Related papers: Optimal and Provable Calibration in High-Dimension…

Approximations are commonly employed in realistic applications of scientific Bayesian inference, often due to convenience if not necessity. In the field of gravitational-wave (GW) data analysis, fast-to-evaluate but approximate waveform…

Calibration is a common experimental physics problem, whose goal is to infer the value and uncertainty of an unobservable quantity Z given a measured quantity X. Additionally, one would like to quantify the extent to which X and Z are…

A multi-label classifier estimates the binary label state (relevant vs irrelevant) for each of a set of concept labels, for any given instance. Probabilistic multi-label classifiers provide a predictive posterior distribution over all…

Categorizing events using discriminant observables is central to many high-energy physics analyses. Yet, bin boundaries are often chosen by hand. A simple, popular choice is to apply argmax projections of multi-class scores and equidistant…

Determining the appropriate number of clusters in unsupervised learning is a central problem in statistics and data science. Traditional validity indices such as Calinski-Harabasz, Silhouette, and Davies-Bouldin-depend on centroid-based…

An accurate predictor is crucial for histogram-shifting (HS) based reversible data hiding methods. The embedding capacity is increased and the embedding distortion is decreased simultaneously if the predictor can generate accurate…

We investigate the high-dimensional linear regression problem in the presence of noise correlated with Gaussian covariates. This correlation, known as endogeneity in regression models, often arises from unobserved variables and other…

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…

Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…

Biclustering, also known as co-clustering or two-way clustering, simultaneously partitions the rows and columns of a data matrix to reveal submatrices with coherent patterns. Incorporating background knowledge into clustering to enhance…

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

We study unbinned multivariate analysis techniques, based on Statistical Learning, for indirect new physics searches at the LHC in the Effective Field Theory framework. We focus in particular on high-energy $ZW$ production with fully…

Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…

Supervised (linear) embedding models like Wsabie and PSI have proven successful at ranking, recommendation and annotation tasks. However, despite being scalable to large datasets they do not take full advantage of the extra data due to…

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…

Recalibration of binary probabilistic classifiers to a target prior probability is an important task in areas like credit risk management. However, recalibration of a classifier learned on a training dataset to a target on a test dataset in…

A statistical model is said to be calibrated if the resulting mean estimates perfectly match the true means of the underlying responses. Aiming for calibration is often not achievable in practice as one has to deal with finite samples of…

Ensuring that classifiers are well-calibrated, i.e., their predictions align with observed frequencies, is a minimal and fundamental requirement for classifiers to be viewed as trustworthy. Existing methods for assessing multiclass…

Key science questions, such as galaxy distance estimation and weather forecasting, often require knowing the full predictive distribution of a target variable $y$ given complex inputs $\mathbf{x}$. Despite recent advances in machine…

For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…