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Performative prediction is a framework for learning models that influence the data they intend to predict. We focus on finding classifiers that are performatively stable, i.e. optimal for the data distribution they induce. Standard…

Machine Learning · Computer Science 2025-02-07 Mehrnaz Mofakhami , Ioannis Mitliagkas , Gauthier Gidel

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

Being able to reliably assess not only the \emph{accuracy} but also the \emph{uncertainty} of models' predictions is an important endeavour in modern machine learning. Even if the model generating the data and labels is known, computing the…

Machine Learning · Computer Science 2023-09-12 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Pooled logistic regression models are commonly applied in survival analysis. However, the standard implementation can be computationally demanding, which is further exacerbated when using the nonparametric bootstrap for inference. To ease…

Methodology · Statistics 2025-04-21 Paul N Zivich , Stephen R Cole , Bonnie E Shook-Sa , Justin B DeMonte , Jessie K Edwards

In this work, we study the use of logistic regression in manufacturing failures detection. As a data set for the analysis, we used the data from Kaggle competition Bosch Production Line Performance. We considered the use of machine…

Machine Learning · Computer Science 2016-12-31 B. Pavlyshenko

This article provides an overview on the statistical modeling of complex data as increasingly encountered in modern data analysis. It is argued that such data can often be described as elements of a metric space that satisfies certain…

Methodology · Statistics 2024-02-28 Paromita Dubey , Yaqing Chen , Hans-Georg Müller

Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…

Statistics Theory · Mathematics 2019-06-25 Alberto Abadie , Susan Athey , Guido W. Imbens , Jeffrey M. Wooldridge

We revisit logistic regression and its nonlinear extensions, including multilayer feedforward neural networks, by showing that these classifiers can be viewed as converting input or higher-level features into Dempster-Shafer mass functions…

Machine Learning · Computer Science 2019-12-13 Thierry Denoeux

Computer vision systems that are deployed in safety-critical applications need to quantify their output uncertainty. We study regression from images to parameter values and here it is common to detect uncertainty by predicting probability…

Machine Learning · Computer Science 2024-06-24 Ziliang Xiong , Arvi Jonnarth , Abdelrahman Eldesokey , Joakim Johnander , Bastian Wandt , Per-Erik Forssen

Prediction-powered inference is a framework for performing valid statistical inference when an experimental dataset is supplemented with predictions from a machine-learning system. The framework yields simple algorithms for computing…

Machine Learning · Statistics 2023-11-10 Anastasios N. Angelopoulos , Stephen Bates , Clara Fannjiang , Michael I. Jordan , Tijana Zrnic

The logistic map is a nonlinear difference equation well studied in the literature, used to model self-limiting growth in certain populations. It is known that, under certain regularity conditions, the stochastic logistic map, where the…

Dynamical Systems · Mathematics 2023-10-05 Maricela Cruz , Austin Wei , Johanna Hardin , Ami Radunskaya

Regression is one of the most fundamental statistical inference problems. A broad definition of regression problems is as estimation of the distribution of an outcome using a family of probability models indexed by covariates. Despite the…

Statistics Theory · Mathematics 2023-09-26 Peter Mueller , Fernando Andrés Quintana , Garritt L. Page

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

We study linear regressions in a context where the outcome of interest and some of the covariates are observed in two different datasets that cannot be matched. Traditional approaches obtain point identification by relying, often…

Econometrics · Economics 2025-11-18 Xavier D'Haultfoeuille , Christophe Gaillac , Arnaud Maurel

Imbalanced problems can arise in different real-world situations, and to address this, certain strategies in the form of resampling or balancing algorithms are proposed. This issue has largely been studied in the context of classification,…

Machine Learning · Computer Science 2025-07-17 Juscimara G. Avelino , George D. C. Cavalcanti , Rafael M. O. Cruz

Recent work has leveraged the popular distributionally robust optimization paradigm to combat overfitting in classical logistic regression. While the resulting classification scheme displays a promising performance in numerical experiments,…

Optimization and Control · Mathematics 2023-01-18 Aras Selvi , Mohammad Reza Belbasi , Martin B Haugh , Wolfram Wiesemann

Bayesian statistics is concerned with conducting posterior inference for the unknown quantities in a given statistical model. Conventional Bayesian inference requires the specification of a probabilistic model for the observed data, and the…

Methodology · Statistics 2023-05-11 David T. Frazier , Christopher Drovandi , David J. Nott

For performing regression tasks involved in various physics problems, enhancing the precision or equivalently reducing the uncertainty of regression results is undoubtedly one of the central goals. Here, somewhat surprisingly, we find that…

Statistical Mechanics · Physics 2023-11-09 Wei-Chen Guo , Liang He

A comprehensive uncertainty estimation is vital for the precision program of the LHC. While experimental uncertainties are often described by stochastic processes and well-defined nuisance parameters, theoretical uncertainties lack such a…

High Energy Physics - Phenomenology · Physics 2023-05-08 Aishik Ghosh , Benjamin Nachman , Tilman Plehn , Lily Shire , Tim M. P. Tait , Daniel Whiteson