Related papers: Fixed-level calibration of the Cauchy combination …
We investigate the probability density of rescaled sums of iterates of deterministic dynamical systems, a problem relevant for many complex physical systems consisting of dependent random variables. A Central Limit Theorem (CLT) is only…
Bayesian coresets speed up posterior inference in the large-scale data regime by approximating the full-data log-likelihood function with a surrogate log-likelihood based on a small, weighted subset of the data. But while Bayesian coresets…
Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…
Evaluating classifications is crucial in statistics and machine learning, as it influences decision-making across various fields, such as patient prognosis and therapy in critical conditions. The Matthews correlation coefficient (MCC) is…
Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…
Embedding tables are usually huge in click-through rate (CTR) prediction models. To train and deploy the CTR models efficiently and economically, it is necessary to compress their embedding tables at the training stage. To this end, we…
Continual Learning (CL) focuses on maximizing the predictive performance of a model across a non-stationary stream of data. Unfortunately, CL models tend to forget previous knowledge, thus often underperforming when compared with an offline…
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…
Identifying the relevant variables for a classification model with correct confidence levels is a central but difficult task in high-dimension. Despite the core role of sparse logistic regression in statistics and machine learning, it still…
Generalized linear mixed models (GLMM) are commonly used to analyze clustered data, but when the number of clusters is small to moderate, standard statistical tests may produce elevated type I error rates. Small-sample corrections have been…
Consistent chiral limit has been investigated in the curvature mass parametrized quark-meson (QM) model with the quark one-loop vacuum term (QMVT) employing the infrared regularized Chiral perturbation theory (ChPT) predicted scaling of the…
When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…
We introduce $\textit{Backward Conformal Prediction}$, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and…
Cauchy-Characteristic Matching (CCM), the combination of a central 3+1 Cauchy code with an exterior characteristic code connected across a time-like interface, is a promising technique for the generation and extraction of gravitational…
We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical value that corrects for many restrictions and conditional…
Recent experimental observations of CP asymmetry in B0 -> psi K0 constitute the first significant signal of CP violation outside the neutral kaon system; thus they represent an important milestone to test the CKM paradigm. We, therefore,…
We provide a new information-theoretic generalization error bound that is exactly tight (i.e., matching even the constant) for the canonical quadratic Gaussian (location) problem. Most existing bounds are order-wise loose in this setting,…
Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings,…
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…
While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…