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Survey statisticians make use of the available auxiliary information to improve estimates. One important example is given by calibration estimation, that seeks for new weights that are close (in some sense) to the basic design weights and…

Methodology · Statistics 2014-05-23 M. Giovanna Ranalli , Antonio Arcos , Maria del Mar Rueda , Annalisa Teodoro

Covariance regression analysis is an approach to linking the covariance of responses to a set of explanatory variables $X$, where $X$ can be a vector, matrix, or tensor. Most of the literature on this topic focuses on the "Fixed-$X$"…

Statistics Theory · Mathematics 2025-01-08 Tao Zou , Wei Lan , Runze Li , Chih-Ling Tsai

Bayesian Model Calibration is used to revisit the problem of scaling factor calibration for semi-empirical correction of ab initio calculations. A particular attention is devoted to uncertainty evaluation for scaling factors, and to their…

Data Analysis, Statistics and Probability · Physics 2009-01-12 Pascal Pernot

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

A specific implementation of Bayesian model averaging has recently been suggested as a method for the calibration of ensemble temperature forecasts. We point out the similarities between this new approach and an earlier method known as…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

A statistical model is said to be calibrated if the resulting mean estimates perfectly match the true means of the underlying responses. Aiming for calibration is often not achievable in practice as one has to deal with finite samples of…

Statistics Theory · Mathematics 2026-01-13 Łukasz Delong , Selim Gatti , Mario V. Wüthrich

Camera calibration is a crucial step in robotics and computer vision. Accurate camera parameters are necessary to achieve robust applications. Nowadays, camera calibration process consists of adjusting a set of data to a pin-hole model,…

Computer Vision and Pattern Recognition · Computer Science 2024-02-08 Carlos Ricolfe-Viala , Alicia Esparza

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…

Methodology · Statistics 2021-11-08 Dylan Spicker , Michael P Wallace , Grace Y Yi

Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

Methodology · Statistics 2022-09-26 Zhiqiang Tan

Semicontinuous outcomes commonly arise in a wide variety of fields, such as insurance claims, healthcare expenditures, rainfall amounts, and alcohol consumption. Regression models, including Tobit, Tweedie, and two-part models, are widely…

Methodology · Statistics 2024-03-26 Lu Yang

It is often observed that the probabilistic predictions given by a machine learning model can disagree with averaged actual outcomes on specific subsets of data, which is also known as the issue of miscalibration. It is responsible for the…

Machine Learning · Computer Science 2020-01-28 Feiyang Pan , Xiang Ao , Pingzhong Tang , Min Lu , Dapeng Liu , Lei Xiao , Qing He

Existing calibration algorithms address the problem of covariate shift via unsupervised domain adaptation. However, these methods suffer from the following limitations: 1) they require unlabeled data from the target domain, which may not be…

Machine Learning · Computer Science 2021-10-19 Yunye Gong , Xiao Lin , Yi Yao , Thomas G. Dietterich , Ajay Divakaran , Melinda Gervasio

Wearable devices permit the continuous monitoring of biological processes, such as blood glucose metabolism, and behavior, such as sleep quality and physical activity. The continuous monitoring often occurs in epochs of 60 seconds over…

Methodology · Statistics 2024-04-23 Yuanyuan Luan , Roger S. Zoh , Erjia Cui , Xue Lan , Sneha Jadhav , Carmen D. Tekwe

Conformalized quantile regression is a procedure that inherits the advantages of conformal prediction and quantile regression. That is, we use quantile regression to estimate the true conditional quantile and then apply a conformal step on…

Machine Learning · Statistics 2023-11-02 Martim Sousa , Ana Maria Tomé , José Moreira

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.…

Methodology · Statistics 2024-06-07 Adeline P. Guthrie , Christopher T. Franck

We are interested in probabilistic prediction in online settings in which data does not follow a probability distribution. Our work seeks to achieve two goals: (1) producing valid probabilities that accurately reflect model confidence; and…

Machine Learning · Computer Science 2024-06-06 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

This paper investigates the use of regularization priors in the context of treatment effect estimation using observational data where the number of control variables is large relative to the number of observations. First, the phenomenon of…

Methodology · Statistics 2016-12-30 P. Richard Hahn , Carlos M. Carvalho , Jingyu He , David Puelz

Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…

Machine Learning · Computer Science 2020-08-11 Jeremy Nixon , Mike Dusenberry , Ghassen Jerfel , Timothy Nguyen , Jeremiah Liu , Linchuan Zhang , Dustin Tran

The design of high-precision sensing devises becomes ever more difficult and expensive. At the same time, the need for precise calibration of these devices (ranging from tiny sensors to space telescopes) manifests itself as a major…

Information Theory · Computer Science 2015-10-28 Shuyang Ling , Thomas Strohmer