Related papers: Direct and approximately valid probabilistic infer…
Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…
Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…
Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in…
Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most…
Animals perform near-optimal probabilistic inference in a wide range of psychophysical tasks. Probabilistic inference requires trial-to-trial representation of the uncertainties associated with task variables and subsequent use of this…
Uncertainty quantification in Artificial Intelligence (AI)-based predictions of material properties is of immense importance for the success and reliability of AI applications in material science. While confidence intervals are commonly…
Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…
This text presents an unified approach of probability and statistics in the pursuit of understanding and computation of randomness in engineering or physical or social system with prediction with generalizability. Starting from elementary…
The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…
In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…
Advances in architectural design, data availability, and compute have driven remarkable progress in semantic segmentation. Yet, these models often rely on relaxed Bayesian assumptions, omitting critical uncertainty information needed for…
This paper considers the generation of prediction intervals (PIs) by neural networks for quantifying uncertainty in regression tasks. It is axiomatic that high-quality PIs should be as narrow as possible, whilst capturing a specified…
Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…
We examine the conditions under which descriptive inference can be based directly on the observed distribution in a non-probability sample, under both the super-population and quasi-randomisation modelling approaches. Review of existing…
The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…
Prediction-powered inference is a recent methodology for the safe use of black-box ML models to impute missing data, strengthening inference of statistical parameters. However, many applications require strong properties besides valid…
Quantifying uncertainties for machine learning (ML) models is a foundational challenge in modern data analysis. This challenge is compounded by at least two key aspects of the field: (a) inconsistent terminology surrounding uncertainty and…
In real data, missing values occur frequently, which affects the interpretation with interpretable machine learning (IML) methods. Recent work considers bias and shows that model explanations may differ between imputation methods, while…
Much research in machine learning involves finding appropriate inductive biases (e.g. convolutional neural networks, momentum-based optimizers, transformers) to promote generalization on tasks. However, quantification of the amount of…
Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…