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Related papers: Robust Inference Policies

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This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…

Methodology · Statistics 2018-12-21 Peter Bühlmann

Causal inference, especially in observational studies, relies on untestable assumptions about the true data-generating process. Sensitivity analysis helps us determine how robust our conclusions are when we alter these underlying…

Machine Learning · Computer Science 2026-05-11 Nikita Dhawan , Daniel Shen , Leonardo Cotta , Chris J. Maddison

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

This paper investigates the knowledge of language models from the perspective of Bayesian epistemology. We explore how language models adjust their confidence and responses when presented with evidence with varying levels of informativeness…

Artificial Intelligence · Computer Science 2025-04-29 Minsu Kim , Sangryul Kim , James Thorne

We study the problem of assessing the robustness of counterfactual explanations for deep learning models. We focus on $\textit{plausible model shifts}$ altering model parameters and propose a novel framework to reason about the robustness…

Machine Learning · Computer Science 2024-07-11 Luca Marzari , Francesco Leofante , Ferdinando Cicalese , Alessandro Farinelli

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

We study how to perform tests on samples of pairs of observations and predictions in order to assess whether or not the predictions are prudent. Prudence requires that that the mean of the difference of the observation-prediction pairs can…

Risk Management · Quantitative Finance 2022-10-03 Dirk Tasche

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

Confidence estimates are often "detection-like" - driven by positive evidence in favour of a decision. This empirical observation has been interpreted as showing that human metacognition is limited by biases or heuristics. Here, we show…

Neurons and Cognition · Quantitative Biology 2026-05-11 Wiktoria Kozyra , Kevin O'Neill , Stephen M. Fleming

Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review…

Methodology · Statistics 2023-05-22 David J. Nott , Christopher Drovandi , David T. Frazier

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Statistics Theory · Mathematics 2009-08-25 Ao Yuan

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Bayesian belief networks can be used to represent and to reason about complex systems with uncertain, incomplete and conflicting information. Belief networks are graphs encoding and quantifying probabilistic dependence and conditional…

Artificial Intelligence · Computer Science 2013-03-08 Carlos Rojas-Guzman , Mark A. Kramer

Counterfactual explanations (CFEs) are essential for interpreting black-box models, yet they often become invalid when models are slightly changed. Existing methods for generating robust CFEs are often limited to specific types of models,…

Machine Learning · Computer Science 2026-04-21 Marcin Kostrzewa , Maciej Zięba , Jerzy Stefanowski

This paper investigates a representation language with flexibility inspired by probabilistic logic and compactness inspired by relational Bayesian networks. The goal is to handle propositional and first-order constructs together with…

Artificial Intelligence · Computer Science 2012-07-19 Fabio Gagliardi Cozman , Cassio Polpo de Campos , Jaime Ide , Jose Carlos Ferreira da Rocha

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

Methodology · Statistics 2017-07-11 Simon H. Tindemans , Goran Strbac

In this paper, we develop robust estimators and tests for one-shot device testing under proportional hazards assumption based on divergence measures. Through a detailed Monte Carlo simulation study and a numerical example, the developed…

Applications · Statistics 2020-04-29 N. Balakrishnan , E. Castilla , N. Martin , L. Pardo

We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence." We explore how to interpret uncertain evidence, and by extension the…

Machine Learning · Statistics 2023-01-27 Andreas Munk , Alexander Mead , Frank Wood