Related papers: Fast, Distribution-free Predictive Inference for N…

Machine learning models perform well across domains such as diagnostics, weather forecasting, NLP, and autonomous driving, but their limited uncertainty handling restricts use in safety-critical settings. Traditional neural networks often…

For complex simulation problems, inferring parameters often precludes the use of classical likelihood-based techniques due to intractable likelihoods. Simulation-based inference (SBI) methods offer a likelihood-free approach to directly…

The maximum likelihood estimator in nonlinear panel data models with interactive fixed effects is biased. Several bias correction methods, such as analytical and jackknife approaches, have been proposed to enable valid inference. This paper…

This paper develops distribution theory and bootstrap-based inference methods for a broad class of convex pairwise difference estimators. These estimators minimize a kernel-weighted convex-in-parameter function over observation pairs with…

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Differential privacy (DP) has arisen as the gold standard in protecting an individual's privacy in datasets by adding calibrated noise to each data sample. While the application to categorical data is straightforward, its usability in the…

Traditional differential privacy is independent of the data distribution. However, this is not well-matched with the modern machine learning context, where models are trained on specific data. As a result, achieving meaningful privacy…

Privacy protection methods, such as differentially private mechanisms, introduce noise into resulting statistics which often produces complex and intractable sampling distributions. In this paper, we propose a simulation-based "repro…

Neural point estimators are neural networks that map data to parameter point estimates. They are fast, likelihood free and, due to their amortised nature, amenable to fast bootstrap-based uncertainty quantification. In this paper, we aim to…

We present a method for producing unbiased parameter estimates and valid confidence intervals under the constraints of differential privacy, a formal framework for limiting individual information leakage from sensitive data. Prior work in…

With the rapid development of AI technology, we have witnessed numerous innovations and conveniences. However, along with these advancements come privacy threats and risks. Fully Homomorphic Encryption (FHE) emerges as a key technology for…

In recent years there has been significant progress in algorithms and methods for inducing Bayesian networks from data. However, in complex data analysis problems, we need to go beyond being satisfied with inducing networks with high…

This paper proposes a novel kernel-based optimization scheme to handle tasks in the analysis, e.g., signal spectral estimation and single-channel source separation of 1D non-stationary oscillatory data. The key insight of our optimization…

Constructing valid inferential methods for constrained parameters in normal and Poisson distributions represents two fundamental and important problems in applied statistics, for which there is currently no unified framework for statistical…

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

In many real-world applications of machine learning, data are distributed across many clients and cannot leave the devices they are stored on. Furthermore, each client's data, computational resources and communication constraints may be…

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

We develop a general framework for constructing distribution-free prediction intervals for time series. Theoretically, we establish explicit bounds on conditional and marginal coverage gaps of estimated prediction intervals, which…

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Recently, diffusion models have become popular tools for image synthesis because of their high-quality outputs. However, like other large-scale models, they may leak private information about their training data. Here, we demonstrate a…