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We propose an evaluation framework for class probability estimates (CPEs) in the presence of label uncertainty, which is commonly observed as diagnosis disagreement between experts in the medical domain. We also formalize evaluation metrics…

Machine Learning · Statistics 2021-03-23 Takahiro Mimori , Keiko Sasada , Hirotaka Matsui , Issei Sato

Process capability index (PCI) is a commonly used statistic to measure ability of a process to operate within the given specifications or to produce products which meet the required quality specifications. PCI can be univariate or…

Applications · Statistics 2018-11-19 Deovrat Kakde , Arin Chaudhuri , Diana Shaw

The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use of the Optimized Certainty Equivalent as a means to measure expectation and risk.…

Risk Management · Quantitative Finance 2025-09-23 Nicole Bäuerle , Anna Jaśkiewicz

As models in various fields are becoming more complex, associated computational demands have been increasing significantly. Reliability analysis for these systems when failure probabilities are small is significantly challenging, requiring…

Applications · Statistics 2020-02-05 Zeyu Wang , Abdollah Shafieezadeh

Risk management often plays an important role in decision making under uncertainty. In quantitative risk management, assessing and optimizing risk metrics requires efficient computing techniques and reliable theoretical guarantees. In this…

Optimization and Control · Mathematics 2026-01-01 Zhaolin Hu

Constraint Programming (CP) has proved an effective paradigm to model and solve difficult combinatorial satisfaction and optimisation problems from disparate domains. Many such problems arising from the commercial world are permeated by…

Artificial Intelligence · Computer Science 2018-08-08 Neil Yorke-Smith , Carmen Gervet

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

Machine Learning · Computer Science 2025-10-21 Aditya T. Vadlamani , Anutam Srinivasan , Pranav Maneriker , Ali Payani , Srinivasan Parthasarathy

In this paper, probabilistic guarantees for constraint sampling of multistage robust convex optimization problems are derived. The dynamic nature of these problems is tackled via the so-called scenario-with-certificates approach. This…

Optimization and Control · Mathematics 2016-11-08 Francesca Maggioni , Marida Bertocchi , Fabrizio Dabbene , Roberto Tempo

The Constraint Satisfaction Problem (CSP) framework offers a simple and sound basis for representing and solving simple decision problems, without uncertainty. This paper is devoted to an extension of the CSP framework enabling us to deal…

Artificial Intelligence · Computer Science 2013-02-21 Helene Fargier , Jerome Lang , Roger Martin-Clouaire , Thomas Schiex

Software defects rediscovered by a large number of customers affect various stakeholders and may: 1) hint at gaps in a software manufacturer's Quality Assurance (QA) processes, 2) lead to an over-load of a software manufacturer's support…

Software Engineering · Computer Science 2011-07-21 Andriy V. Miranskyy , Matthew Davison , Mark Reesor

Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…

Econometrics · Economics 2017-10-25 Pedro G. Fonseca , Hugo D. Lopes

Quantum devices require precisely calibrated analog signals, a process that is complex and time-consuming. Many calibration strategies exist, and all require careful analysis and tuning to optimize system availability. To enable rigorous…

In this paper we address the problem of decision making within a Markov decision process (MDP) framework where risk and modeling errors are taken into account. Our approach is to minimize a risk-sensitive conditional-value-at-risk (CVaR)…

Artificial Intelligence · Computer Science 2015-06-09 Yinlam Chow , Aviv Tamar , Shie Mannor , Marco Pavone

Machine learning algorithms have grown in sophistication over the years and are increasingly deployed for real-life applications. However, when using machine learning techniques in practical settings, particularly in high-risk applications…

Machine Learning · Computer Science 2023-10-06 Sukrita Singh , Neeraj Sarna , Yuanyuan Li , Yang Li , Agni Orfanoudaki , Michael Berger

Reliable confidence measures of metrics derived from medical imaging reconstruction pipelines would improve the standard of decision-making in many clinical workflows. Conformal Prediction (CP) provides a robust framework for producing…

Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution…

Machine Learning · Computer Science 2025-01-22 Matteo Zecchin , Fredrik Hellström , Sangwoo Park , Shlomo Shamai , Osvaldo Simeone

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

Instance segmentation plays a pivotal role in medical image analysis by enabling precise localization and delineation of lesions, tumors, and anatomical structures. Although deep learning models such as Mask R-CNN and BlendMask have…

Computer Vision and Pattern Recognition · Computer Science 2025-04-29 Mengxia Dai , Wenqian Luo , Tianyang Li

A key requirement for scalable quantum computing is that elementary quantum gates can be implemented with sufficiently low error. One method for determining the error behavior of a gate implementation is to perform process tomography.…

Conformal prediction (CP) is a wrapper around traditional machine learning models, giving coverage guarantees under the sole assumption of exchangeability; in classification problems, for a chosen significance level $\varepsilon$, CP…

Machine Learning · Computer Science 2023-02-23 Javier Abad , Umang Bhatt , Adrian Weller , Giovanni Cherubin