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Receiver operating characteristic (ROC) curve is an informative tool in binary classification and Area Under ROC Curve (AUC) is a popular metric for reporting performance of binary classifiers. In this paper, first we present a…

Machine Learning · Computer Science 2021-09-14 Khashayar Namdar , Masoom A. Haider , Farzad Khalvati

Ordinal scores occur commonly in medical imaging studies and in black-box forensic studies \citep{Phillips:2018}. To assess the accuracy of raters in the studies, one needs to estimate the receiver operating characteristic (ROC) curve while…

Applications · Statistics 2023-07-19 Ngoc-Ty Nguyen , P. Jonathon Phillips , Larry Tang

Uncertainty calibration is crucial for various machine learning applications, yet it remains challenging. Many models exhibit hallucinations - confident yet inaccurate responses - due to miscalibrated confidence. Here, we show that the…

Machine Learning · Computer Science 2025-03-28 Jeonghwan Cheon , Se-Bum Paik

Classification performance is often not uniform over the data. Some areas in the input space are easier to classify than others. Features that hold information about the "difficulty" of the data may be non-discriminative and are therefore…

Machine Learning · Computer Science 2016-05-24 Oran Richman , Shie Mannor

This article addresses calibration challenges in analytical chemistry by employing a random-effects calibration curve model and its generalizations to capture variability in analyte concentrations. The model is motivated by specific issues…

Methodology · Statistics 2026-01-27 Soumya Sahu , Thomas Mathew , Robert Gibbons , Dulal K. Bhaumik

We address the problem of uncertainty quantification in time series forecasting by exploiting observations at correlated sequences. Relational deep learning methods leveraging graph representations are among the most effective tools for…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Alexander Jenkins , Danilo Mandic , Cesare Alippi , Filippo Maria Bianchi

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…

Methodology · Statistics 2026-03-12 Han Lin Shang

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Methodology · Statistics 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

Methodology · Statistics 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller

The area under the ROC curve is widely used as a measure of performance of classification rules. However, it has recently been shown that the measure is fundamentally incoherent, in the sense that it treats the relative severities of…

Methodology · Statistics 2013-08-02 David J. Hand , Christoforos Anagnostopoulos

Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…

Machine Learning · Computer Science 2025-03-03 Santiago Cortes-Gomez , Carlos Patiño , Yewon Byun , Steven Wu , Eric Horvitz , Bryan Wilder

Reliable uncertainty estimation is one of the major challenges for medical classification tasks. While many approaches have been proposed, recently the statistical framework of conformal predictions has gained a lot of attention, due to its…

Machine Learning · Computer Science 2025-06-24 Hendrik Mehrtens , Tabea Bucher , Titus J. Brinker

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,…

Methodology · Statistics 2021-04-20 Arun K. Kuchibhotla , Richard A. Berk

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

Machine Learning · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

Quantifying uncertainty of machine learning model predictions is essential for reliable decision-making, especially in safety-critical applications. Recently, uncertainty quantification (UQ) theory has advanced significantly, building on a…

Machine Learning · Computer Science 2025-10-01 Alexander Fishkov , Kajetan Schweighofer , Mykyta Ielanskyi , Nikita Kotelevskii , Mohsen Guizani , Maxim Panov

We present an application of conformal prediction, a form of uncertainty quantification with guarantees, to the detection of railway signals. State-of-the-art architectures are tested and the most promising one undergoes the process of…

Machine Learning · Statistics 2023-01-27 Léo Andéol , Thomas Fel , Florence De Grancey , Luca Mossina

The performance of risk prediction models is often characterized in terms of discrimination and calibration. The Receiver Operating Characteristic (ROC) curve is widely used for evaluating model discrimination. When evaluating the…

Methodology · Statistics 2021-10-19 Mohsen Sadatsafavi , Paramita Saha-Chaudhuri , John Petkau

Confidence bounds are an essential tool for rigorously quantifying the uncertainty of predictions. They are a core component in many sequential learning and decision-making algorithms, with tighter confidence bounds giving rise to…

Machine Learning · Statistics 2024-11-12 Hamish Flynn , David Reeb

Uncertainty quantification in automated image analysis is highly desired in many applications. Typically, machine learning models in classification or segmentation are only developed to provide binary answers; however, quantifying the…