11 papers
Direct and Indirect Discrimination in Generalized Linear Models
Bertille Tierny, Arthur Charpentier, François Hu
Generalized linear models are central to actuarial modelling of binary risk, claim frequency, utilization, and cost-related outcomes. Yet fairness diagnostics often rely on linear-…
Fair regression under localized demographic parity constraints
Arthur Charpentier, Christophe Denis, Romuald Elie +2
Demographic parity (DP) is a widely used group fairness criterion requiring predictive distributions to be invariant across sensitive groups. While natural in classification, full…
Decomposing Probabilistic Scores: Reliability, Information Loss and Uncertainty
Arthur Charpentier, Agathe Fernandes Machado
Calibration is a conditional property that depends on the information retained by a predictor. We develop decomposition identities for arbitrary proper losses that make this depend…
Sequential Transport for Causal Mediation Analysis
Agathe Fernandes Machado, Iryna Voitsitska, Arthur Charpentier +1
We propose sequential transport (ST), a distributional framework for mediation analysis that combines optimal transport (OT) with a mediator directed acyclic graph (DAG). Instead o…
Linear Risk Sharing on Networks
Arthur Charpentier, Philipp Ratz
Over the past decade alternatives to traditional insurance and banking have grown in popularity. The desire to encourage local participation has lead products such as peer-to-peer…
Beyond Shapley Values: Cooperative Games for the Interpretation of Machine Learning Models
Marouane Il Idrissi, Agathe Fernandes Machado, Arthur Charpentier
Cooperative game theory has become a cornerstone of post-hoc interpretability in machine learning, largely through the use of Shapley values. Yet, despite their widespread adoption…