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Actuaries use predictive modeling techniques to assess the loss cost on a contract as a function of observable risk characteristics. State-of-the-art statistical and machine learning methods are not well equipped to handle hierarchically structured risk factors with a large number of levels. In this paper, we demonstrate the data-driven construction of an insurance pricing model when hierarchically structured risk factors, contract-specific as well as externally collected risk factors are available. We examine the pricing of a workers' compensation insurance product with a hierarchical credibility model (Jewell, 1975), Ohlsson's combination of a generalized linear and a hierarchical credibility model (Ohlsson, 2008) and mixed models. We compare the predictive performance of these models and evaluate the effect of the distributional assumption on the target variable by comparing linear mixed models with Tweedie generalized linear mixed models. For our case-study the Tweedie distribution is well suited to model and predict the loss cost on a contract. Moreover, incorporating contract-specific risk factors in the model improves the predictive performance and the risk differentiation in our workers' compensation insurance portfolio.

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ACM/IEEE第23屆模型驅動工程語言和系統國際會議,是模型驅動軟件和系統工程的首要會議系列,由ACM-SIGSOFT和IEEE-TCSE支持組織。自1998年以來,模型涵蓋了建模的各個方面,從語言和方法到工具和應用程序。模特的參加者來自不同的背景,包括研究人員、學者、工程師和工業專業人士。MODELS 2019是一個論壇,參與者可以圍繞建模和模型驅動的軟件和系統交流前沿研究成果和創新實踐經驗。今年的版本將為建模社區提供進一步推進建模基礎的機會,并在網絡物理系統、嵌入式系統、社會技術系統、云計算、大數據、機器學習、安全、開源等新興領域提出建模的創新應用以及可持續性。 官網鏈接: · 控制器 · 情景 · GROUP · 頻率主義學派 ·
2023 年 2 月 14 日

Pressure for higher productivity and faster delivery is increasingly pervading software organizations. This can lead software engineers to act like chess players playing a gambit -- making sacrifices of their technically sound estimates, thus submitting their teams to time pressure. In turn, time pressure can have varied detrimental effects, such as poor product quality and emotional distress, decreasing productivity, which leads to more time pressure and delays: a hard-to-stop vicious cycle. This reveals a need for moving on from the more passive strategy of yielding to pressure to a more active one of defending software estimates. Therefore, we propose an approach to support software estimators in acquiring knowledge on how to carry out such defense, by introducing negotiation principles encapsulated in a set of defense lenses, presented through a digital simulation. We evaluated the proposed approach through a controlled experiment with software practitioners from different companies. We collected data on participants' attitudes, subjective norms, perceived behavioral control, and intentions to perform the defense of their estimates in light of the Theory of Planned Behavior. We employed a frequentist and a bayesian approach to data analysis. Results show improved scores among experimental group participants after engaging with the digital simulation and learning about the lenses. They were also more inclined to choose a defense action when facing pressure scenarios than a control group exposed to questions to reflect on the reasons and outcomes of pressure over estimates. Qualitative evidence reveals that practitioners perceived the set of lenses as useful in their current work environments. Collectively, these results show the effectiveness of the proposed approach and its perceived relevance for the industry, despite the low amount of time required to engage with it.

A growing literature on human-AI decision-making investigates strategies for combining human judgment with statistical models to improve decision-making. Research in this area often evaluates proposed improvements to models, interfaces, or workflows by demonstrating improved predictive performance on "ground truth" labels. However, this practice overlooks a key difference between human judgments and model predictions. Whereas humans reason about broader phenomena of interest in a decision - including latent constructs that are not directly observable, such as disease status, the "toxicity" of online comments, or future "job performance" - predictive models target proxy labels that are readily available in existing datasets. Predictive models' reliance on simplistic proxies makes them vulnerable to various sources of statistical bias. In this paper, we identify five sources of target variable bias that can impact the validity of proxy labels in human-AI decision-making tasks. We develop a causal framework to disentangle the relationship between each bias and clarify which are of concern in specific human-AI decision-making tasks. We demonstrate how our framework can be used to articulate implicit assumptions made in prior modeling work, and we recommend evaluation strategies for verifying whether these assumptions hold in practice. We then leverage our framework to re-examine the designs of prior human subjects experiments that investigate human-AI decision-making, finding that only a small fraction of studies examine factors related to target variable bias. We conclude by discussing opportunities to better address target variable bias in future research.

This paper presents a new method for reconstructing regions of interest (ROI) from a limited number of computed tomography (CT) measurements. Classical model-based iterative reconstruction methods lead to images with predictable features. Still, they often suffer from tedious parameterization and slow convergence. On the contrary, deep learning methods are fast, and they can reach high reconstruction quality by leveraging information from large datasets, but they lack interpretability. At the crossroads of both methods, deep unfolding networks have been recently proposed. Their design includes the physics of the imaging system and the steps of an iterative optimization algorithm. Motivated by the success of these networks for various applications, we introduce an unfolding neural network called U-RDBFB designed for ROI CT reconstruction from limited data. Few-view truncated data are effectively handled thanks to a robust non-convex data fidelity term combined with a sparsity-inducing regularization function. We unfold the Dual Block coordinate Forward-Backward (DBFB) algorithm, embedded in an iterative reweighted scheme, allowing the learning of key parameters in a supervised manner. Our experiments show an improvement over several state-of-the-art methods, including a model-based iterative scheme, a multi-scale deep learning architecture, and deep unfolding methods.

We develop a novel full-Bayesian approach for multiple correlated precision matrices, called multiple Graphical Horseshoe (mGHS). The proposed approach relies on a novel multivariate shrinkage prior based on the Horseshoe prior that borrows strength and shares sparsity patterns across groups, improving posterior edge selection when the precision matrices are similar. On the other hand, there is no loss of performance when the groups are independent. Moreover, mGHS provides a similarity matrix estimate, useful for understanding network similarities across groups. We implement an efficient Metropolis-within-Gibbs for posterior inference; specifically, local variance parameters are updated via a novel and efficient modified rejection sampling algorithm that samples from a three-parameter Gamma distribution. The method scales well with respect to the number of variables and provides one of the fastest full-Bayesian approaches for the estimation of multiple precision matrices. Finally, edge selection is performed with a novel approach based on model cuts. We empirically demonstrate that mGHS outperforms competing approaches through both simulation studies and an application to a bike-sharing dataset.

A long-standing challenge for search and conversational assistants is query intention detection in ambiguous queries. Asking clarifying questions in conversational search has been widely studied and considered an effective solution to resolve query ambiguity. Existing work have explored various approaches for clarifying question ranking and generation. However, due to the lack of real conversational search data, they have to use artificial datasets for training, which limits their generalizability to real-world search scenarios. As a result, the industry has shown reluctance to implement them in reality, further suspending the availability of real conversational search interaction data. The above dilemma can be formulated as a cold start problem of clarifying question generation and conversational search in general. Furthermore, even if we do have large-scale conversational logs, it is not realistic to gather training data that can comprehensively cover all possible queries and topics in open-domain search scenarios. The risk of fitting bias when training a clarifying question retrieval/generation model on incomprehensive dataset is thus another important challenge. In this work, we innovatively explore generating clarifying questions in a zero-shot setting to overcome the cold start problem and we propose a constrained clarifying question generation system which uses both question templates and query facets to guide the effective and precise question generation. The experiment results show that our method outperforms existing state-of-the-art zero-shot baselines by a large margin. Human annotations to our model outputs also indicate our method generates 25.2\% more natural questions, 18.1\% more useful questions, 6.1\% less unnatural and 4\% less useless questions.

The Fr\'{e}chet distance is one of the most studied distance measures between curves $P$ and $Q$. The data structure variant of the problem is a longstanding open problem: Efficiently preprocess $P$, so that for any $Q$ given at query time, one can efficiently approximate their Fr\'{e}chet distance. There exist conditional lower bounds that prohibit $(1 + \varepsilon)$-approximate Fr\'{e}chet distance computations in subquadratic time, even when preprocessing $P$ using any polynomial amount of time and space. As a consequence, the problem has been studied under various restrictions: restricting $Q$ to be a (horizontal) segment, or requiring $P$ and $Q$ to be so-called \emph{realistic} input curves. We give a data structure for $(1+\varepsilon)$-approximate discrete Fr\'{e}chet distance in any metric space $\mathcal{X}$ between a realistic input curve $P$ and any query curve $Q$. After preprocessing the input curve $P$ (of length $|P|=n$) in $O(n \log n)$ time, we may answer queries specifying a query curve $Q$ and an $\varepsilon$, and output a value $d(P,Q)$ which is at most a $(1+\varepsilon)$-factor away from the true Fr\'{e}chet distance between $Q$ and $P$. Our query time is asymptotically linear in $|Q|=m$, $\frac{1}{\varepsilon}$, $\log n$, and the realism parameter $c$ or $\kappa$. Our data structure is the first to: adapt to the approximation parameter $\varepsilon$ at query time, handle query curves with arbitrarily many vertices, work for any ambient space of the curves, or be dynamic. The method presented in this paper simplifies and generalizes previous contributions to the static problem variant. We obtain efficient queries (and therefore static algorithms) for Fr\'{e}chet distance computation in high-dimensional spaces and other ambient metric spaces.

Conversational Question Answering (ConvQA) models aim at answering a question with its relevant paragraph and previous question-answer pairs that occurred during conversation multiple times. To apply such models to a real-world scenario, some existing work uses predicted answers, instead of unavailable ground-truth answers, as the conversation history for inference. However, since these models usually predict wrong answers, using all the predictions without filtering significantly hampers the model performance. To address this problem, we propose to filter out inaccurate answers in the conversation history based on their estimated confidences and uncertainties from the ConvQA model, without making any architectural changes. Moreover, to make the confidence and uncertainty values more reliable, we propose to further calibrate them, thereby smoothing the model predictions. We validate our models, Answer Selection-based realistic Conversation Question Answering, on two standard ConvQA datasets, and the results show that our models significantly outperform relevant baselines. Code is available at: //github.com/starsuzi/AS-ConvQA.

When estimating a Global Average Treatment Effect (GATE) under network interference, units can have widely different relationships to the treatment depending on a combination of the structure of their network neighborhood, the structure of the interference mechanism, and how the treatment was distributed in their neighborhood. In this work, we introduce a sequential procedure to generate and select graph- and treatment-based covariates for GATE estimation under regression adjustment. We show that it is possible to simultaneously achieve low bias and considerably reduce variance with such a procedure. To tackle inferential complications caused by our feature generation and selection process, we introduce a way to construct confidence intervals based on a block bootstrap. We illustrate that our selection procedure and subsequent estimator can achieve good performance in terms of root mean squared error in several semi-synthetic experiments with Bernoulli designs, comparing favorably to an oracle estimator that takes advantage of regression adjustments for the known underlying interference structure. We apply our method to a real world experimental dataset with strong evidence of interference and demonstrate that it can estimate the GATE reasonably well without knowing the interference process a priori.

In this work, we present a deterministic algorithm for computing the entire weight distribution of polar codes. As the first step, we derive an efficient recursive procedure to compute the weight distribution that arises in successive cancellation decoding of polar codes along any decoding path. This solves the open problem recently posed by Polyanskaya, Davletshin, and Polyanskii. Using this recursive procedure, at code length n, we can compute the weight distribution of any polar cosets in time O(n^2). We show that any polar code can be represented as a disjoint union of such polar cosets; moreover, this representation extends to polar codes with dynamically frozen bits. However, the number of polar cosets in such representation scales exponentially with a parameter introduced herein, which we call the mixing factor. To upper bound the complexity of our algorithm for polar codes being decreasing monomial codes, we study the range of their mixing factors. We prove that among all decreasing monomial codes with rates at most 1/2, self-dual Reed-Muller codes have the largest mixing factors. To further reduce the complexity of our algorithm, we make use of the fact that, as decreasing monomial codes, polar codes have a large automorphism group. That automorphism group includes the block lower-triangular affine group (BLTA), which in turn contains the lower-triangular affine group (LTA). We prove that a subgroup of LTA acts transitively on certain subsets of decreasing monomial codes, thereby drastically reducing the number of polar cosets that we need to evaluate. This complexity reduction makes it possible to compute the weight distribution of polar codes at length n = 128.

Given an observational study with $n$ independent but heterogeneous units, our goal is to learn the counterfactual distribution for each unit using only one $p$-dimensional sample per unit containing covariates, interventions, and outcomes. Specifically, we allow for unobserved confounding that introduces statistical biases between interventions and outcomes as well as exacerbates the heterogeneity across units. Modeling the underlying joint distribution as an exponential family, we reduce learning the unit-level counterfactual distributions to learning $n$ exponential family distributions with heterogeneous parameters and only one sample per distribution. We introduce a convex objective that pools all $n$ samples to jointly learn all $n$ parameter vectors, and provide a unit-wise mean squared error bound that scales linearly with the metric entropy of the parameter space. For example, when the parameters are $s$-sparse linear combination of $k$ known vectors, the error is $O(s\log k/p)$. En route, we derive sufficient conditions for compactly supported distributions to satisfy the logarithmic Sobolev inequality. As an application of the framework, our results enable consistent imputation of sparsely missing covariates.

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