Related papers: Derandomized Novelty Detection with FDR Control vi…
Changepoint localization aims to provide confidence sets for a changepoint (if one exists). Existing methods either relying on strong parametric assumptions or providing only asymptotic guarantees or focusing on a particular kind of…
Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…
Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature.…
Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces…
For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…
Conformal prediction (CP) provides model-agnostic uncertainty quantification with guaranteed coverage, but conventional methods often produce overly conservative uncertainty sets, especially in multi-dimensional settings. This limitation…
Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…
This paper introduces the $f$-sensitivity model, a new sensitivity model that characterizes the violation of unconfoundedness in causal inference. It assumes the selection bias due to unmeasured confounding is bounded "on average"; compared…
Anomaly detection plays a crucial role in industrial settings, particularly in maintaining the reliability and optimal performance of cooling systems. Traditional anomaly detection methods often face challenges in handling diverse data…
Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…
Most deep anomaly detection models are based on learning normality from datasets due to the difficulty of defining abnormality by its diverse and inconsistent nature. Therefore, it has been a common practice to learn normality under the…
Replicability is central to scientific progress, and the partial conjunction (PC) hypothesis testing framework provides an objective tool to quantify it across disciplines. Existing PC methods assume independent studies. Yet many modern…
Verifying that a statistically significant result is scientifically meaningful is not only good scientific practice, it is a natural way to control the Type I error rate. Here we introduce a novel extension of the p-value - a…
Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss…
When validated neural networks (NNs) are pruned (and retrained) before deployment, it is desirable to prove that the new NN behaves equivalently to the (original) reference NN. To this end, our paper revisits the idea of differential…
Background and objective: Uncertainty quantification is a pivotal field that contributes to realizing reliable and robust systems. It becomes instrumental in fortifying safe decisions by providing complementary information, particularly…
Quality statistical inference requires a sufficient amount of data, which can be missing or hard to obtain. To this end, prediction-powered inference has risen as a promising methodology, but existing approaches are largely limited to…
Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about…
The requirement of uncertainty quantification for anomaly detection systems has become increasingly important. In this context, effectively controlling Type I error rates ($\alpha$) without compromising the statistical power ($1-\beta$) of…
False discovery rate (FDR) control is a popular approach for maintaining the integrity of statistical analyses, especially in high-dimensional data settings, where multiple comparisons increase the risk of false positives. FDR control has…