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math.ST2025
Conditional Forecasts and Proper Scoring Rules for Reliable and Accurate Performative Predictions
Philip Boeken, Onno Zoeter, Joris M. Mooij
Performative predictions are forecasts which influence the outcomes they aim to predict, undermining the existence of correct forecasts and standard methods of elicitation and esti…
math.ST2023
Correcting for Selection Bias and Missing Response in Regression using Privileged Information
Philip Boeken, Noud de Kroon, Mathijs de Jong +2
When estimating a regression model, we might have data where some labels are missing, or our data might be biased by a selection mechanism. When the response or selection mechanism…