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Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

Machine Learning · Statistics 2018-03-30 Kostas Hatalis , Shalinee Kishore , Katya Scheinberg , Alberto Lamadrid

When quantitative models are used to support decision-making on complex and important topics, understanding a model's ``reasoning'' can increase trust in its predictions, expose hidden biases, or reduce vulnerability to adversarial attacks.…

Machine Learning · Computer Science 2019-07-09 Dimitris Bertsimas , Arthur Delarue , Patrick Jaillet , Sebastien Martin

We present a simple theoretical framework, and corresponding practical procedures, for comparing probabilistic models on real data in a traditional machine learning setting. This framework is based on the theory of proper scoring rules, but…

Machine Learning · Statistics 2015-02-13 Mithun Chakraborty , Sanmay Das , Allen Lavoie

Context: Software engineering has a problem in that when we empirically evaluate competing prediction systems we obtain conflicting results. Objective: To reduce the inconsistency amongst validation study results and provide a more formal…

Software Engineering · Computer Science 2021-01-15 Martin Shepperd , Stephen G. MacDonell

How can we explain the predictions of a black-box model? In this paper, we use influence functions -- a classic technique from robust statistics -- to trace a model's prediction through the learning algorithm and back to its training data,…

Machine Learning · Statistics 2021-01-01 Pang Wei Koh , Percy Liang

Prior-data fitted networks (PFNs) were recently proposed as a new paradigm for machine learning. Instead of training the network to an observed training set, a fixed model is pre-trained offline on small, simulated training sets from a…

Machine Learning · Statistics 2023-05-19 Thomas Nagler

Confidence is a fundamental concept in statistics, but there is a tendency to misinterpret it as probability. In this paper, I argue that an intuitively and mathematically more appropriate interpretation of confidence is through…

Statistics Theory · Mathematics 2017-07-04 Ryan Martin

The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…

Artificial Intelligence · Computer Science 2012-06-18 Ydo Wexler , Christopher Meek

While data are the primary fuel for machine learning models, they often suffer from missing values, especially when collected in real-world scenarios. However, many off-the-shelf machine learning models, including artificial neural network…

Selective inference is the problem of giving valid answers to statistical questions chosen in a data-driven manner. A standard solution to selective inference is simultaneous inference, which delivers valid answers to the set of all…

Methodology · Statistics 2024-05-03 Tijana Zrnic , William Fithian

The interpretability of prediction mechanisms with respect to the underlying prediction problem is often unclear. While several studies have focused on developing prediction models with meaningful parameters, the causal relationships…

Machine Learning · Statistics 2017-09-05 Patrick Blöbaum , Shohei Shimizu

This article proposes predictive economics as a distinct analytical perspective within economics, grounded in machine learning and centred on predictive accuracy rather than causal identification. Drawing on the instrumentalist tradition…

General Economics · Economics 2025-10-07 Miguel Alves Pereira

Active inference is a mathematical framework which originated in computational neuroscience as a theory of how the brain implements action, perception and learning. Recently, it has been shown to be a promising approach to the problems of…

The analysis of decision making under uncertainty is closely related to the analysis of probabilistic inference. Indeed, much of the research into efficient methods for probabilistic inference in expert systems has been motivated by the…

Artificial Intelligence · Computer Science 2013-03-25 Ross D. Shachter , Mark Alan Peot

This book is about conformal prediction and related inferential techniques that build on permutation tests and exchangeability. These techniques are useful in a diverse array of tasks, including hypothesis testing and providing uncertainty…

Statistics Theory · Mathematics 2026-03-09 Anastasios N. Angelopoulos , Rina Foygel Barber , Stephen Bates

Quantitative measurements produced by mass spectrometry proteomics experiments offer a direct way to explore the role of proteins in molecular mechanisms. However, analysis of such data is challenging due to the large proportion of missing…

Methodology · Statistics 2025-01-22 Haeun Moon , Jin-Hong Du , Jing Lei , Kathryn Roeder

Given a reference model that includes all the available variables, projection predictive inference replaces its posterior with a constrained projection including only a subset of all variables. We extend projection predictive inference to…

Computation · Statistics 2021-09-13 Alejandro Catalina , Paul Bürkner , Aki Vehtari

In this work, we study some novel applications of conformal inference techniques to the problem of providing machine learning procedures with more transparent, accurate, and practical performance guarantees. We provide a natural extension…

Machine Learning · Statistics 2020-07-10 Matthew J. Holland

Bayesian reasoning is a powerful mechanism for probabilistic inference in smart edge-devices. During such inferences, a low-precision arithmetic representation can enable improved energy efficiency. However, its impact on inference accuracy…

Hardware Architecture · Computer Science 2021-03-02 Nimish Shah , Laura I. Galindez Olascoaga , Wannes Meert , Marian Verhelst

The ability to predict the future in a given domain can be acquired by discovering empirically from experience certain temporal patterns that tend to repeat unerringly. Previous works in time series analysis allow one to make quantitative…

Artificial Intelligence · Computer Science 2013-04-12 Kaihu Chen
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