact of priors and the number of data points

What exactly does bootstrapping in the caret R package do?

Bootstrapping (aleatoric and epistemic) risk score uncertainty

Statistical terminology for the "difficulty" of an estimation task

Is AUROC sample size-unbiased

Intuition for why a classifier cannot be well-calibrated and achieve error rate balance across groups

Why does MCMC estimate the variance in a logit-normal model incorrectly?

How to define & mathematically denote "true individual probability"?

Separating signal from noise: noise models in standard deep learning

How can I reduce the impact of frequently occurring samples in regression?

State of the art methods for identifying DAG parameters

Measure for evaluating a density estimation procedure

Comparing AUC-PR between groups with different baselines

Drawbacks of stratified test set bootstrapping for metric UQ