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We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Methodology · Statistics 2023-02-14 David T. Frazier , Robert Kohn , Christopher Drovandi , David Gunawan

We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…

Statistics Theory · Mathematics 2020-07-08 Leying Guan

This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…

Methodology · Statistics 2025-08-29 Muye Liu , Jun Xie

Measuring average differences in an outcome across racial or ethnic groups is a crucial first step for equity assessments, but researchers often lack access to data on individuals' races and ethnicities to calculate them. A common solution…

Methodology · Statistics 2024-03-12 Benjamin Lu , Jia Wan , Derek Ouyang , Jacob Goldin , Daniel E. Ho

This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…

Statistics Theory · Mathematics 2021-02-24 Michel Broniatowski

Technological and computational advances continuously drive forward the broad field of deep learning. In recent years, the derivation of quantities describing theuncertainty in the prediction - which naturally accompanies the modeling…

Machine Learning · Computer Science 2022-05-31 Christoph Koller , Göran Kauermann , Xiao Xiang Zhu

In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…

Machine Learning · Statistics 2022-11-30 Emadaldin Mozafari-Majd , Visa Koivunen

Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…

Machine Learning · Statistics 2026-03-11 Shinto Eguchi

We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…

Statistics Theory · Mathematics 2009-08-26 Hannes Leeb

Scientists frequently generalize population level causal quantities such as average treatment effect from a source population to a target population. When the causal effects are heterogeneous, differences in subject characteristics between…

Methodology · Statistics 2023-06-16 Rui Chen , Guanhua Chen , Menggang Yu

Likelihood profiling is an efficient and powerful frequentist approach for parameter estimation, uncertainty quantification and practical identifiablity analysis. Unfortunately, these methods cannot be easily applied for stochastic models…

A wide variety of model explanation approaches have been proposed in recent years, all guided by very different rationales and heuristics. In this paper, we take a new route and cast interpretability as a statistical inference problem. We…

Machine Learning · Computer Science 2024-01-01 Hugo Henri Joseph Senetaire , Damien Garreau , Jes Frellsen , Pierre-Alexandre Mattei

We study a simple learning algorithm for binary classification. Instead of predicting with the best hypothesis in the hypothesis class, that is, the hypothesis that minimizes the training error, our algorithm predicts with a weighted…

Statistics Theory · Mathematics 2007-06-13 Yoav Freund , Yishay Mansour , Robert E. Schapire

Crowdsourcing has become widely used in supervised scenarios where training sets are scarce and difficult to obtain. Most crowdsourcing models in the literature assume labelers can provide answers to full questions. In classification…

Machine Learning · Computer Science 2019-08-15 Belen Saldias , Pavlos Protopapas , Karim Pichara

One of the central tasks in many-body physics is the determination of phase diagrams. However, mapping out a phase diagram generally requires a great deal of human intuition and understanding. To automate this process, one can frame it as a…

Quantum Physics · Physics 2024-05-20 Julian Arnold , Frank Schäfer , Alan Edelman , Christoph Bruder

Though neural network models demonstrate impressive performance, we do not understand exactly how these black-box models make individual predictions. This drawback has led to substantial research devoted to understand these models in areas…

Machine Learning · Computer Science 2020-01-10 Serena Booth , Ankit Shah , Yilun Zhou , Julie Shah

Agent-based models of disease transmission involve stochastic rules that specify how a number of individuals would infect one another, recover or be removed from the population. Common yet stringent assumptions stipulate interchangeability…

Computation · Statistics 2021-01-29 Nianqiao Ju , Jeremy Heng , Pierre E. Jacob

Understanding the decision-making process of machine learning models provides valuable insights into the task, the data, and the reasons behind a model's failures. In this work, we propose a method that performs inherently interpretable…

Computer Vision and Pattern Recognition · Computer Science 2025-05-19 Moritz Vandenhirtz , Julia E. Vogt

Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

Methodology · Statistics 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn