Computer-implemented method and system for testing a model
Assignee
MASTERCARD INTERNATIONAL INCORPORATED
Inventors
James Conway, Quentin Bragard
Abstract
A computer-implemented method for testing a model indicating a parametric relationship between a plurality of channels of multivariate data, the method comprising: obtaining a real dataset of observed multivariate data comprising the plurality of channels; generating a control dataset of multivariate data comprising the plurality of channels, the control dataset being generated based on the model; for each of a plurality of sample subsets from the real dataset and the control dataset, calculating a p-value for the model; and determining whether (1) a distribution difference characteristic of a distribution of the obtained p-values for sample subsets of the real dataset and a distribution of the obtained p-values for sample subsets of the control dataset falls within a second predetermined significance range, and, if condition (1) is met, determining that the model is accurate.
CPC Classifications
Filing Date
2021-07-15
Application No.
18042968
Claims
12