mlsanityData to 7 Oct 2026

Minimising quantifier variance under prior probability shift

arXiv 2107.08209 ↗First posted 17 Jul 2021stat.ML cs.LG math.STcited by 4

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Abstract (arXiv)

For the binary prevalence quantification problem under prior probability shift, we determine the asymptotic variance of the maximum likelihood estimator. We find that it is a function of the Brier score for the regression of the class label on the features under the test data set distribution. This observation suggests that optimising the accuracy of a base classifier, as measured by the Brier score, on the training data set helps to reduce the variance of the related quantifier on the test data set. Therefore, we also point out training criteria for the base classifier that imply optimisation of both of the Brier scores on the training and the test data sets.

Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 7 of its 31 references that are in the map. First posted on arXiv 17 Jul 2021.

Builds on

7 of 31 references.

References · 7

  1. 2018Detecting and Correcting for Label Shift with Black Box Predictorscited by 364
  2. 2020A Unified View of Label Shift Estimationcited by 119
  3. 2017Fisher consistency for prior probability shiftcited by 20
  4. 2018Quantification under prior probability shift: the ratio estimator and its extensionscited by 15
  5. 2021QuaPy: A Python-Based Framework for Quantificationcited by 14
  6. 2021Calibrating sufficientlycited by 10
  7. 2019Confidence intervals for class prevalences under prior probability shiftcited by 5

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Citing papers per year: 2022: 1; 2023: 1; 2024: 1; 2025: 1.

4 papers.