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Marco Ferrante

Publications and source records attributed to Marco Ferrante.

14 recordsLinked to original sources
arXiv2022

Response to Moffat's Comment on "Towards Meaningful Statements in IR Evaluation: Mapping Evaluation Measures to Interval Scales"

Moffat recently commented on our previous work. Our work focused on how laying the foundations of our evaluation methodology into the theory of measurement can improve our knowledge and understanding of the evaluation measures we use in IR and how it can shed light on the different types of scales adopted by our evaluation measures; we also provided evidence, through extensive experimentation, on the impact of the different types of scales on the statistical analyses, as well as on the impact of departing from their assumptions. Moreover, we investigated, for the first time in IR, the concept of meaningfulness, i.e. the invariance of the experimental statements and inferences you draw, and proposed it as a way to ensure more valid and generalizabile results. Moffat's comments build on: (i) misconceptions about the representational theory of measurement, such as what an interval scale actually is and what axioms it has to comply with; (ii) they totally miss the central concept of meaningfulness. Therefore, we reply to Moffat's comments by properly framing them in the representational theory of measurement and in the concept of meaningfulness. All in all, we can only reiterate what we said several times: the goal of this research line is to theoretically ground our evaluation methodology - and IR is a field where it is extremely challenging to perform any theoretical advances - in order to aim for more robust and generalizable inferences - something we currently lack in the field. Possibly there are other and better ways to achieve this objective and these proposals could emerge from an open discussion in the field and from the work of others. On the other hand, reducing everything to a contrast on what is (or pretend to be) an interval scale or whether all or none evaluation measures are interval scales may be more a barrier from than a help in progressing towards this goal.

cs.IR↗
arXiv2021

Towards Meaningful Statements in IR Evaluation. Mapping Evaluation Measures to Interval Scales

Recently, it was shown that most popular IR measures are not interval-scaled, implying that decades of experimental IR research used potentially improper methods, which may have produced questionable results. However, it was unclear if and to what extent these findings apply to actual evaluations and this opened a debate in the community with researchers standing on opposite positions about whether this should be considered an issue (or not) and to what extent. In this paper, we first give an introduction to the representational measurement theory explaining why certain operations and significance tests are permissible only with scales of a certain level. For that, we introduce the notion of meaningfulness specifying the conditions under which the truth (or falsity) of a statement is invariant under permissible transformations of a scale. Furthermore, we show how the recall base and the length of the run may make comparison and aggregation across topics problematic. Then we propose a straightforward and powerful approach for turning an evaluation measure into an interval scale, and describe an experimental evaluation of the differences between using the original measures and the interval-scaled ones. For all the regarded measures - namely Precision, Recall, Average Precision, (Normalized) Discounted Cumulative Gain, Rank-Biased Precision and Reciprocal Rank - we observe substantial effects, both on the order of average values and on the outcome of significance tests. For the latter, previously significant differences turn out to be insignificant, while insignificant ones become significant. The effect varies remarkably between the tests considered but overall, on average, we observed a 25% change in the decision about which systems are significantly different and which are not.

cs.IR↗
arXiv2020

A stochastic epidemic model of COVID-19 disease

To model the evolution of diseases with extended latency periods and the presence of asymptomatic patients like COVID-19, we define a simple discrete time stochastic SIR-type epidemic model. We include both latent periods as well as the presence of quarantine areas, to capture the evolutionary dynamics of such diseases.

q-bio.PE↗
arXiv2019

Strong approximations of Brownian sheet by uniform transport processes

Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval. In this paper we extend their results to the multi parameter case. We begin constructing a family of processes, starting from a set of independent standard Poisson processes, that has realizations that converge almost surely to the Brownian sheet, uniformly on the unit square. At the end the extension to the $d$-parameter Wiener processes is presented.

math.PR↗
arXiv2017

Stochastic epidemic SEIRS models with a constant latency period

In this paper we consider the stability of a class of deterministic and stochastic SEIRS epidemic models with delay. Indeed, we assume that the transmission rate could be stochastic and the presence of a latency period of $r$ consecutive days, where $r$ is a fixed positive integer, in the "exposed" individuals class E. Studying the eigenvalues of the linearized system, we obtain conditions for the stability of the free disease equilibrium, in both the cases of the deterministic model with and without delay. In this latter case, we also get conditions for the stability of the coexistence equilibrium. In the stochastic case we are able to derive a concentration result for the random fluctuations and then, using the Lyapunov method, that under suitable assumptions the free disease equilibrium is still stable.

math.PR↗
arXiv2014

No-Free-Lunch Theorems in the continuum

No-Free-Lunch Theorems state, roughly speaking, that the performance of all search algorithms is the same when averaged over all possible objective functions. This fact was precisely formulated for the first time in a now famous paper by Wolpert and Macready, and then subsequently refined and extended by several authors, always in the context of a set of functions with discrete domain and codomain. Recently, Auger and Teytaud have shown that for continuum domains there is typically no No-Free-Lunch theorems. In this paper we provide another approach, which is simpler, requires less assumptions, relates the discrete and continuum cases, and that we believe that clarifies the role of the cardinality and structure of the domain.

math.OC↗
arXiv2012

On the expected number of different records in a random sample

Given a discrete distribution, an interesting problem is to determine the minimum size of a random sample drawn from this distribution, in order to observe a given number of different records. This problem is related with many applied problems, like the Heaps' Law in linguistics and the classical Coupon-collector's problem. In this note we are able to compute theoretically the expected size of such a sample and we provide an approximation strategy in the case of the Mandelbrot distribution.

math.PR↗
arXiv2012

A note on the coupon - collector's problem with multiple arrivals and the random sampling

In this note we evaluate the expected waiting time to complete a collection of coupons, in the case of coupons which arrives in groups of constant size, independently and with unequal probabilities. As an application we will be able to determine the expected number of samples of dimension g that we have to draw independently in order to observe all the types of individuals in a given population.

math.PR↗
arXiv2012

On the geometric ergodicity of nonlinear multivariate time series

In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally degenerate and to present discontinuities. We provide simple and easy to check sufficient conditions for the irreducibility, T-chain regularity and geometric ergodicity of these processes and apply the results to the BEKK-ARCH(1) models with a nonlinear autoregressive term.

math.PR↗
arXiv2006

Linear stochatic differential-algebraic equations with constant coefficients

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.

math.PR↗
arXiv2004

SPDEs with coloured noise: Analytic and stochastic approaches

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are related, deriving path properties of the solution to a parabolic Cauchy problem in evolution form.

math.PR↗