Related papers: Experimentally Comparing Uncertain Inference Syste…
The problem of testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compared to help gain understanding as to the effect of test…
Fisher's likelihood is widely used for statistical inference for fixed unknowns. This paper aims to extend two important likelihood-based methods, namely the maximum likelihood procedure for point estimation and the confidence procedure for…
The transductive inference is an effective technique in the few-shot learning task, where query sets update prototypes to improve themselves. However, these methods optimize the model by considering only the classification scores of the…
Clinical dataset labels are rarely certain as annotators disagree and confidence is not uniform across cases. Typical aggregation procedures, such as majority voting, obscure this variability. In simple experiments on medical imaging…
Recent advances in uncertainty quantification increasingly emphasise the distinction between aleatory and epistemic uncertainty in machine learning, motivating the need for more unified frameworks. However, despite much progress in…
The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…
Starting from considerations about meaning and subsequent use of asymmetric uncertainty intervals of experimental results, we review the issue of uncertainty propagation. We show that, using a probabilistic approach (the so-called Bayesian…
We construct uncertainty intervals for weak Poisson signals in the presence of background. We consider the case where a primary experiment yields a realization of the signal plus background, and a second experiment yields a realization of…
This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…
We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…
When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…
Tsetlin Machines (TMs) have emerged as a compelling alternative to conventional deep learning methods, offering notable advantages such as smaller memory footprint, faster inference, fault-tolerant properties, and interpretability. Although…
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…
This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…
Uncertainty around multimodel ensemble forecasts of changes in future climate reduces the accuracy of those forecasts. For very uncertain forecasts this effect may mean that the forecasts should not be used. We investigate the use of the…
Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…
Modern computer systems are highly configurable, with the total variability space sometimes larger than the number of atoms in the universe. Understanding and reasoning about the performance behavior of highly configurable systems, over a…
We present two different strategies to extend the classical multi-label chaining approach to handle imprecise probability estimates. These estimates use convex sets of distributions (or credal sets) in order to describe our uncertainty…
We consider two conceptually different approaches for assessing the reliability of the individual predictions of a classifier: Robustness Quantification (RQ) and Uncertainty Quantification (UQ). We compare both approaches on a number of…
The inferential model (IM) framework produces data-dependent, non-additive degrees of belief about the unknown parameter that are provably valid. The validity property guarantees, among other things, that inference procedures derived from…