Related papers: Max-Rank: Efficient Multiple Testing for Conformal…
Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…
Conformal prediction is a useful and versatile alternative to model calibration in machine learning classification. It replaces single-class prediction with prediction sets, guaranteeing that the \textit{a priori} probability of the…
Learning-to-Rank (LTR) models trained from implicit feedback (e.g. clicks) suffer from inherent biases. A well-known one is the position bias -- documents in top positions are more likely to receive clicks due in part to their position…
Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or…
Language Models (LMs) have shown promising performance in natural language generation. However, as LMs often generate incorrect or hallucinated responses, it is crucial to correctly quantify their uncertainty in responding to given inputs.…
Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…
In this paper we present a test for the maximal rank of the matrix-valued volatility process in the continuous Ito semimartingale framework. Our idea is based upon a random perturbation of the original high frequency observations of an Ito…
A/B testing, a widely used form of Randomized Controlled Trial (RCT), is a fundamental tool in business data analysis and experimental design. However, despite its intent to maintain randomness, A/B testing often faces challenges that…
Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality of two precision matrices in high dimensional setting is a…
Accurately quantifying uncertainty of individual treatment effects (ITEs) across multiple decision points is crucial for personalized decision-making in fields such as healthcare, finance, education, and online marketplaces. Previous work…
The log-rank test is most powerful under proportional hazards (PH). In practice, non-PH patterns are often observed in clinical trials, such as in immuno-oncology; therefore, alternative methods are needed to restore the efficiency of…
We consider large-scale studies in which thousands of significance tests are performed simultaneously. In some of these studies, the multiple testing procedure can be severely biased by latent confounding factors such as batch effects and…
We introduce adaptive learn-then-test (aLTT), an efficient hyperparameter selection procedure that provides finite-sample statistical guarantees on the population risk of AI models. Unlike the existing learn-then-test (LTT) technique, which…
Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…
Modern Review Helpfulness Prediction systems are dependent upon multiple modalities, typically texts and images. Unfortunately, those contemporary approaches pay scarce attention to polish representations of cross-modal relations and tend…
Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…
We study the connection of two problems within the planning and verification community: Conformant planning and model-checking of hyperproperties. Conformant planning is the task of finding a sequential plan that achieves a given objective…
A conformal classifier produces a set of predicted classes and provides a probabilistic guarantee that the set includes the true class. Unfortunately, it is often the case that conformal classifiers produce uninformatively large sets. In…
Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation…
We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…