Related papers: On a General Theoretical Framework of Reliability
Machine learning is about forecasting. When the forecasts come with an evaluation metric the forecasts become useful. What are reasonable evaluation metrics? How do existing evaluation metrics relate? In this work, we provide a general…
Model diagnostics and forecast evaluation are two sides of the same coin. A common principle is that fitted or predicted distributions ought to be calibrated or reliable, ideally in the sense of auto-calibration, where the outcome is a…
Software reliability is an important quality attrib-ute, often evaluated as either a function of time or of system structures. The goal of this study is to have this metric cover both for component-based software, be-cause its reliability…
We propose a new inference framework called localized conformal prediction. It generalizes the framework of conformal prediction by offering a single-test-sample adaptive construction that emphasizes a local region around this test sample,…
The goal of Causal Discovery is to find automated search methods for learning causal structures from observational data. In some cases all variables of the interested causal mechanism are measured, and the task is to predict the effects one…
Users want to know the reliability of the recommendations; they do not accept high predictions if there is no reliability evidence. Recommender systems should provide reliability values associated with the predictions. Research into…
Active learning methods have recently surged in the literature due to their ability to solve complex structural reliability problems within an affordable computational cost. These methods are designed by adaptively building an inexpensive…
Large language models (LLMs) often produce unsupported or unverifiable content, known as "hallucinations." To mitigate this, retrieval-augmented LLMs incorporate citations, grounding the content in verifiable sources. Despite such…
Calibration is a pivotal aspect in predictive modeling, as it ensures that the predictions closely correspond with what we observe empirically. The contemporary calibration framework, however, is predominantly focused on prediction models…
As machine learning (ML) systems increasingly permeate high-stakes settings such as healthcare, transportation, military, and national security, concerns regarding their reliability have emerged. Despite notable progress, the performance of…
Reliability (survival analysis, to biostatisticians) is a key ingredient for mak- ing decisions that mitigate the risk of failure. The other key ingredient is utility. A decision theoretic framework harnesses the two, but to invoke this…
We consider the problem of uncertainty assessment for low dimensional components in high dimensional models. Specifically, we propose a decorrelated score function to handle the impact of high dimensional nuisance parameters. We consider…
The main question is: why and how can we ever predict based on a finite sample? The question is not answered by statistical learning theory. Here, I suggest that prediction requires belief in "predictability" of the underlying dependence,…
Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…
The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…
High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…
The inferential model (IM) framework produces data-dependent, non-additive degrees of belief about the unknown parameter that are provably valid. The validity property guarantees, among other things, that inference procedures derived from…
This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…
The widely claimed replicability crisis in science may lead to revised standards of significance. The customary frequentist confidence intervals, calibrated through hypothetical repetitions of the experiment that is supposed to have…
Consider a high-dimensional linear regression problem, where the number of covariates is larger than the number of observations and the interest is in estimating the conditional variance of the response variable given the covariates. A…