Related papers: Post hoc false positive control for spatially stru…
An important problem in statistics is the construction of confidence regions for unknown parameters. In most cases, asymptotic distribution theory is used to construct confidence regions, so any coverage probability claims only hold…
We propose a new method to approximate the posterior distribution of probabilistic programs by means of computing guaranteed bounds. The starting point of our work is an interval-based trace semantics for a recursive, higher-order…
Despite extensive research on neural network calibration, existing methods typically apply global transformations that treat all predictions uniformly, overlooking the heterogeneous reliability of individual predictions. Furthermore, the…
Our confidence set quantifies the statistical uncertainty from data-driven group assignments in grouped panel models. It covers the true group memberships jointly for all units with pre-specified probability and is constructed by inverting…
In multiple hypotheses testing it has become widely popular to make inference on the true discovery proportion (TDP) of a set $\mathcal{M}$ of null hypotheses. This approach is useful for several application fields, such as neuroimaging and…
Finding a better feasible solution in a shorter time is an integral part of solving Mixed Integer Programs. We present a post-hoc method based on Neural Diving to build heuristics more flexibly. We hypothesize that variables with higher…
In high dimensional settings where a small number of regressors are expected to be important, the Lasso estimator can be used to obtain a sparse solution vector with the expectation that most of the non-zero coefficients are associated with…
Construction of valid statistical inference for estimators based on data-driven selection has received a lot of attention in the recent times. Berk et al. (2013) is possibly the first work to provide valid inference for Gaussian…
The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…
We are motivated by the problem of performing failure prediction for safety-critical robotic systems with high-dimensional sensor observations (e.g., vision). Given access to a black-box control policy (e.g., in the form of a neural…
The paper studies a problem of constructing simultaneous likelihood-based confidence sets. We consider a simultaneous multiplier bootstrap procedure for estimating the quantiles of the joint distribution of the likelihood ratio statistics,…
In a sparse stochastic block model with two communities of unequal sizes we derive two posterior concentration inequalities, that imply (1) posterior (almost-)exact recovery of the community structure under sparsity bounds comparable to…
In the context of selective inference, confidence envelopes for the false discoveries allow the user to select any subset of null hypotheses while having a statistical guarantee on the number of false discoveries in the selected set. Many…
The goal of confidence-set learning in the binary classification setting is to construct two sets, each with a specific probability guarantee to cover a class. An observation outside the overlap of the two sets is deemed to be from one of…
This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and…
Code language models are increasingly adopted for both understanding and generative tasks. Despite their success, these models frequently produce overconfident incorrect predictions and underconfident correct predictions, undermining their…
In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of…
We suggest general methods to construct asymptotically uniformly valid confidence intervals post-model-selection. The constructions are based on principles recently proposed by Berk et al. (2013). In particular the candidate models used can…
Practical or scientific considerations often lead to selecting a subset of parameters as ``important.'' Inferences about those parameters often are based on the same data used to select them in the first place. That can make the reported…
Investigators often use the data to generate interesting hypotheses and then perform inference for the generated hypotheses. P-values and confidence intervals must account for this explorative data analysis. A fruitful method for doing so…