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Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…
We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…
Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…
The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…
Sensitivity analysis for unmeasured confounding under incremental propensity score interventions remains relatively underdeveloped. Incremental interventions define stochastic treatment regimes by multiplying the odds of treatment, offering…
Researchers often misinterpret and misrepresent statistical outputs. This abuse has led to a large literature on modification or replacement of testing thresholds and $P$-values with confidence intervals, Bayes factors, and other devices.…
Significance testing based on p-values has been implicated in the reproducibility crisis in scientific research, with one of the proposals being to eliminate them in favor of Bayesian analyses. Defenders of the p-values have countered that…
Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…
In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…
We study conditions under which the addition of variables to a regression equation can turn a previously statistically insignificant result into a significant one. Specifically, we characterize the minimum strength of association required…
It is well-known that Sobol indices, which count among the most popular sensitivity indices, are based on the Sobol decomposition. Here we challenge this construction by redefining Sobol indices without the Sobol decomposition. In fact, we…
Inferential challenges that arise when data are censored have been extensively studied under the classical frameworks. In this paper, we provide an alternative generalized inferential model approach whose output is a data-dependent…
Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…
This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be…
Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…
Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…
We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…
In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…