Author

Y. Chang

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Preprint Sep 2026

Sequential Certification of Threshold Decisions in Rare-Event Risk Prediction

Simulations and a US linked birth/infant-death application illustrate the gap between a model that is merely estimable and one whose decisions are certifiable: the whole-population rule stopped while more than half of referral-relevant profiles remained ambiguous, whereas the decision-targeted rule did not certify by t...

H. Foo, Y. Chang · 0 citations

Preprint Aug 2026

Estimating the Conditional Forecast-Revision Scale in Sequential Models: Local-Smoothing Limits, Matched Models, and Cost--Accuracy Trade-offs

The \emph{conditional forecast-revision scale} $\It=\{\Var(\E[X_{t+1}\mid\F_t]\mid\F_{t-1})\}^{1/2}$ measures the history-specific size of the forecast update induced by observing $X_t$. Because it is a conditional second moment built from two unknown conditional means, it is not directly observed. We study which estim...

H. Foo, Y. Chang · 0 citations