[ABE-L] Probability Webinar - UFRJ - 13/07

[Maria Eulalia Vares]

*Probability Webinar - UFRJ *



Dear colleagues,

Our next online seminar will be held next Monday, July 13, from *3 p.m. to
4 p.m*. (Rio de Janeiro local time)

The GoogleMeet link for the seminars is:
https://meet.google.com/nxh-optr-wtq

Speaker: *Rafael Izbicki (UFSCar)*

Title: Quantification under prior probability shift: the ratio estimator
and its extensions



Abstract: The quantification problem consists of determining the prevalence
of a given label in a target population using labels from a sample from the
training population. A common assumption in this situation is that of prior
probability shift, that is, once the labels are known, the distribution of
the features is the same in the training and target populations. In this
paper, we derive a new lower bound for the risk of the quantification
problem under the prior shift assumption. Complementing this lower bound,
we present a new approximately minimax class of estimators, ratio
estimators, which generalize several previous proposals in the literature.
Using a weaker version of the prior shift assumption, which can be tested,
we show that ratio estimators can be used to build confidence intervals for
the quantification problem. We also extend the ratio estimator so that it
can:(i) incorporate labels from the target population, when they are
available and (ii) estimate how the prevalence of positive labels varies
according to a function of certain covariates.



Thanks for circulating this information.

Sincerely,

Organizers: Guilherme Ost and Maria Eulalia Vares

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