Related papers: A Leakage Bound for Confidence Sets after Black-Bo…
We investigate the problem of reliably assessing group fairness when labeled examples are few but unlabeled examples are plentiful. We propose a general Bayesian framework that can augment labeled data with unlabeled data to produce more…
Learning, whether natural or artificial, is a process of selection. It starts with a set of candidate options and selects the more successful ones. In the case of machine learning the selection is done based on empirical estimates of…
We develop a framework for post model selection inference, via marginal screening, in linear regression. At the core of this framework is a result that characterizes the exact distribution of linear functions of the response $y$,…
With the growing adoption of machine learning (ML) systems in areas like law enforcement, criminal justice, finance, hiring, and admissions, it is increasingly critical to guarantee the fairness of decisions assisted by ML. In this paper,…
We propose new inference tools for forward stepwise regression, least angle regression, and the lasso. Assuming a Gaussian model for the observation vector y, we first describe a general scheme to perform valid inference after any selection…
The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…
In this thesis we consider the problem of information hiding in the scenarios of interactive systems, statistical disclosure control, and refinement of specifications. We apply quantitative approaches to information flow in the first two…
Inverse optimization (IO) seeks to infer the parameters of a decision-maker's objective from observed context--action data. We study noiseless IO, where demonstrations are generated by a ground-truth objective. We provide a high-probability…
It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…
Motivated by parametric models for which the likelihood is analytically unavailable, numerically unstable, or prohibitively expensive to compute or optimize, we develop a prior- and likelihood-free framework for fully probabilistic…
Constant-time programming is a countermeasure to prevent cache based attacks where programs should not perform memory accesses that depend on secrets. In some cases this policy can be safely relaxed if one can prove that the program does…
A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…
We propose a general statistical inference framework to capture the privacy threat incurred by a user that releases data to a passive but curious adversary, given utility constraints. We show that applying this general framework to the…
This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that is partially identified through upper and lower bounds with asymptotically normal estimators. A simple confidence interval is…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
The Tweedie exponential dispersion family is a popular choice among many to model insurance losses that consist of zero-inflated semicontinuous data. In such data, it is often important to obtain credibility (inference) of the most…
To perform inference after model selection, we propose controlling the selective type I error; i.e., the error rate of a test given that it was performed. By doing so, we recover long-run frequency properties among selected hypotheses…
In machine learning and pattern recognition, feature selection has been a hot topic in the literature. Unsupervised feature selection is challenging due to the loss of labels which would supply the related information.How to define an…
Randomized smoothing is the dominant standard for provable defenses against adversarial examples. Nevertheless, this method has recently been proven to suffer from important information theoretic limitations. In this paper, we argue that…
We propose a new approach to promote safety in classification tasks with established concepts. Our approach -- called a conceptual safeguard -- acts as a verification layer for models that predict a target outcome by first predicting the…