Related papers: Parameter uncertainties in weighted unbinned maxim…
Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…
In many macroeconomic applications, confidence intervals for impulse responses are constructed by estimating VAR models in levels - ignoring cointegration rank uncertainty. We investigate the consequences of ignoring this uncertainty. We…
Modern machine learning has enabled parameter inference from event-level data without the need to first summarize all events with a histogram. All of these unbinned inference methods make use of the fact that the events are statistically…
We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…
A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…
The current study aims to examine uncertainty relations for measurements from generalized equiangular tight frames. Informationally overcomplete measurements are a valuable tool in quantum information processing, including tomography and…
A solution to control for nonresponse bias consists of multiplying the design weights of respondents by the inverse of estimated response probabilities to compensate for the nonrespondents. Maximum likelihood and calibration are two…
Despite the growing demand for eliciting uncertainty from large language models (LLMs), empirical evidence suggests that LLM behavior is not always adequately captured by the elicitation techniques developed under the classical…
We study set selection problems where the weights are uncertain. Instead of its exact weight, only an uncertainty interval containing its true weight is available for each element. In some cases, some solutions are universally optimal;…
Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…
The Mallows-Binomial distribution is the first joint statistical model for rankings and ratings (Pearce and Erosheva, 2022). Because frequentist estimation of the model parameters and their uncertainty is challenging, it is natural to…
Many practical optimization problems involve uncertain parameters that are strictly positive. However, the most common uncertainty sets used in robust optimization are the box and the ellipsoidal sets, which may include non-positive values…
In the analysis of elastic-scattering experimental data, optical-model parameters (usually, depths of real and imaginary potentials) are fitted and conclusions are drawn analyzing their variations at bombardment energies close to the…
Power-law probability distributions arise often in the social and natural sciences. Statistics have been developed for estimating the exponent parameter as well as gauging goodness-of-fit to a power law. Yet paradoxically, many famous power…
Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…
In binary classification problems, mainly two approaches have been proposed; one is loss function approach and the other is uncertainty set approach. The loss function approach is applied to major learning algorithms such as support vector…
Deep learning techniques show success in detecting objects in medical images, but still suffer from false-positive predictions that may hinder accurate diagnosis. The estimated uncertainty of the neural network output has been used to flag…
There are two reasons why uncertainty may not be adequately described by Probability Theory. The first one is due to unique or nearly-unique events, that either never realized or occurred too seldom for frequencies to be reliably measured.…
Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to the…
Uncertainty quantification for complex deep learning models is increasingly important as these techniques see growing use in high-stakes, real-world settings. Currently, the quality of a model's uncertainty is evaluated using…