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Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

The CompModels package for R provides a suite of computer model test functions that can be used for computer model prediction/emulation, uncertainty quantification, and calibration, but in particular, the sequential optimization of computer…

Computation · Statistics 2021-01-08 Tony Pourmohamad

We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise…

Machine Learning · Statistics 2017-06-06 Han Liu , Lie Wang , Tuo Zhao

Motivation: Model selection is a ubiquitous challenge in statistics. For penalized models, model selection typically entails tuning hyperparameters to maximize a measure of fit or minimize out-of-sample prediction error. However, these…

Methodology · Statistics 2025-05-29 Priyam Das , Sarah Robinson , Christine B. Peterson

CVXR is an R package that provides an object-oriented modeling language for convex optimization, similar to CVX, CVXPY, YALMIP, and Convex.jl. It allows the user to formulate convex optimization problems in a natural mathematical syntax…

Computation · Statistics 2021-01-01 Anqi Fu , Balasubramanian Narasimhan , Stephen Boyd

Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…

Statistics Theory · Mathematics 2022-11-24 Shurui Lv , Yan Wang , Jun Yu

This document describes the R package UBL that allows the use of several methods for handling utility-based learning problems. Classification and regression problems that assume non-uniform costs and/or benefits pose serious challenges to…

Mathematical Software · Computer Science 2016-07-14 Paula Branco , Rita P. Ribeiro , Luis Torgo

Chemical multisensor devices need calibration algorithms to estimate gas concentrations. Their possible adoption as indicative air quality measurements devices poses new challenges due to the need to operate in continuous monitoring modes…

Artificial Intelligence · Computer Science 2020-02-14 S. De Vito , E. Esposito , M. Salvato , O. Popoola , F. Formisano , R. Jones , G. Di Francia

For an autonomous vehicle, the ability to sense its surroundings and to build an overall representation of the environment by fusing different sensor data streams is fundamental. To this end, the poses of all sensors need to be accurately…

Robotics · Computer Science 2022-11-07 Brahayam Ponton , Magda Ferri , Lars Koenig , Marcus Bartels

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

Key science questions, such as galaxy distance estimation and weather forecasting, often require knowing the full predictive distribution of a target variable $y$ given complex inputs $\mathbf{x}$. Despite recent advances in machine…

Machine Learning · Statistics 2025-10-22 Biprateep Dey , David Zhao , Brett H. Andrews , Jeffrey A. Newman , Rafael Izbicki , Ann B. Lee

Robots often rely on RGB images for tasks like manipulation and navigation. However, reliable interaction typically requires a 3D scene representation that is metric-scaled and aligned with the robot reference frame. This depends on…

Robotics · Computer Science 2025-09-11 Davide Allegro , Matteo Terreran , Stefano Ghidoni

Collaborative robotic industrial cells are workspaces where robots collaborate with human operators. In this context, safety is paramount, and for that a complete perception of the space where the collaborative robot is inserted is…

Robotics · Computer Science 2022-10-20 Daniela Rato , Miguel Oliveira , Vítor Santos , Manuel Gomes , Angel Sappa

Safety-critical prediction systems, such as autonomous vehicles, weather forecasters, and medical monitors, commonly rely on probabilistic forecasters. These forecasters make predictions about possible future outcomes, and their quality and…

Methodology · Statistics 2026-04-30 Romeo Valentin

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Algorithms that create recommendations based on observed data have significant commercial value for online retailers and many other industries. Recommender systems have a significant research community, and studying such systems is part of…

Information Retrieval · Computer Science 2022-05-26 Michael Hahsler

The matched case-control design, up until recently mostly pertinent to epidemiological studies, is becoming customary in biomedical applications as well. For instance, in omics studies, it is quite common to compare cancer and healthy…

Methodology · Statistics 2024-02-05 Vera Djordjilović , Erica Ponzi , Therese Haugdahl Nøst , Magne Thoresen

Cross-fitting is a key ingredient in many semiparametric estimation procedures, such as double/debiased machine learning (DML), enabling valid estimation of low-dimensional targets in the presence of high-dimensional nuisance functions by…

Computation · Statistics 2026-05-18 Etienne Peyrot , François Petit

Machine learning algorithms such as random forests or xgboost are gaining more importance and are increasingly incorporated into production processes in order to enable comprehensive digitization and, if possible, automation of processes.…

Machine Learning · Computer Science 2021-07-20 Eva Bartz , Martin Zaefferer , Olaf Mersmann , Thomas Bartz-Beielstein

Ensemble forecasts are commonly used to support decision-making and policy planning across various fields because they often offer improved accuracy and stability compared to individual models. As each model has its own unique…

Computation · Statistics 2026-05-29 Minsu Kim , Li Shandross , Evan L. Ray , Nicholas G. Reich