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When faced with distribution shift at test time, deep neural networks often make inaccurate predictions with unreliable uncertainty estimates. While improving the robustness of neural networks is one promising approach to mitigate this…

Machine Learning · Computer Science 2021-09-28 Aurick Zhou , Sergey Levine

In supervised learning, the estimation of prediction error on unlabeled test data is an important task. Existing methods are usually built on the assumption that the training and test data are sampled from the same distribution, which is…

Methodology · Statistics 2022-09-30 Hui Xu , Robert Tibshirani

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Methodology · Statistics 2015-04-23 Werner Brannath , Martin Scharpenberg

The incorporation of unlabeled data in regression and classification analysis is an increasing focus of the applied statistics and machine learning literatures, with a number of recent examples demonstrating the potential for unlabeled data…

Methodology · Statistics 2009-09-29 Feng Liang , Sayan Mukherjee , Mike West

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

Methodology · Statistics 2010-04-27 Jean-Baptiste Aubin , Samuela Leoni-Aubin

Testing the significance of a variable or group of variables $X$ for predicting a response $Y$, given additional covariates $Z$, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test…

Statistics Theory · Mathematics 2024-05-08 Anton Rask Lundborg , Ilmun Kim , Rajen D. Shah , Richard J. Samworth

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

Semi-supervised learning has attracted significant attention due to the proliferation of applications featuring limited labeled data but abundant unlabeled data. In this paper, we examine the statistical inference problem in an…

Methodology · Statistics 2026-03-31 Chao Ying , Siyi Deng , Yang Ning , Jiwei Zhao , Heping Zhang

We show how to estimate a model's test error from unlabeled data, on distributions very different from the training distribution, while assuming only that certain conditional independencies are preserved between train and test. We do not…

Machine Learning · Computer Science 2016-06-17 Jacob Steinhardt , Percy Liang

To calculate the model accuracy on a computer vision task, e.g., object recognition, we usually require a test set composing of test samples and their ground truth labels. Whilst standard usage cases satisfy this requirement, many…

Computer Vision and Pattern Recognition · Computer Science 2021-05-26 Weijian Deng , Liang Zheng

We extend the method of conformal prediction beyond the case relying on labeled calibration data. Replacing the calibration scores by suitable estimates, we identify conformity sets $C$ for classification and regression models that rely on…

Methodology · Statistics 2025-09-15 Jonas Flechsig , Maximilian Pilz

We propose a general framework for the specification testing of continuous treatment effect models. We assume a general residual function, which includes the average and quantile treatment effect models as special cases. The null models are…

Econometrics · Economics 2021-09-06 Wei Huang , Oliver Linton , Zheng Zhang

This article addresses the problem of classification method based on both labeled and unlabeled data, where we assume that a density function for labeled data is different from that for unlabeled data. We propose a semi-supervised logistic…

Machine Learning · Statistics 2014-02-20 Shuichi Kawano

We study the problem of learning fair prediction models for unseen test sets distributed differently from the train set. Stability against changes in data distribution is an important mandate for responsible deployment of models. The domain…

Machine Learning · Computer Science 2021-01-26 Harvineet Singh , Rina Singh , Vishwali Mhasawade , Rumi Chunara

Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…

Methodology · Statistics 2023-12-19 Rong Li , Yichen Qin , Yang Li

Labeling data for modern machine learning is expensive and time-consuming. Latent variable models can be used to infer labels from weaker, easier-to-acquire sources operating on unlabeled data. Such models can also be trained using labeled…

Machine Learning · Computer Science 2021-03-05 Mayee F. Chen , Benjamin Cohen-Wang , Stephen Mussmann , Frederic Sala , Christopher Ré

We consider estimation under model misspecification where there is a model mismatch between the underlying system, which generates the data, and the model used during estimation. We propose a model misspecification framework which enables a…

Signal Processing · Electrical Eng. & Systems 2023-02-22 Martin Hellkvist , Ayça Özçelikkale , Anders Ahlén

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…

Methodology · Statistics 2025-09-01 Beomjo Park , Sivaraman Balakrishnan , Larry Wasserman

A criterion is proposed for testing hypothesis about the nature of the error variance in the dependent variable in linear model, which separates correctly and incorrectly specified models. In the former only measurement errors determine the…

Methodology · Statistics 2019-11-19 Alexander Kukush , Igor Mandel
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