Related papers: Informative Simultaneous Confidence Intervals for …
Selective inference is the problem of giving valid answers to statistical questions chosen in a data-driven manner. A standard solution to selective inference is simultaneous inference, which delivers valid answers to the set of all…
In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…
We present a new family of information-theoretic generalization bounds within the framework of conditional mutual information (CMI). Most of our results are established based on the leave-$m$-out (L$m$O) cross-validation error, with $m$…
We introduce Bellman Conformal Inference (BCI), a framework that wraps around any time series forecasting models and provides approximately calibrated prediction intervals. Unlike existing methods, BCI is able to leverage multi-step ahead…
Estimating the probability of failure for expensive simulations is a central task in reliability analysis for structural design, power grid design, and safety certification, among other areas. This work derives credible intervals on the…
Concentration inequalities have become increasingly popular in machine learning, probability, and statistical research. Using concentration inequalities, one can construct confidence intervals (CIs) for many quantities of interest.…
Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…
Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmology studies, the primary outcome is often obtained from one eye or both eyes of an individual. In…
Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under weak assumptions and can…
Consider a two-by-two factorial experiment with more than 1 replicate. Suppose that we have uncertain prior information that the two-factor interaction is zero. We describe new simultaneous frequentist confidence intervals for the 4…
Introduction: there is an ongoing debate about directional inference of two-sided hypothesis tests for which some authors argue that rejecting $\theta = \theta_0$ does not allow to conclude that $\theta > \theta_0$ or $\theta < \theta_0$…
Uncertainty quantification for estimation through stochastic optimization solutions in an online setting has gained popularity recently. This paper introduces a novel inference method focused on constructing confidence intervals with…
Simultaneous inference allows for the exploration of data while deciding on criteria for proclaiming discoveries. It was recently proved that all admissible post-hoc inference methods for true discoveries must employ closed testing. In this…
Adaptive Conformal Inference (ACI) provides finite-sample coverage guarantees, enhancing the prediction reliability under non-exchangeability. This study demonstrates that these desirable properties of ACI do not require the use of…
Constructing nonasymptotic confidence intervals (CIs) for the mean of a univariate distribution from independent and identically distributed (i.i.d.) observations is a fundamental task in statistics. For bounded observations, a classical…
A novel confidence interval estimator is proposed for the risk difference in noninferiority binomial trials. The confidence interval is consistent with an exact unconditional test that preserves the type-I error, and has improved power,…
Performance uncertainty quantification is essential for reliable validation and eventual clinical translation of medical imaging artificial intelligence (AI). Confidence intervals (CIs) play a central role in this process by indicating how…
We propose a new statistical hypothesis testing framework which decides visually, using confidence intervals, whether the means of two samples are equal or if one is larger than the other. With our method, the user can at the same time…
We compare several confidence intervals after model selection in the setting recently studied by Berk et al. [Ann. Statist. 41 (2013) 802-837], where the goal is to cover not the true parameter but a certain nonstandard quantity of interest…
Capturing high-dimensional (HD) data is a long-term challenge in signal processing and related fields. Snapshot compressive imaging (SCI) uses a two-dimensional (2D) detector to capture HD ($\ge3$D) data in a {\em snapshot} measurement. Via…