4 papers
Sequential Certification of Threshold Decisions in Rare-Event Risk Prediction
Hui-Mean Foo, Yuan-chin Ivan Chang
Rare clinical outcomes pose a difficulty deeper than ordinary class imbalance: a penalized logistic model can return finite, stable-looking coefficients before the data support a r…
Estimating the Conditional Forecast-Revision Scale in Sequential Models: Local-Smoothing Limits, Matched Models, and Cost--Accuracy Trade-offs
Hui-Mean Foo, Yuan-chin Ivan Chang
The \emph{conditional forecast-revision scale} $\It=\{\Var(\E[X_{t+1}\mid\F_t]\mid\F_{t-1})\}^{1/2}$ measures the history-specific size of the forecast update induced by observing…
Coupling Precipitation Forecasting and Early Warning with Reverse-Martingale Recurrent Neural Networks
Hui-Mean Foo, Yuan-chin Ivan Chang
Precipitation forecasts are judged by accuracy, but the decisions they support -- when to restrict water, when to warn of drought -- turn on noticing when a local regime is becomin…
Optimal Stopping in Sequential Clinical Prediction
Hui-Mean Foo, Yuan-chin Ivan Chang
Most clinical prediction studies are developed from retrospective cohorts and reported as if all patient information were observed at once. In practice, clinicians face a more cons…