Related papers: Predicting the Number of Future Events
Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the…
Probabilistic inference problems arise naturally in distributed systems such as sensor networks and teams of mobile robots. Inference algorithms that use message passing are a natural fit for distributed systems, but they must be robust to…
Predictive business process monitoring refers to the act of making predictions about the future state of ongoing cases of a business process, based on their incomplete execution traces and logs of historical (completed) traces. Motivated by…
Future trajectories play an important role across domains such as autonomous driving, hurricane forecasting, and epidemic modeling, where practitioners commonly generate ensemble paths by sampling probabilistic models or leveraging multiple…
Prediction performance does not always reflect the estimation behaviour of a method. High error in estimation may necessarily not result in high prediction error, but can lead to an unreliable prediction if test data lie in a slightly…
Complex events originate from other primitive events combined according to defined patterns and rules. Instead of using specialists' manual work to compose the model rules, we use machine learning (ML) to self-define these patterns and…
A reliable representation of uncertainty is essential for the application of modern machine learning methods in safety-critical settings. In this regard, the use of credal sets (i.e., convex sets of probability distributions) has recently…
Time-to-event analysis provides insights into clinical prognosis and treatment recommendations. However, this task is more challenging than standard regression problems due to the presence of censored observations. Additionally, the lack of…
Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…
We develop a novel continuous-time asymptotic framework for inference on whether the predictive ability of a given forecast model remains stable over time. We formally define forecast instability from the economic forecaster's perspective…
Neural networks solving real-world problems are often required not only to make accurate predictions but also to provide a confidence level in the forecast. The calibration of a model indicates how close the estimated confidence is to the…
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;…
Simultaneous load forecasting across multiple entities (e.g., regions, buildings) is crucial for the efficient, reliable, and cost-effective operation of power systems. Accurate load forecasting is a challenging problem due to the inherent…
In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional forecast evaluation methods to subsets of extreme observations…
In the current insurance literature, prediction of insurance claims in the regression problem is often performed with a statistical model. This model-based approach may potentially suffer from several drawbacks: (i) model misspecification,…
To evaluate the calibration of a disease risk prediction tool, the quantity $E/O$, i.e., the ratio of the expected number of events to the observed number of events, is generally computed. However, because of censoring, or more precisely…
Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…
Event-based state estimation can achieve estimation quality comparable to traditional time-triggered methods, but with a significantly lower number of samples. In networked estimation problems, this reduction in sampling instants does,…
Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…
The defining characteristic of event-based control is that feedback loops are only closed when indicated by a triggering condition that takes recent information about the system into account. This stands in contrast to periodic control…