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We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existing methods such as conformal prediction offer marginal…

Statistics Theory · Mathematics 2020-04-16 Rina Foygel Barber , Emmanuel J. Candès , Aaditya Ramdas , Ryan J. Tibshirani

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference.…

Machine Learning · Computer Science 2020-10-08 Oleg Arenz , Mingjun Zhong , Gerhard Neumann

We consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact conditional coverage universally in finite samples. Thus, most…

Methodology · Statistics 2024-09-18 Isaac Gibbs , John J. Cherian , Emmanuel J. Candès

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

Optimization and Control · Mathematics 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

This article establishes sharp inverse and saturation statements for kernel-based approximation using finitely smooth Sobolev kernels on bounded Lipschitz regions. The analysis focuses on the superconvergence regime, for which direct…

Numerical Analysis · Mathematics 2026-01-06 Tizian Wenzel

We consider stochastic gradient estimation using only black-box function evaluations, where the function argument lies within a probability simplex. This problem is motivated from gradient-descent optimization procedures in multiple…

Optimization and Control · Mathematics 2021-05-20 Henry Lam , Junhui Zhang

We establish theoretical guarantees for the expected prediction error of the exponential weighting aggregate in the case of multivariate regression that is when the label vector is multidimensional. We consider the regression model with…

Statistics Theory · Mathematics 2018-06-26 Arnak S. Dalalyan

Recent advances in coreset methods have shown that a selection of representative datapoints can replace massive volumes of data for Bayesian inference, preserving the relevant statistical information and significantly accelerating…

Machine Learning · Statistics 2023-01-18 Dionysis Manousakas , Hippolyt Ritter , Theofanis Karaletsos

There is a rich and growing literature on producing local contrastive/counterfactual explanations for black-box models (e.g. neural networks). In these methods, for an input, an explanation is in the form of a contrast point differing in…

Machine Learning · Computer Science 2020-10-30 Tejaswini Pedapati , Avinash Balakrishnan , Karthikeyan Shanmugam , Amit Dhurandhar

We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised…

Machine Learning · Statistics 2015-02-09 Saurabh Paul , Malik Magdon-Ismail , Petros Drineas

Inference is typically intractable in high-treewidth undirected graphical models, making maximum likelihood learning a challenge. One way to overcome this is to restrict parameters to a tractable set, most typically the set of…

Machine Learning · Computer Science 2015-11-02 Justin Domke

In this paper we propose a method for the optimal allocation of observations between an intrinsically explainable glass box model and a black box model. An optimal allocation being defined as one which, for any given explainability level…

Machine Learning · Statistics 2026-02-23 Vincent Pisztora , Jia Li

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

Statistics Theory · Mathematics 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira

We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…

Data Structures and Algorithms · Computer Science 2019-07-17 Khaled Elbassioni

Large Language Models (LLMs) have shown remarkable progress in multiple-choice question answering (MCQA), but their inherent unreliability, such as hallucination and overconfidence, limits their application in high-risk domains. To address…

Computation and Language · Computer Science 2025-08-08 Guang Yang , Xinyang Liu

Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing…

Machine Learning · Computer Science 2023-09-12 Jed A. Duersch

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Machine Learning · Statistics 2026-03-31 Jinlin Lai , Antonio Linero , Yuling Yao

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

Model attribution is a popular tool to explain the rationales behind model predictions. However, recent work suggests that the attributions are vulnerable to minute perturbations, which can be added to input samples to fool the attributions…

Machine Learning · Computer Science 2024-05-13 Fan Wang , Adams Wai-Kin Kong

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami
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