Related papers: Contradictory predictions
Many organizations face critical decisions that rely on forecasts of binary events. In these situations, organizations often gather forecasts from multiple experts or models and average those forecasts to produce a single aggregate…
Judgmental forecasting employs human opinions to make predictions about future events, rather than exclusively historical data as in quantitative forecasting. When these opinions form an argumentative structure around forecasts, it is…
Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…
Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…
While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…
How does the mathematical community accept that a given proof is correct? Is objective verification based on explicit axioms feasible, or must the reviewer's experiences and prejudices necessarily come into play? Can automated provers avoid…
With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…
We study how to perform tests on samples of pairs of observations and predictions in order to assess whether or not the predictions are prudent. Prudence requires that that the mean of the difference of the observation-prediction pairs can…
Simplex slicing (Webb, 1996) is a sharp upper bound on the volume of central hyperplane sections of the regular simplex. We extend this to sharp bounds in the probabilistic framework of negative moments, and beyond, of centred log-concave…
Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stochastic variation of the composite likelihood function. Each of…
This paper is meant as a contribution to the often debated subject of how to combine data which appear to be in mutual disagreement. As a practical example, the epsilon-prime/epsilon determinations have been considered.
A multitude of classifiers can be trained on the same data to achieve similar performances during test time, while having learned significantly different classification patterns. This phenomenon, which we call prediction discrepancies, is…
We introduce an epistemic information measure between two data streams, that we term $influence$. Closely related to transfer entropy, the measure must be estimated by epistemic agents with finite memory resources via sampling accessible…
Symbolic nonparametric bounds for partial identification of causal effects now have a long history in the causal literature. Sharp bounds, bounds that use all available information to make the range of values as narrow as possible, are…
We present sharp bounds for $\sum_{i=1}^n \alpha_i x_i - \prod_{i=1}^n x_i^{\alpha_i}$ in terms of the variance of the vector $(x_1^{1/2},...,x_n^{1/2})$.
Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…
We revisit and generalize the concept of composite likelihood as a method to make a probabilistic inference by aggregation of multiple Bayesian agents, thereby defining a class of predictive models which we call composite Bayesian. This…
We formalize the idea of probability distributions that lead to reliable predictions about some, but not all aspects of a domain. The resulting notion of `safety' provides a fresh perspective on foundational issues in statistics, providing…
Probabilistic argumentation allows reasoning about argumentation problems in a way that is well-founded by probability theory. However, in practice, this approach can be severely limited by the fact that probabilities are defined by adding…
Algorithmic predictions are inherently uncertain: even models with similar aggregate accuracy can produce different predictions for the same individual, raising concerns that high-stakes decisions may become sensitive to arbitrary modeling…