Related papers: A Framework for the Bayesian Calibration of Comple…
For users to trust model predictions, they need to understand model outputs, particularly their confidence - calibration aims to adjust (calibrate) models' confidence to match expected accuracy. We argue that the traditional calibration…
Computational simulation is increasingly relied upon for high-consequence engineering decisions, and a foundational element to solid mechanics simulations, such as finite element analysis (FEA), is a credible constitutive or material model.…
Calibration weighting has been widely used to correct selection biases in non-probability sampling, missing data, and causal inference. The main idea is to calibrate the biased sample to the benchmark by adjusting the subject weights.…
Bayesian Neural Networks (BNNs) often result uncalibrated after training, usually tending towards overconfidence. Devising effective calibration methods with low impact in terms of computational complexity is thus of central interest. In…
Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…
Bayesian inference provides a rigorous framework to encapsulate our knowledge and uncertainty regarding various physical quantities in a well-defined and self-contained manner. Utilising modern tools, such Bayesian models can be constructed…
There is a growing interest in societal concerns in machine learning systems, especially in fairness. Multicalibration gives a comprehensive methodology to address group fairness. In this work, we address the multicalibration error and…
For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…
It is argued that the Calibrated Bayesian (CB) approach to statistical inference capitalizes on the strength of Bayesian and frequentist approaches to statistical inference. In the CB approach, inferences under a particular model are…
In the recent literature on machine learning and decision making, calibration has emerged as a desirable and widely-studied statistical property of the outputs of binary prediction models. However, the algorithmic aspects of measuring model…
A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…
Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…
Neural networks solving real-world problems are often required not only to make accurate predictions but also to provide a confidence level in the forecast. The calibration of a model indicates how close the estimated confidence is to the…
In typical machine learning systems, an estimate of the probability of the prediction is used to assess the system's confidence in the prediction. This confidence measure is usually uncalibrated; i.e.\ the system's confidence in the…
Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…
The fitting or parameter estimation of complex ecological models is a challenging optimisation task, with a notable lack of tools for fitting complex, long runtime or stochastic models. calibrar is an R package that is dedicated to the…
In any ranking system, the retrieval model outputs a single score for a document based on its belief on how relevant it is to a given search query. While retrieval models have continued to improve with the introduction of increasingly…
Calibration refers to the estimation of unknown parameters which are present in computer experiments but not available in physical experiments. An accurate estimation of these parameters is important because it provides a scientific…