Related papers: Recalibrating probabilistic forecasts of epidemics
Calibration ensures that predicted uncertainties align with observed uncertainties. While there is an extensive literature on recalibration methods for univariate probabilistic forecasts, work on calibration for multivariate forecasts is…
Seasonal influenza epidemics cause consistent, considerable, widespread loss annually in terms of economic burden, morbidity, and mortality. With access to accurate and reliable forecasts of a current or upcoming influenza epidemic's…
This paper presents a formal framework and proposes algorithms to extend forecast reconciliation to discrete-valued data to extend forecast reconciliation to discrete-valued data, including low counts. A novel method is introduced based on…
We propose notions of calibration for probabilistic forecasts of general multivariate quantities. Probabilistic copula calibration is a natural analogue of probabilistic calibration in the univariate setting. It can be assessed empirically…
Robust waypoint prediction is crucial for mobile robots operating in open-world, safety-critical settings. While Imitation Learning (IL) methods have demonstrated great success in practice, they are susceptible to distribution shifts: the…
Accurate forecasts of disease outbreaks are critical for effective public health responses, management of healthcare surge capacity, and communication of public risk. There are a growing number of powerful forecasting methods that fall into…
Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…
A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty. Minimizing overall prediction error often encourages models to prioritize informativeness over calibration,…
Influenza is an infectious disease with the potential to become a pandemic, and hence, forecasting its prevalence is an important undertaking for planning an effective response. Research has found that web search activity can be used to…
Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…
Seasonal influenza causes on average 425,000 hospitalizations and 32,000 deaths per year in the United States. Forecasts of influenza-like illness (ILI) -- a surrogate for the proportion of patients infected with influenza -- support public…
The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…
What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…
Forecasts for uncertain future events should be probabilistic. Probabilistic forecasts are commonly issued as prediction intervals, which provide a measure of uncertainty in the unknown outcome whilst being easier to understand and…
Forecast systems in science and technology are increasingly moving beyond point prediction toward methods that produce full predictive distributions of future outcomes y, conditional on high-dimensional and complex sequences of inputs x.…
Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…
Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…
This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…
Probability predictions are essential to inform decision making across many fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., spread out enough to be informative for decision making.…
Analyzing classification model performance is a crucial task for machine learning practitioners. While practitioners often use count-based metrics derived from confusion matrices, like accuracy, many applications, such as weather…