Related papers: Differential Set Selection via Confidence-Guided E…
A typical desideratum for quantifying the uncertainty from a classification model as a prediction set is class-conditional singleton set calibration. That is, such sets should map to the output of well-calibrated selective classifiers,…
Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…
One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…
The problem of individualized prediction can be addressed using variants of conformal prediction, obtaining the intervals to which the actual values of the variables of interest belong. Here we present a method based on detecting the…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
We propose Narrowest Significance Pursuit (NSP), a general and flexible methodology for automatically detecting localised regions in data sequences which each must contain a change-point (understood as an abrupt change in the parameters of…
Inferring causal directions on discrete and categorical data is an important yet challenging problem. Even though the additive noise models (ANMs) approach can be adapted to the discrete data, the functional structure assumptions make it…
Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…
Discovering interpretable patterns for classification of sequential data is of key importance for a variety of fields, ranging from genomics to fraud detection or more generally interpretable decision-making. In this paper, we propose a…
Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order…
In real-world clinical settings, data distributions evolve over time, with a continuous influx of new, limited disease cases. Therefore, class incremental learning is of great significance, i.e., deep learning models are required to learn…
Conformal prediction (CP) is a promising uncertainty quantification framework which works as a wrapper around a black-box classifier to construct prediction sets (i.e., subset of candidate classes) with provable guarantees. However,…
Minimisation of discrete energies defined over factors is an important problem in computer vision, and a vast number of MAP inference algorithms have been proposed. Different inference algorithms perform better on factor graph models (GMs)…
In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…
In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an approach relying on a deterministic construction of…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
Neural network classifiers trained with cross-entropy loss achieve strong predictive accuracy but lack the capability to provide inherent predictive uncertainty estimates, thus requiring external techniques to obtain these estimates. In…
Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…
Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces…