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We introduce an ambidextrous view of stochastic dynamical systems, comparing their forward-time and reverse-time representations and then integrating them into a single time-symmetric representation. The perspective is useful theoretically,…
Prediction algorithms assign numbers to individuals that are popularly understood as individual "probabilities" -- what is the probability of 5-year survival after cancer diagnosis? -- and which increasingly form the basis for life-altering…
Although a recent shift has been made in the field of predictive process monitoring to use models from the explainable artificial intelligence field, the evaluation still occurs mainly through performance-based metrics, thus not accounting…
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…
Loss minimization is a dominant paradigm in machine learning, where a predictor is trained to minimize some loss function that depends on an uncertain event (e.g., "will it rain tomorrow?''). Different loss functions imply different…
An algorithm to estimate the evolution of learning curves on the whole of a training data base, based on the results obtained from a portion and using a functional strategy, is introduced. We approximate iteratively the sought value at the…
Rigorous guarantees about the performance of predictive algorithms are necessary in order to ensure their responsible use. Previous work has largely focused on bounding the expected loss of a predictor, but this is not sufficient in many…
The standard loss functions used in the literature on probabilistic prediction are the log loss function, the Brier loss function, and the spherical loss function; however, any computable proper loss function can be used for comparison of…
This work introduces a framework for quantifying the information content of logical propositions through the use of implication hypergraphs. We posit that a proposition's informativeness is primarily determined by its relationships with…
Resource-constrained systems are prevalent in communications. Such a system is composed of many components but only some of them can be allocated with resources such as time slots. According to the amount of information about the system,…
I provide a unifying perspective on forecast evaluation, characterizing accurate forecasts of all types, from simple point to complete probabilistic forecasts, in terms of two fundamental underlying properties, autocalibration and…
Likelihood profiling is an efficient and powerful frequentist approach for parameter estimation, uncertainty quantification and practical identifiablity analysis. Unfortunately, these methods cannot be easily applied for stochastic models…
Predicting the evolution of a large system of units using its structure of interaction is a fundamental problem in complex system theory. And so is the problem of reconstructing the structure of interaction from temporal observations. Here,…
When a system commits to a hypothesis, much of the evidential structure behind that commitment is lost to compression. Standard accounts assume that selected content and scalar confidence suffice for downstream control. This paper argues…
As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…
Water is essential for agricultural productivity. Assessing water shortages and reduced yield potential is a critical factor in decision-making for ensuring agricultural productivity and food security. Crop simulation models, which align…
In autonomous driving, accurate motion prediction is crucial for safe and efficient motion planning. To ensure safety, planners require reliable uncertainty estimates of the predicted behavior of surrounding agents, yet this aspect has…
Opacity is a general language-theoretic framework in which several security properties of a system can be expressed. Its parameters are a predicate, given as a subset of runs of the system, and an observation function, from the set of runs…
A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…
Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…