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To be considered reliable, a model must be calibrated so that its confidence in each decision closely reflects its true outcome. In this blogpost we'll take a look at the most commonly used definition for calibration and then dive into a…

Methodology · Statistics 2025-09-16 Maja Pavlovic

The application of machine learning models can be significantly impeded by the occurrence of distributional shifts, as the assumption of homogeneity between the population of training and testing samples in machine learning and statistics…

Machine Learning · Statistics 2023-06-06 Wenlu Tang , Zicheng Liu

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not…

Machine Learning · Statistics 2018-06-21 Hao Song , Meelis Kull , Peter Flach

In the face of dataset shift, model calibration plays a pivotal role in ensuring the reliability of machine learning systems. Calibration error (CE) is an indicator of the alignment between the predicted probabilities and the classifier…

Machine Learning · Computer Science 2023-12-15 Teodora Popordanoska , Gorjan Radevski , Tinne Tuytelaars , Matthew B. Blaschko

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

Machine Learning · Computer Science 2023-11-01 Charles Marx , Sofian Zalouk , Stefano Ermon

Randomization, as a key technique in clinical trials, can eliminate sources of bias and produce comparable treatment groups. In randomized experiments, the treatment effect is a parameter of general interest. Researchers have explored the…

Methodology · Statistics 2023-12-05 Fuyi Tu , Wei Ma , Hanzhong Liu

We propose a novel calibration method for computer simulators, dealing with the problem of covariate shift. Covariate shift is the situation where input distributions for training and test are different, and ubiquitous in applications of…

Machine Learning · Statistics 2020-03-20 Keiichi Kisamori , Motonobu Kanagawa , Keisuke Yamazaki

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao

Calibration is an essential step in radio interferometric data processing that corrects the data for systematic errors and in addition, subtracts bright foreground interference to reveal weak signals hidden in the residual. These weak and…

Instrumentation and Methods for Astrophysics · Physics 2019-05-08 Sarod Yatawatta

Propensity score methods are an important tool to help reduce confounding in non-experimental studies. Most propensity score methods assume that covariates are measured without error. However, covariates are often measured with error, which…

Methodology · Statistics 2017-06-08 Hwanhee Hong , David A. Aaby , Juned Siddique , Elizabeth A. Stuart

Precision medicine incorporates patient-level covariates to tailor treatment decisions, seeking to improve outcomes. In longitudinal studies with time-varying covariates and sequential treatment decisions, precision medicine can be…

Methodology · Statistics 2020-08-05 Dylan Spicker , Michael Wallace

In causal inference, properly selecting the propensity score (PS) model is an important topic and has been widely investigated in observational studies. There is also a large literature focusing on the missing data problem. However, there…

Methodology · Statistics 2024-12-16 Yuliang Shi , Yeying Zhu , Joel A. Dubin

Background: Subgroup analyses are frequently conducted in randomized clinical trials to assess evidence of heterogeneous treatment effect across patient subpopulations. Although randomization balances covariates within subgroups in…

Methodology · Statistics 2021-05-27 Siyun Yang , Fan Li , Laine E. Thomas , Fan Li

Covariate adjustment is an approach to improve the precision of trial analyses by adjusting for baseline variables that are prognostic of the primary endpoint. Motivated by the SEARCH Universal HIV Test-and-Treat Trial (2013-2017), we tell…

Methodology · Statistics 2025-12-16 Laura B. Balzer , Mark J. van der Laan , Maya L. Petersen

The Gaussian cluster-weighted model (CWM) is a mixture of regression models with random covariates that allows for flexible clustering of a random vector composed of response variables and covariates. In each mixture component, it adopts a…

Methodology · Statistics 2014-09-23 Antonio Punzo , Paul D. McNicholas

We propose the covariate-balanced-and-adjusted response-adaptive randomization (CBARA) procedure for adaptive design in clinical trials, which integrates the complementary strengths of covariate-adjusted response-adaptive randomization…

Methodology · Statistics 2026-05-08 Hengjia Fang , Wei Ma

Cross-correlation techniques provide a promising avenue for calibrating photometric redshifts and determining redshift distributions using spectroscopy which is systematically incomplete (e.g., current deep spectroscopic surveys fail to…

Instrumentation and Methods for Astrophysics · Physics 2012-01-20 Daniel J. Matthews , Jeffrey A. Newman

The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…

Machine Learning · Statistics 2025-05-20 Sven Klaassen , Jan Rabenseifner , Jannis Kueck , Philipp Bach

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

Unmeasured confounding bias threatens the validity of observational studies. While sensitivity analyses and study designs have been proposed to address this issue, they often overlook the growing availability of auxiliary data. Using…

Methodology · Statistics 2024-10-22 Jie Kate Hu , Dafne Zorzetto , Francesca Dominici