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We propose a test of the significance of a variable appearing on the Lasso path and use it in a procedure for selecting one of the models of the Lasso path, controlling the Family-Wise Error Rate. Our null hypothesis depends on a set A of…
In-context learning (ICL) has emerged as a powerful capability of large language models (LLMs), enabling them to perform new tasks based on a few provided examples without explicit fine-tuning. Despite their impressive adaptability, these…
Statistical evaluation aims to estimate the generalization performance of a model using held-out i.i.d.\ test data sampled from the ground-truth distribution. In supervised learning settings such as classification, performance metrics such…
As large language models attract increasing attention and find widespread application, concurrent challenges of reliability also arise at the same time. Confidence calibration, an effective analysis method for gauging the reliability of…
A common practice of ML systems development concerns the training of the same model under different data sets, and the use of the same (training and test) sets for different learning models. The first case is a desirable practice for…
Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…
Although sparse training has been successfully used in various resource-limited deep learning tasks to save memory, accelerate training, and reduce inference time, the reliability of the produced sparse models remains unexplored. Previous…
Identification of model parameters in computer simulations is an important topic in computer experiments. We propose a new method, called the projected kernel calibration method, to estimate these model parameters. The proposed method is…
Neural network-based decisions tend to be overconfident, where their raw outcome probabilities do not align with the true decision probabilities. Calibration of neural networks is an essential step towards more reliable deep learning…
We propose a new inferential framework for constructing confidence regions and testing hypotheses in statistical models specified by a system of high dimensional estimating equations. We construct an influence function by projecting the…
Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…
Neural networks solving real-world problems are often required not only to make accurate predictions but also to provide a confidence level in the forecast. The calibration of a model indicates how close the estimated confidence is to the…
Large language models (LLMs) have shown promising performance across various tasks. However, their autoregressive decoding process poses significant challenges for efficient deployment on existing AI hardware. Quantization alleviates memory…
As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…
Pre-trained language models (PLMs) may fail in giving reliable estimates of their predictive uncertainty. We take a close look into this problem, aiming to answer two questions: (1) Do PLMs learn to become calibrated in the training…
Continuous monitoring of trained ML models to determine when their predictions should and should not be trusted is essential for their safe deployment. Such a framework ought to be high-performing, explainable, post-hoc and actionable. We…
Selective classification enables models to make predictions only when they are sufficiently confident, aiming to enhance safety and reliability, which is important in high-stakes scenarios. Previous methods mainly use deep neural networks…
To enhance Large Language Models' (LLMs) reliability, calibration is essential -- the model's assessed confidence scores should align with the actual likelihood of its responses being correct. However, current confidence elicitation methods…
Recently a likelihood-based methodology has been developed by the Collaboratory for the Study of Earthquake Predictability (CSEP) with a view to testing and ranking seismicity models. We analyze this approach from the standpoint of possible…
In this work, we review the theory involved in the Bayesian calibration of complex computer models, with particular emphasis on their use for applications involving computationally expensive simulations and scarce experimental data. In the…