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We consider the problem of estimating the covariance matrix of a random vector by observing i.i.d samples and each entry of the sampled vector is missed with probability $p$. Under the standard $L_4-L_2$ moment equivalence assumption, we…

Statistics Theory · Mathematics 2024-06-17 Pedro Abdalla

Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…

Machine Learning · Statistics 2024-03-18 Alberto Carlevaro , Teodoro Alamo Cantarero , Fabrizio Dabbene , Maurizio Mongelli

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

Pre-trained language models (PLMs) may fail in giving reliable estimates of their predictive uncertainty. We take a close look into this problem, aiming to answer two questions: (1) Do PLMs learn to become calibrated in the training…

Computation and Language · Computer Science 2023-05-09 Yangyi Chen , Lifan Yuan , Ganqu Cui , Zhiyuan Liu , Heng Ji

The class-wise training losses often diverge as a result of the various levels of intra-class and inter-class appearance variation, and we find that the diverging class-wise training losses cause the uncalibrated prediction with its…

Machine Learning · Computer Science 2023-06-21 Seungjin Jung , Seungmo Seo , Yonghyun Jeong , Jongwon Choi

Calibration weighting is a fundamental technique in survey sampling and data integration for incorporating auxiliary information and improving efficiency of estimators. Classical calibration methods are typically formulated through distance…

Methodology · Statistics 2026-03-24 Jae Kwang Kim , Yonghyun Kwon , Yumou Qiu

Recent studies have shown that deep neural networks are not well-calibrated and often produce over-confident predictions. The miscalibration issue primarily stems from using cross-entropy in classifications, which aims to align predicted…

Machine Learning · Computer Science 2025-02-05 Daehwan Kim , Haejun Chung , Ikbeom Jang

Probabilities or confidence values produced by artificial intelligence (AI) and machine learning (ML) models often do not reflect their true accuracy, with some models being under or over confident in their predictions. For example, if a…

Machine Learning · Computer Science 2025-04-28 Richard Oliver Lane

Machine-generated probability predictions are essential in modern classification tasks such as image classification. A model is well calibrated when its predicted probabilities correspond to observed event frequencies. Despite the need for…

Machine Learning · Statistics 2026-02-24 Amy Vennos , Xin Xing , Christopher T. Franck

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides an estimate of the (global) approximation error. The…

Numerical Analysis · Mathematics 2021-02-23 Nathanael Bosch , Philipp Hennig , Filip Tronarp

Mislabeled data is a pervasive issue that undermines the performance of machine learning systems in real-world applications. An effective approach to mitigate this problem is to detect mislabeled instances and subject them to special…

Machine Learning · Computer Science 2025-11-05 Ilies Chibane , Thomas George , Pierre Nodet , Vincent Lemaire

The model uncertainty obtained by variational Bayesian inference with Monte Carlo dropout is prone to miscalibration. In this paper, different logit scaling methods are extended to dropout variational inference to recalibrate model…

Machine Learning · Computer Science 2020-06-23 Max-Heinrich Laves , Sontje Ihler , Karl-Philipp Kortmann , Tobias Ortmaier

Machine learning approaches for image classification have led to impressive advances in that field. For example, convolutional neural networks are able to achieve remarkable image classification accuracy across a wide range of applications…

Machine Learning · Statistics 2025-10-30 Christopher T. Franck , Anne R. Driscoll , Zoe Szajnfarber , William H. Woodall

The ability to ensure that a classifier gives reliable confidence scores is essential to ensure informed decision-making. To this end, recent work has focused on miscalibration, i.e., the over or under confidence of model scores. Yet…

Machine Learning · Computer Science 2023-04-28 Alexandre Perez-Lebel , Marine Le Morvan , Gaël Varoquaux

Confidence calibration of classification models is a technique to estimate the true posterior probability of the predicted class, which is critical for ensuring reliable decision-making in practical applications. Existing confidence…

Methodology · Statistics 2025-02-19 Jinzong Dong , Zhaohui Jiang , Dong Pan , Haoyang Yu

Generative models frequently suffer miscalibration, wherein statistics of the sampling distribution, such as the fraction of generations in a given class, deviate from desired values. We frame calibration as a constrained optimization…

Machine Learning · Statistics 2026-05-29 Henry D. Smith , Nathaniel L. Diamant , Brian L. Trippe

Trustworthy classifiers are essential to the adoption of machine learning predictions in many real-world settings. The predicted probability of possible outcomes can inform high-stakes decision making, particularly when assessing the…

Machine Learning · Computer Science 2023-02-22 Kiri L. Wagstaff , Thomas G. Dietterich

For semantic segmentation, label probabilities are often uncalibrated as they are typically only the by-product of a segmentation task. Intersection over Union (IoU) and Dice score are often used as criteria for segmentation success, while…

Computer Vision and Pattern Recognition · Computer Science 2021-07-28 Zhipeng Ding , Xu Han , Peirong Liu , Marc Niethammer

Quantification of Uncertainty in predictions is a challenging problem. In the classification settings, although deep learning based models generalize well, class probabilities often lack reliability. Calibration errors are used to quantify…

Machine Learning · Computer Science 2024-05-07 Aditya Challa , Snehanshu Saha , Soma Dhavala

Forecasts for uncertain future events should be probabilistic. Probabilistic forecasts are commonly issued as prediction intervals, which provide a measure of uncertainty in the unknown outcome whilst being easier to understand and…

Methodology · Statistics 2025-08-26 Sam Allen , Julia Burnello , Johanna Ziegel