Related papers: Local Prediction-Powered Inference

This paper presents a tutorial and survey on Probabilistic Inference-based Model Predictive Control (PI-MPC). PI-MPC reformulates finite-horizon optimal control as inference over an optimal control distribution expressed as a Boltzmann…

In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…

Conformal prediction (CP) is a wrapper around traditional machine learning models, giving coverage guarantees under the sole assumption of exchangeability; in classification problems, for a chosen significance level $\varepsilon$, CP…

Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…

The performance of distance-based classifiers heavily depends on the underlying distance metric, so it is valuable to learn a suitable metric from the data. To address the problem of multimodality, it is desirable to learn local metrics. In…

Large language models (LLMs) offer an inexpensive yet powerful way to annotate text, but are often inconsistent when compared with experts. These errors can bias downstream estimates of population parameters such as regression coefficients…

This paper proposes a novel testing procedure for selecting a sparse set of covariates that explains a large dimensional panel. Our selection method provides correct false detection control while having higher power than existing…

Multiple regression has been the go-to method for data analysis for generations of scholars due to its transparency, interpretability, and desirable theoretical properties. However, the method's simplicity precludes the discovery of complex…

Additive regression models have a long history in multivariate nonparametric regression. They provide a model in which each regression function depends only on a single explanatory variable allowing to obtain estimators at the optimal…

This paper rigorously analyzes the properties of the local projection (LP) methodology within a high-dimensional (HD) framework, with a central focus on achieving robust long-horizon inference. We integrate a general dependence structure…

Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…

The goal of this paper is to provide a simple approach to perform local sensitivity analysis using Physics-informed neural networks (PINN). The main idea lies in adding a new term in the loss function that regularizes the solution in a…

Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence…

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational…

This paper proposes a new method and algorithm for predicting multivariate responses in a regression setting. Research into classification of High Dimension Low Sample Size (HDLSS) data, in particular microarray data, has made considerable…

Missing values are pervasive in real-world tabular data and can significantly impair downstream analysis. Imputing them is especially challenging in text-rich tables, where dependencies are implicit, complex, and dispersed across long…

We consider the problem of approximating a function from $L^2$ by an element of a given $m$-dimensional space $V_m$, associated with some feature map $\boldsymbol{\varphi}$, using evaluations of the function at random points $x_1,…

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Negative binomial regression is commonly employed to analyze overdispersed count data. With small to moderate sample sizes, the maximum likelihood estimator of the dispersion parameter may be subject to a significant bias, that in turn…

It is well known that quantifying uncertainty in the action-value estimates is crucial for efficient exploration in reinforcement learning. Ensemble sampling offers a relatively computationally tractable way of doing this using randomized…