Related papers: Fiducial Inference for Random-Effects Calibration …
It is well known that it is impossible to construct useful confidence intervals (CIs) about the mean or median of a response $Y$ conditional on features $X = x$ without making strong assumptions about the joint distribution of $X$ and $Y$.…
This paper presents a comprehensive empirical analysis of conformal prediction methods on a challenging aerial image dataset featuring diverse events in unconstrained environments. Conformal prediction is a powerful post-hoc technique that…
Among the many ways of quantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles…
In an era where diverse and complex data are increasingly accessible, the precise prediction of individual treatment effects (ITE) becomes crucial across fields such as healthcare, economics, and public policy. Current state-of-the-art…
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…
In modern process industries, data-driven models are important tools for real-time monitoring when key performance indicators are difficult to measure directly. While accurate predictions are essential, reliable uncertainty quantification…
Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…
In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…
Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…
In observational causal inference, domain knowledge often leaves multiple covariate adjustments plausible, yet which sets satisfy ignorability is untestable. Different adjustment sets can yield conflicting estimates of the average treatment…
Numerical models are increasingly used for non-invasive diagnosis and treatment planning in coronary artery disease, where service-based technologies have proven successful in identifying hemodynamically significant and hence potentially…
Linear combinations of multinomial probabilities, such as those resulting from contingency tables, are of use when evaluating classification system performance. While large sample inference methods for these combinations exist, small sample…
Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…
Quantifying the impacts of air pollution on health and climate relies on key atmospheric particle properties such as toxicity and hygroscopicity. However, these properties typically require complex observational techniques or expensive…
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…
Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…
Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…
Linguistic cues such as "I believe" and "probably" offer an intuitive interface for communicating confidence, yet a generalisable, principled calibration framework for linguistic confidence expressions remains underexplored. In particular,…
Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…
In the past two decades, there has been a fast-growing literature on fiducial inference since it was first proposed by R. A. Fisher in the 1930s. However, most of the fiducial inference based methods and related approaches have been…