Related papers: A Machine Learning Alternative to P-values

Out-of-distribution (OOD) detection is a well-known challenge due to deep models often producing overconfident. In this paper, we reveal a key insight that trained classifiers tend to rely on sparse parameter contribution patterns, meaning…

Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…

For multivariate data analysis involving only two input matrices, the previously published methods for variable influence on projection (e.g., VIPOPLS or VIPO2PLS) are widely used for variable selection purposes, including (i) variable…

Pedestrians and drivers interact closely in a wide range of environments. Autonomous vehicles (AVs) correspondingly face the need to predict pedestrians' future trajectories in these same environments. Traditional model-based prediction…

Optimal mean shift vector (OMSV)-based importance sampling methods have long been prevalent in yield estimation and optimization as an industry standard. However, most OMSV-based methods are designed heuristically without a rigorous…

Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

In many machine learning problems, understanding variable importance is a central concern. Two common approaches are Permute-and-Predict (PaP), which randomly permutes a feature in a validation set, and Leave-One-Covariate-Out (LOCO), which…

The lack of well-calibrated confidence estimates makes neural networks inadequate in safety-critical domains such as autonomous driving or healthcare. In these settings, having the ability to abstain from making a prediction on…

We characterize and study variable importance (VIMP) and pairwise variable associations in binary regression trees. A key component involves the node mean squared error for a quantity we refer to as a maximal subtree. The theory naturally…

Learning invariant (causal) features for out-of-distribution (OOD) generalization has attracted extensive attention recently, and among the proposals invariant risk minimization (IRM) is a notable solution. In spite of its theoretical…

Offline Reinforcement Learning (RL) aims to learn policies from previously collected datasets without exploring the environment. Directly applying off-policy algorithms to offline RL usually fails due to the extrapolation error caused by…

We present a new robust bootstrap method for a test when there is a nuisance parameter under the alternative, and some parameters are possibly weakly or non-identified. We focus on a Bierens (1990)-type conditional moment test of omitted…

As breakthroughs in deep learning transform key industries, models are increasingly required to extrapolate on datapoints found outside the range of the training set, a challenge we coin as out-of-support (OoS) generalisation. However,…

Conformal prediction is a popular tool for providing valid prediction sets for classification and regression problems, without relying on any distributional assumptions on the data. While the traditional description of conformal prediction…

To address the difficult problem of multi-step ahead prediction of non-parametric autoregressions, we consider a forward bootstrap approach. Employing a local constant estimator, we can analyze a general type of non-parametric time series…

For a machine learning model deployed in real world scenarios, the ability of detecting out-of-distribution (OOD) samples is indispensable and challenging. Most existing OOD detection methods focused on exploring advanced training skills or…

In recent decades, multilevel regression and poststratification (MRP) has surged in popularity for population inference. However, the validity of the estimates can depend on details of the model, and there is currently little research on…

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Out-of-Distribution (OOD) generalization, a cornerstone for building robust machine learning models capable of handling data diverging from the training set's distribution, is an ongoing challenge in deep learning. While significant…

Microbial ecology serves as a foundation for a wide range of scientific and biomedical studies. Rapidly-evolving high-throughput sequencing technology enables the comprehensive search for microbial biomarkers using longitudinal experiments.…