Related papers: A Distribution Adaptive Framework for Prediction I…
Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…
The conditional mean is a fundamental and important quantity whose applications include the theories of estimation and rate-distortion. It is also notoriously difficult to work with. This paper establishes novel bounds on the differential…
Accurate uncertainty quantification is necessary to enhance the reliability of deep learning models in real-world applications. In the case of regression tasks, prediction intervals (PIs) should be provided along with the deterministic…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
We propose a general framework for optimizing noise schedules in diffusion models, applicable to both training and sampling. Our method enforces a constant rate of change in the probability distribution of diffused data throughout the…
Marginalising out uncertain quantities within the internal representations or parameters of neural networks is of central importance for a wide range of learning techniques, such as empirical, variational or full Bayesian methods. We set…
We study a discrete denoising diffusion framework that integrates a sample-efficient estimator of single-site conditionals with round-robin noising and denoising dynamics for generative modeling over discrete state spaces. Rather than…
Diffusion models have garnered significant attention since they can effectively learn complex multivariate Gaussian distributions, resulting in diverse, high-quality outcomes. They introduce Gaussian noise into training data and reconstruct…
Prediction intervals are commonly used in meta-analysis with random-effects models. One widely used method, the Higgins-Thompson-Spiegelhalter prediction interval, replaces the heterogeneity parameter with its point estimate, but its…
Bootstrap smoothed (bagged) estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. Efron, 2014, derived a widely applicable formula for a delta method approximation to the standard…
Data plays a pivotal role in the groundbreaking advancements in artificial intelligence. The quantitative analysis of data significantly contributes to model training, enhancing both the efficiency and quality of data utilization. However,…
Instance-dependent label noise is realistic but rather challenging, where the label-corruption process depends on instances directly. It causes a severe distribution shift between the distributions of training and test data, which impairs…
In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…
The goal of this paper is to develop a practical and general-purpose approach to construct confidence intervals for differentially private parametric estimation. We find that the parametric bootstrap is a simple and effective solution. It…
This paper introduces an interval state estimation method for discrete-time bounded Jacobian nonlinear systems allying Luenberger-like observer with zonotope set computation. First, a robust observer is designed to obtain bounded-error and…
Split sample methods have recently been put forward as a way to reduce the coverage oscillations that haunt confidence intervals for parameters of lattice distributions, such as the binomial and Poisson distributions. We study split sample…
Uncertainty quantification is an important prerequisite for the deployment of deep learning models in safety-critical areas. Yet, this hinges on the uncertainty estimates being useful to the extent the prediction intervals are…
Diffusion Probabilistic Models (DPMs) are powerful generative models that have achieved unparalleled success in a number of generative tasks. In this work, we aim to build inductive biases into the training and sampling of diffusion models…
Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources…