15 citations · 22 across the 8 of their papers we have counts for
8 papers
Threshold Martingales and the Evolution of Forecasts
Dean P. Foster, Robert A. Stine
This paper introduces a martingale that characterizes two properties of evolving forecast distributions. Ideal forecasts of a future event behave as martingales, sequen- tially upd…
Impartial Predictive Modeling and the Use of Proxy Variables
Kory D. Johnson, Dean P. Foster, Robert A. Stine
Fairness aware data mining (FADM) aims to prevent algorithms from discriminating against protected groups. The literature has come to an impasse as to what constitutes explainable…
A Risk Ratio Comparison of and Penalized Regression
Kory D. Johnson, Dongyu Lin, Lyle H. Ungar +2
There has been an explosion of interest in using -regularization in place of -regularization for feature selection. We present theoretical results showing that while $l_1…
Fitting High-Dimensional Interaction Models with Error Control
Kory D. Johnson, Robert A. Stine, Dean P. Foster
There is a renewed interest in polynomial regression in the form of identifying influential interactions between features. In many settings, this takes place in a high-dimensional…
Submodularity in Statistics: Comparing the Success of Model Selection Methods
Kory D. Johnson, Robert A. Stine, Dean P. Foster
We demonstrate the usefulness of submodularity in statistics as a characterization of the difficulty of the \emph{search} problem of feature selection. The search problem is the ab…
Adaptive Monotone Shrinkage for Regression
Zhuang Ma, Dean Foster, Robert Stine
We develop an adaptive monotone shrinkage estimator for regression models with the following characteristics: i) dense coefficients with small but important effects; ii) a priori o…
Spatio-Temporal Low Count Processes with Application to Violent Crime Events
Sivan Aldor-Noiman, Lawrence D. Brown, Emily B. Fox +1
There is significant interest in being able to predict where crimes will happen, for example to aid in the efficient tasking of police and other protective measures. We aim to mode…
Comment: Classifier Technology and the Illusion of Progress
Robert A. Stine
Comment on Classifier Technology and the Illusion of Progress [math.ST/0606441]