Related papers: Max-Rank: Efficient Multiple Testing for Conformal…

Meta-analysis combines pertinent information from existing studies to provide an overall estimate of population parameters/effect sizes, as well as to quantify and explain the differences between studies. However, testing the between-study…

Based on two independent samples X_1,...,X_m and X_{m+1},...,X_n drawn from multivariate distributions with unknown Lebesgue densities p and q respectively, we propose an exact multiple test in order to identify simultaneously regions of…

Estimating large covariance and precision matrices are fundamental in modern multivariate analysis. The problems arise from statistical analysis of large panel economics and finance data. The covariance matrix reveals marginal correlations…

The Model Parameter Randomisation Test (MPRT) is widely acknowledged in the eXplainable Artificial Intelligence (XAI) community for its well-motivated evaluative principle: that the explanation function should be sensitive to changes in the…

Conformal prediction provides model-agnostic and distribution-free uncertainty quantification through prediction sets that are guaranteed to include the ground truth with any user-specified probability. Yet, conformal prediction is not…

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

Trainable evaluation metrics for machine translation (MT) exhibit strong correlation with human judgements, but they are often hard to interpret and might produce unreliable scores under noisy or out-of-domain data. Recent work has…

Practical machine learning systems often operate in multiple sequential stages, as seen in ranking and recommendation systems, which typically include a retrieval phase followed by a ranking phase. Effectively assessing prediction…

In this paper, we consider the problem of making skeptical inferences for the multi-label ranking problem. We assume that our uncertainty is described by a convex set of probabilities (i.e. a credal set), defined over the set of labels.…

In many applications, it is desirable that a classifier not only makes accurate predictions, but also outputs calibrated posterior probabilities. However, many existing classifiers, especially deep neural network classifiers, tend to be…

Conformal prediction quantifies the uncertainty of machine learning models by augmenting point predictions with valid prediction sets. For complex scenarios involving multiple trials, models, or data sources, conformal prediction sets can…

Matrix completion aims to estimate missing entries in a data matrix, using the assumption of a low-complexity structure (e.g., low rank) so that imputation is possible. While many effective estimation algorithms exist in the literature,…

Post-hoc explanations of machine learning models are crucial for people to understand and act on algorithmic predictions. An intriguing class of explanations is through counterfactuals, hypothetical examples that show people how to obtain a…

Risk assessments to help inform criminal justice decisions have been used in the United States since the 1920s. Over the past several years, statistical learning risk algorithms have been introduced amid much controversy about fairness,…

Large-scale classification of data where classes are structurally organized in a hierarchy is an important area of research. Top-down approaches that exploit the hierarchy during the learning and prediction phase are efficient for large…

In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

To quantify uncertainty, conformal prediction methods are gaining continuously more interest and have already been successfully applied to various domains. However, they are difficult to apply to time series as the autocorrelative structure…

Conformal prediction is a statistical tool for producing prediction regions for machine learning models that are valid with high probability. A key component of conformal prediction algorithms is a \emph{non-conformity score function} that…