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In this paper we develop a methodology that we call split sampling methods to estimate high dimensional expectations and rare event probabilities. Split sampling uses an auxiliary variable MCMC simulation and expresses the expectation of…

Computation · Statistics 2013-11-04 John R. Birge , Changgee Chang , Nicholas G. Polson

Recently, Saeb et al (2017) showed that, in diagnostic machine learning applications, having data of each subject randomly assigned to both training and test sets (record-wise data split) can lead to massive underestimation of the…

Deep neural network training spends most of the computation on examples that are properly handled, and could be ignored. We propose to mitigate this phenomenon with a principled importance sampling scheme that focuses computation on…

Machine Learning · Computer Science 2019-10-29 Angelos Katharopoulos , François Fleuret

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

Empirical research in Natural Language Processing (NLP) has adopted a narrow set of principles for assessing hypotheses, relying mainly on p-value computation, which suffers from several known issues. While alternative proposals have been…

Computation and Language · Computer Science 2020-05-06 Erfan Sadeqi Azer , Daniel Khashabi , Ashish Sabharwal , Dan Roth

Assigning significance in high-dimensional regression is challenging. Most computationally efficient selection algorithms cannot guard against inclusion of noise variables. Asymptotically valid p-values are not available. An exception is a…

Methodology · Statistics 2009-06-12 Nicolai Meinshausen , Lukas Meier , Peter Bühlmann

National statistical institutes currently investigate how to improve the output quality of official statistics based on machine learning algorithms. A key obstacle is concept drift, i.e., when the joint distribution of independent variables…

Methodology · Statistics 2021-03-02 Quinten Meertens , Cees Diks , Jaap van den Herik , Frank Takes

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

The only acceptable form of polling in the multi-billion dollar survey research field utilizes representative samples. We argue that with proper statistical adjustment, non-representative polling can provide accurate predictions, and often…

Social and Information Networks · Computer Science 2014-07-01 David Rothschild , Sharad Goel , Andrew Gelman , Doug Rivers

Likelihood ratios are used for a variety of applications in particle physics data analysis, including parameter estimation, unfolding, and anomaly detection. When the data are high-dimensional, neural networks provide an effective tools for…

High Energy Physics - Phenomenology · Physics 2025-03-27 Fernando Torales Acosta , Tanvi Wamorkar , Vinicius Mikuni , Benjamin Nachman

The Neyman-Pearson (NP) binary classification paradigm constrains the more severe type of error (e.g., the type I error) under a preferred level while minimizing the other (e.g., the type II error). This paradigm is suitable for…

Methodology · Statistics 2022-06-07 Jingming Wang , Lucy Xia , Zhigang Bao , Xin Tong

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…

Machine Learning · Computer Science 2025-06-03 Jingyuan Wang , Zhimei Ren , Ruohan Zhan , Zhengyuan Zhou

Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to…

Machine Learning · Computer Science 2018-01-02 Anqi Liu , Brian D. Ziebart

Most NLP datasets are not annotated with protected attributes such as gender, making it difficult to measure classification bias using standard measures of fairness (e.g., equal opportunity). However, manually annotating a large dataset…

Computation and Language · Computer Science 2020-04-28 Kawin Ethayarajh

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

Reliable evaluation protocols are of utmost importance for reproducible NLP research. In this work, we show that sometimes neither metric nor conventional human evaluation is sufficient to draw conclusions about system performance. Using…

Computation and Language · Computer Science 2021-01-25 Yevgeniy Puzikov

Following Fisher, it is widely believed that randomization "relieves the experimenter from the anxiety of considering innumerable causes by which the data may be disturbed." In particular, it is said to control for known and unknown…

Methodology · Statistics 2017-10-02 Uwe Saint-Mont

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

Machine Learning · Computer Science 2019-07-29 Tiancheng Yu , Xiyu Zhai , Suvrit Sra

In modern scientific research, small-scale studies with limited participants are increasingly common. However, interpreting individual outcomes can be challenging, making it standard practice to combine data across studies using random…

Statistics Theory · Mathematics 2025-11-04 Lucas Kania , Larry Wasserman , Sivaraman Balakrishnan

Classification margins are commonly used to estimate the generalization ability of machine learning models. We present an empirical study of these margins in artificial neural networks. A global estimate of margin size is usually used in…

Machine Learning · Computer Science 2023-02-15 Marthinus W. Theunissen , Coenraad Mouton , Marelie H. Davel
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