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In contemporary research, data scientists often test an infinite sequence of hypotheses $H_1,H_2,\ldots$ one by one, and are required to make real-time decisions without knowing the future hypotheses or data. In this paper, we consider such…

Methodology · Statistics 2025-12-16 Lasse Fischer , Aaditya Ramdas

Knowing when a classifier's prediction can be trusted is useful in many applications and critical for safely using AI. While the bulk of the effort in machine learning research has been towards improving classifier performance,…

Machine Learning · Statistics 2018-10-30 Heinrich Jiang , Been Kim , Melody Y. Guan , Maya Gupta

This paper develops a theory of learning under ambiguity induced by the decision maker's beliefs about the collection of data correlated with the true state of the world. Within our framework, two classical results on Bayesian learning…

Theoretical Economics · Economics 2026-02-10 Cheaheon Lim

While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador

In risk-sensitive learning, one aims to find a hypothesis that minimizes a risk-averse (or risk-seeking) measure of loss, instead of the standard expected loss. In this paper, we propose to study the generalization properties of…

Machine Learning · Statistics 2021-01-05 Jaeho Lee , Sejun Park , Jinwoo Shin

Techniques for decision making with knowledge of linear constraints on condition probabilities are examined. These constraints arise naturally in many situations: upper and lower condition probabilities are known; an ordering among the…

Artificial Intelligence · Computer Science 2013-04-10 Michael Pittarelli

Many systems contain latent variables that make their dynamics partially unidentifiable or cause distribution shifts in the observed statistics between offline and online data. However, existing control techniques often assume access to…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Haoming Jing , Yorie Nakahira

We develop a data-driven approach to the computation of a-posteriori feasibility certificates to the solution sets of variational inequalities affected by uncertainty. Specifically, we focus on instances of variational inequalities with a…

Optimization and Control · Mathematics 2022-02-17 Filippo Fabiani , Kostas Margellos , Paul J. Goulart

We investigate the problem of verifying different properties of discrete time dynamical systems, namely, reachability, safety and reach-while-avoid. To achieve this, we adopt a data driven perspective and, using past system trajectories as…

Systems and Control · Electrical Eng. & Systems 2025-08-13 Luke Rickard , Alessandro Abate , Kostas Margellos

This paper presents an approach for developing the explanation capabilities of rule-based expert systems managing imprecise and uncertain knowledge. The treatment of uncertainty takes place in the framework of possibility theory where the…

Artificial Intelligence · Computer Science 2013-04-08 Henri Farrency , Henri Prade

We generalize standard credal set models for imprecise probabilities to include higher order credal sets -- confidences about confidences. In doing so, we specify how an agent's higher order confidences (credal sets) update upon observing…

Statistics Theory · Mathematics 2021-07-20 Justus Hibshman , Tim Weninger

Conformal prediction methods create prediction bands with distribution-free guarantees but do not explicitly capture epistemic uncertainty, which can lead to overconfident predictions in data-sparse regions. Although recent conformal scores…

Machine Learning · Statistics 2025-06-11 Luben M. C. Cabezas , Vagner S. Santos , Thiago R. Ramos , Rafael Izbicki

Prediction credibility measures, in the form of confidence intervals or probability distributions, are fundamental in statistics and machine learning to characterize model robustness, detect out-of-distribution samples (outliers), and…

Machine Learning · Computer Science 2020-11-26 Luiz F. O. Chamon , Santiago Paternain , Alejandro Ribeiro

Inferential models have recently gained in popularity for valid uncertainty quantification. In this paper, we investigate inferential models by exploring relationships between inferential models, fiducial inference, and confidence curves.…

Methodology · Statistics 2022-05-13 Yifan Cui , Jan Hannig

In this paper, we study the employment of $\Sigma_1$-sentences with certificates, i.e., $\Sigma_1$-sentences where a number of principles is added to ensure that the witness is sufficiently number-like. We develop certificates in some…

Logic · Mathematics 2024-06-03 Taishi Kurahashi , Albert Visser

Recently, learning with soft labels has been shown to achieve better performance than learning with hard labels in terms of model generalization, calibration, and robustness. However, collecting pointwise labeling confidence for all…

Machine Learning · Computer Science 2023-10-10 Wei Wang , Lei Feng , Yuchen Jiang , Gang Niu , Min-Ling Zhang , Masashi Sugiyama

Whereas deterministic protocols are typically guaranteed to obtain particular goals of interest, probabilistic protocols typically provide only probabilistic guarantees. This paper initiates an investigation of the interdependence between…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-08 Nitzan Zamir , Yoram Moses

In clinical trials, inferences on clinical outcomes are often made conditional on specific selective processes. For instance, only when a treatment demonstrates a significant effect on the primary outcome, further analysis is conducted to…

Methodology · Statistics 2025-04-15 Tianyu Pan , Vivek Charu , Ying Lu , Lu Tian

A common goal in statistics and machine learning is estimation of unknowns. Point estimates alone are of little value without an accompanying measure of uncertainty, but traditional uncertainty quantification methods, such as confidence…

Methodology · Statistics 2025-08-12 Neil Dey , Ryan Martin , Jonathan P. Williams

A fundamental question in data-driven decision making is how to quantify the uncertainty of predictions in ways that can usefully inform downstream action. This interface between prediction uncertainty and decision-making is especially…

Machine Learning · Computer Science 2025-02-05 Shayan Kiyani , George Pappas , Aaron Roth , Hamed Hassani
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