Related papers: Accuracy of Uniform Inference on Fine Grid Points
The problem of constructing a simultaneous confidence surface for the 2-dimensional mean function of a non-stationary functional time series is challenging as these bands can not be built on classical limit theory for the maximum absolute…
Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…
This paper introduces a new technique for quantifying the approximation error of a broad class of probabilistic inference programs, including ones based on both variational and Monte Carlo approaches. The key idea is to derive a subjective…
We implement methods that efficiently impose integrality -- i.e., the condition that the coefficients of characters in the partition function must be integers -- into numerical modular bootstrap. We demonstrate the method with a number of…
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…
We study the bootstrap for the maxima of the sums of independent random variables, a problem of high relevance to many applications in modern statistics. Since the consistency of bootstrap was justified by Gaussian approximation in…
Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…
In machine learning, the selection of a promising model from a potentially large number of competing models and the assessment of its generalization performance are critical tasks that need careful consideration. Typically, model selection…
We derive a universal performance limit for coherent quantum control in the presence of modeled and unmodeled uncertainties. For any target unitary $W$ that is implementable in the absence of error, we prove that the worst-case (and hence…
We derive a new upper bound on the reliability function for channel coding over discrete memoryless channels. Our bounding technique relies on two main elements: (i) adding an auxiliary genie-receiver that reveals to the original receiver a…
Kernel methods are widely used in causal inference for tasks such as treatment effect estimation, policy evaluation, and policy learning. The bootstrap is a standard tool for uncertainty quantification because of its broad applicability. As…
Subsampling and block-based bootstrap methods have been used in a wide range of inference problems for time series. To accommodate the dependence, these resampling methods involve a bandwidth parameter, such as subsampling window width and…
Bootstrap percolation is an often used model to study the spread of diseases, rumors, and information on sparse random graphs. The percolation process demonstrates a critical value such that the graph is either almost completely affected or…
This paper investigates the theoretical underpinnings of two fundamental statistical inference problems, the construction of confidence sets and large-scale simultaneous hypothesis testing, in the presence of heavy-tailed data. With…
Calibration is a critical requirement for reliable probabilistic prediction, especially in high-risk applications. However, the theoretical understanding of which learning algorithms can simultaneously achieve high accuracy and good…
Simulation of the crack network evolution on high strain rate impact experiments performed in brittle materials is very compute-intensive. The cost increases even more if multiple simulations are needed to account for the randomness in…
We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided kernel estimators. Using methods from M-estimation, we show…
We study two-dimensional conformal field theories (CFTs) with boundaries via the conformal bootstrap. We derive a positive semi-definite program from crossing symmetry of three observables: the annulus partition function, the two-point…
In large part, the future utility of modern numerical conformal bootstrap depends on its ability to accurately predict the existence of hitherto unknown non-trivial conformal field theories (CFTs). Here we investigate the extent to which…