相关论文: The Residual Information Criterion, Corrected

We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to…

Performing model selection between Gibbs random fields is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical or numerical methods.…

Mutual information has been successfully adopted in filter feature-selection methods to assess both the relevancy of a subset of features in predicting the target variable and the redundancy with respect to other variables. However,…

We consider a sparse linear regression model, when the number of available predictors, $p$, is much larger than the sample size, $n$, and the number of non-zero coefficients, $p_0$, is small. To choose the regression model in this…

Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…

The Cox proportional hazards model, commonly used in clinical trials, assumes proportional hazards. However, it does not hold when, for example, there is a delayed onset of the treatment effect. In such a situation, an acute change in the…

The Bayesian information criterion (BIC), defined as the observed data log likelihood minus a penalty term based on the sample size $N$, is a popular model selection criterion for factor analysis with complete data. This definition has also…

Non-concave penalized maximum likelihood methods, such as the Bridge, the SCAD, and the MCP, are widely used because they not only do parameter estimation and variable selection simultaneously but also have a high efficiency as compared to…

The Schwarz or Bayesian information criterion (BIC) is one of the most widely used tools for model comparison in social science research. The BIC however is not suitable for evaluating models with order constraints on the parameters of…

Parameter selection in high-dimensional models is typically finetuned in a way that keeps the (relative) number of false positives under control. This is because otherwise the few true positives may be dominated by the many possible false…

The information bottleneck (IB) approach is popular to improve the generalization, robustness and explainability of deep neural networks. Essentially, it aims to find a minimum sufficient representation $\mathbf{t}$ by striking a trade-off…

Information-directed sampling (IDS) has revealed its potential as a data-efficient algorithm for reinforcement learning (RL). However, theoretical understanding of IDS for Markov Decision Processes (MDPs) is still limited. We develop novel…

Human interventions are a common source of data in autonomous systems during testing. These interventions provide an important signal about where the current policy needs improvement, but are often noisy and incomplete. We define Robust…

The problem of model selection is considered for the setting of interpolating estimators, where the number of model parameters exceeds the size of the dataset. Classical information criteria typically consider the large-data limit,…

Datasets with significant proportions of bias present threats for training a trustworthy model on NLU tasks. Despite yielding great progress, current debiasing methods impose excessive reliance on the knowledge of bias attributes.…

Advances in machine learning technologies have led to increasingly powerful models in particular in the context of big data. Yet, many application scenarios demand for robustly interpretable models rather than optimum model accuracy; as an…

Partial least squares regression---or PLS---is a multivariate method in which models are estimated using either the SIMPLS or NIPALS algorithm. PLS regression has been extensively used in applied research because of its effectiveness in…

Foundation models often generate unreliable answers, while heuristic uncertainty estimators fail to fully distinguish correct from incorrect outputs, causing users to accept erroneous answers without any statistical guarantee. We address…

Information criteria such as Akaike's (AIC) and Bayes' (BIC) are widely used for model selection in physics and beyond, quantifying the tradeoff between model complexity and goodness-of-fit to enforce parsimony. However, their derivation…

In multivariate extreme value analysis, the estimation of the dependence structure in extremes is demanding, especially in the context of high-dimensional data. Therefore, a common approach is to reduce the model dimension by considering…