Related papers: Anytime-valid, Bayes-assisted, Prediction-Powered …
Marked point process data arise when events occur in a space with event-level marks. We study clustering of replicated marked Poisson point processes and introduce Dirichlet process mixtures of marked Poisson point processes, a Bayesian…
Calibrated probability outputs of trained classifiers are increasingly used as inputs to downstream regression estimands such as effects, prevalences, or disparities for a latent group observed only on a small labelled subset. A standard…
Predictive coding networks are neuroscience-inspired models with roots in both Bayesian statistics and neuroscience. Training such models, however, is quite inefficient and unstable. In this work, we show how by simply changing the temporal…
Inductive Conformal Prediction (ICP) is a set of distribution-free and model agnostic algorithms devised to predict with a user-defined confidence with coverage guarantee. Instead of having point predictions, i.e., a real number in the case…
Electronic nose has been proven to be effective in alternative herbal medicine classification, but due to the nature of supervised learning, previous research heavily relies on the labelled training data, which are time-costly and…
We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…
Reasoning language models can solve increasingly complex tasks, but struggle to produce the calibrated confidence estimates necessary for reliable deployment. Existing calibration methods usually depend on labels or repeated sampling at…
A/B tests are typically analyzed via frequentist p-values and confidence intervals; but these inferences are wholly unreliable if users endogenously choose samples sizes by *continuously monitoring* their tests. We define *always valid*…
Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…
Estimating time-resolved velocity and pressure fields from Particle Image Velocimetry (PIV) remains challenging due to its limited temporal resolution in many applications. Data-driven approaches that combine snapshot PIV with…
Despite the popularity of feature importance (FI) measures in interpretable machine learning, the statistical adequacy of these methods is rarely discussed. From a statistical perspective, a major distinction is between analyzing a…
Boosting has garnered significant interest across both machine learning and statistical communities. Traditional boosting algorithms, designed for fully observed random samples, often struggle with real-world problems, particularly with…
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…
This paper proposes a multi-step probabilistic forecasting framework using a single neural-network based model to generate simultaneous point and interval forecasts. Our approach ensures non-crossing prediction intervals (PIs) through a…
In many machine learning applications, it is important for the model to provide confidence scores that accurately capture its prediction uncertainty. Although modern learning methods have achieved great success in predictive accuracy,…
For better clustering performance, appropriate representations are critical. Although many neural network-based metric learning methods have been proposed, they do not directly train neural networks to improve clustering performance. We…
This paper introduces a boosted conformal procedure designed to tailor conformalized prediction intervals toward specific desired properties, such as enhanced conditional coverage or reduced interval length. We employ machine learning…
It is common practice in statistical data analysis to perform data-driven variable selection and derive statistical inference from the resulting model. Such inference enjoys none of the guarantees that classical statistical theory provides…
The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable…
In large-scale supervised learning, penalized logistic regression (PLR) effectively mitigates overfitting through regularization, yet its performance critically depends on robust variable selection. This paper demonstrates that label noise…