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Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…

High Energy Physics - Phenomenology · Physics 2026-02-16 Davide Valsecchi , Mauro Donegà , Rainer Wallny

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…

Methodology · Statistics 2024-10-08 Jiawei Ge , Debarghya Mukherjee , Jianqing Fan

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Statistics Theory · Mathematics 2018-09-06 Jean Jacod , Michael Sørensen

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

Predictive variability due to data ambiguities has typically been addressed via construction of dedicated models with built-in probabilistic capabilities that are trained to predict uncertainty estimates as variables of interest. These…

Machine Learning · Computer Science 2023-08-04 Katarína Tóthová , Ľubor Ladický , Daniel Thul , Marc Pollefeys , Ender Konukoglu

Recent work has focused attention on statistical inference for the population distribution of the number of sexual partners based on survey data. The characteristics of these distributions are of interest as components of mathematical…

Disordered Systems and Neural Networks · Physics 2007-05-23 Mark S. Handcock , James Holland Jones , Martina Morris

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…

Methodology · Statistics 2026-02-27 Lucas Kock , Scott A. Sisson , G. S. Rodrigues , David J. Nott

Neuroscience has recently made much progress, expanding the complexity of both neural-activity measurements and brain-computational models. However, we lack robust methods for connecting theory and experiment by evaluating our new big…

Quantitative Methods · Quantitative Biology 2023-07-06 Heiko H. Schütt , Alexander D. Kipnis , Jörn Diedrichsen , Nikolaus Kriegeskorte

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

Statistics Theory · Mathematics 2017-12-15 Adam Jaeger , Nicole Lazar

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

In multi-center clinical trials, due to various reasons, the individual-level data are strictly restricted to be assessed publicly. Instead, the summarized information is widely available from published results. With the advance of…

Methodology · Statistics 2021-01-05 Jing Qin , Yukun Liu , Pengfei Li

This article introduces new methods for inference with count data registered on a set of aggregation units. Such data are omnipresent in epidemiology due to confidentiality issues: it is much more common to know the county in which an…

Methodology · Statistics 2017-04-20 Benjamin M. Taylor , Ricardo Andrade-Pacheco , Hugh J. W. Sturrock

Functional Data Analysis represents a field of growing interest in statistics. Despite several studies have been proposed leading to fundamental results, the problem of obtaining valid and efficient prediction sets has not been thoroughly…

Methodology · Statistics 2021-04-13 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Generalized linear models usually assume a common dispersion parameter, an assumption that is seldom true in practice. Consequently, standard parametric methods may suffer appreciable loss of type I error control. As an alternative, we…

Methodology · Statistics 2024-09-16 Riccardo De Santis , Jelle J. Goeman , Jesse Hemerik , Samuel Davenport , Livio Finos

Semi-implicit variational inference (SIVI) is introduced to expand the commonly used analytic variational distribution family, by mixing the variational parameter with a flexible distribution. This mixing distribution can assume any density…

Machine Learning · Statistics 2018-05-30 Mingzhang Yin , Mingyuan Zhou

Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…

Machine Learning · Computer Science 2025-01-03 Daniela de Albuquerque , John Pearson

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

Recent work has focused on the very common practice of prediction-based inference: that is, (i) using a pre-trained machine learning model to predict an unobserved response variable, and then (ii) conducting inference on the association…

Machine Learning · Statistics 2024-01-02 Keshav Motwani , Daniela Witten

Statistical analysis is an important tool to distinguish systematic from chance findings. Current statistical analyses rely on distributional assumptions reflecting the structure of some underlying model, which if not met lead to problems…

Statistics Theory · Mathematics 2023-11-15 Orestis Loukas , Ho Ryun Chung
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