Related papers: Adjusting for both sequential testing and systemat…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
Machine learning classifiers often produce probabilistic predictions that are critical for accurate and interpretable decision-making in various domains. The quality of these predictions is generally evaluated with proper losses, such as…
Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…
Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…
Response calibration is the process of inferring how much the measured data depend on the signal one is interested in. It is essential for any quantitative signal estimation on the basis of the data. Here, we investigate self-calibration…
Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false…
Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I…
We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…
For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…
In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…
AB testing aids business operators with their decision making, and is considered the gold standard method for learning from data to improve digital user experiences. However, there is usually a gap between the requirements of practitioners,…
In many medical studies, patients are followed longitudinally and interest is on assessing the relationship between longitudinal measurements and time to an event. Recently, various authors have proposed joint modeling approaches for…
We study sequential testing for a binary disease outcome when risk follows an unknown logistic model. At each round, the decision maker may either pay for a test revealing the true label or predict the outcome based on patient features and…
The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…
The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…
It is now well known that neural networks can be wrong with high confidence in their predictions, leading to poor calibration. The most common post-hoc approach to compensate for this is to perform temperature scaling, which adjusts the…
In a well-calibrated risk prediction model, the average predicted probability is close to the true event rate for any given subgroup. Such models are reliable across heterogeneous populations and satisfy strong notions of algorithmic…
Randomized experiments have become the standard method for companies to evaluate the performance of new products or services. In addition to augmenting managers' decision-making, experimentation mitigates risk by limiting the proportion of…
Sequential likelihood ratio testing is found to be most powerful in sequential studies with early stopping rules when grouped data come from the one-parameter exponential family. First, to obtain this elusive result, the probability measure…
Empirical research in the social and medical sciences frequently involves testing multiple hypotheses simultaneously, increasing the risk of false positives due to chance. Classical multiple testing procedures, such as the Bonferroni…