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We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

We study optimal conformity measures for various criteria of efficiency of classification in an idealised setting. This leads to an important class of criteria of efficiency that we call probabilistic; it turns out that the most standard…

Machine Learning · Computer Science 2016-09-15 Vladimir Vovk , Ilia Nouretdinov , Valentina Fedorova , Ivan Petej , Alex Gammerman

Checklists are simple decision aids that are often used to promote safety and reliability in clinical applications. In this paper, we present a method to learn checklists for clinical decision support. We represent predictive checklists as…

Machine Learning · Computer Science 2022-01-19 Haoran Zhang , Quaid Morris , Berk Ustun , Marzyeh Ghassemi

Probabilistic prediction aims to compute predictive distributions rather than single point predictions. These distributions enable practitioners to quantify uncertainty, compute risk, and detect outliers. However, most probabilistic methods…

Machine Learning · Computer Science 2024-10-23 Nicolas Beltran-Velez , Alessandro Antonio Grande , Achille Nazaret , Alp Kucukelbir , David Blei

Stochastic models of point patterns in space and time are widely used to issue forecasts or assess risk, and often they affect societally relevant decisions. We adapt the concept of consistent scoring functions and proper scoring rules,…

Forecasts for uncertain future events should be probabilistic. Probabilistic forecasts are commonly issued as prediction intervals, which provide a measure of uncertainty in the unknown outcome whilst being easier to understand and…

Methodology · Statistics 2025-08-26 Sam Allen , Julia Burnello , Johanna Ziegel

Propensity scores are often used for stratification of treatment and control groups of subjects in observational data to remove confounding bias when estimating of causal effect of the treatment on an outcome in so-called potential outcome…

Statistics Theory · Mathematics 2018-04-24 Priyantha Wijayatunga

Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…

Methodology · Statistics 2024-08-19 Yihan Bao , Lauren Bell , Elizabeth Williamson , Claire Garnett , Tianchen Qian

Decision-making in real applications is often affected by vagueness, incomplete information, heterogeneous data, and conflicting expert opinions. This survey reviews uncertainty-aware multi-criteria decision-making (MCDM) and organizes the…

Artificial Intelligence · Computer Science 2026-03-23 Takaaki Fujita , Florentin Smarandache

Rankings are central to decision-making in fields ranging from education to online platforms, yet classical deterministic methods such as the Borda count method or Copeland-type pairwise methods ignore uncertainty due to sampling noise or…

Methodology · Statistics 2026-05-20 Shunpu Zhang

The goal of probabilistic prediction is to issue predictive distributions that are as informative as possible, subject to being calibrated. Despite substantial progress in the univariate setting, achieving multivariate calibration remains…

Machine Learning · Computer Science 2026-02-02 Aya Laajil , Elnura Zhalieva , Naomi Desobry , Souhaib Ben Taieb

Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…

Machine Learning · Computer Science 2020-01-31 Tuomo Alasalmi , Jaakko Suutala , Heli Koskimäki , Juha Röning

An increasingly common use case for machine learning models is augmenting the abilities of human decision makers. For classification tasks where neither the human or model are perfectly accurate, a key step in obtaining high performance is…

Machine Learning · Computer Science 2021-10-04 Gavin Kerrigan , Padhraic Smyth , Mark Steyvers

Decision makers often need to rely on imperfect probabilistic forecasts. While average performance metrics are typically available, it is difficult to assess the quality of individual forecasts and the corresponding utilities. To convey…

Machine Learning · Statistics 2021-03-03 Shengjia Zhao , Stefano Ermon

A common practice in evidence-based decision-making uses estimates of conditional probabilities P(y|x) obtained from research studies to predict outcomes y on the basis of observed covariates x. Given this information, decisions are then…

Econometrics · Economics 2025-12-08 Atheendar S. Venkataramani , Charles F. Manski , John Mullahy

In this paper, we present a novel sequential paradigm for classification in crowdsourcing systems. Considering that workers are unreliable and they perform the tests with errors, we study the construction of decision trees so as to minimize…

Machine Learning · Computer Science 2018-05-03 Baocheng Geng , Qunwei Li , Pramod K. Varshney

All proper scoring rules incentivize an expert to predict \emph{accurately} (report their true estimate), but not all proper scoring rules equally incentivize \emph{precision}. Rather than treating the expert's belief as exogenously given,…

Computer Science and Game Theory · Computer Science 2021-06-01 Eric Neyman , Georgy Noarov , S. Matthew Weinberg

In our contemporary era, meteorological weather forecasts increasingly incorporate ensemble predictions of visibility - a parameter of great importance in aviation, maritime navigation, and air quality assessment, with direct implications…

Applications · Statistics 2025-08-22 Mária Lakatos , Sándor Baran

Conformal prediction methods are statistical tools designed to quantify uncertainty and generate predictive sets with guaranteed coverage probabilities. This work introduces an innovative refinement to these methods for classification…

Machine Learning · Statistics 2025-12-04 Jean-Baptiste Fermanian , Mohamed Hebiri , Joseph Salmon

A popular methodology for building binary decision-making classifiers in the presence of imperfect information is to first construct a non-binary "scoring" classifier that is calibrated over all protected groups, and then to post-process…

Machine Learning · Computer Science 2019-01-23 Ran Canetti , Aloni Cohen , Nishanth Dikkala , Govind Ramnarayan , Sarah Scheffler , Adam Smith