相关论文: A Swiss Army Infinitesimal Jackknife

We develop a collection of methods for adjusting the predictions of quantile regression to ensure coverage. Our methods are model agnostic and can be used to correct for high-dimensional overfitting bias with only minimal assumptions.…

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

This paper is concerned with finite sample approximations to the supremum of a non-degenerate $U$-process of a general order indexed by a function class. We are primarily interested in situations where the function class as well as the…

This article establishes novel strong uniform laws of large numbers for randomly weighted sums such as bootstrap means. By leveraging recent advances, these results extend previous work in their general applicability to a wide range of…

Scientific imaging problems are often severely ill-posed, and hence have significant intrinsic uncertainty. Accurately quantifying the uncertainty in the solutions to such problems is therefore critical for the rigorous interpretation of…

Estimation of physical quantities is at the core of most scientific research and the use of quantum devices promises to enhance its performances. In real scenarios, it is fundamental to consider that the resources are limited and Bayesian…

Sequential trial emulation (STE) is an approach to estimating causal treatment effects by emulating a sequence of target trials from observational data. In STE, inverse probability weighting is commonly utilised to address time-varying…

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the…

The jackknife variance estimator and the the infinitesimal jackknife variance estimator are shown to be asymptotically equivalent if the functional of interest is a smooth function of the mean or a trimmed L-statistic with Hoelder…

Approximate Bayesian computation is an established and popular method for likelihood-free inference with applications in many disciplines. The effectiveness of the method depends critically on the availability of well performing summary…

We investigate nonlinear instrumental variable (IV) regression given high-dimensional instruments. We propose a simple algorithm which combines kernelized IV methods and an arbitrary, adaptive regression algorithm, accessed as a black box.…

This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

We study the problem of estimating a continuous ability parameter from sequential binary responses by actively asking questions with varying difficulties, a setting that arises naturally in adaptive testing and online preference learning.…

Ensemble learning is widely used in applications to make predictions in complex decision problems---for example, averaging models fitted to a sequence of samples bootstrapped from the available training data. While such methods offer more…

Stochastic linear bandits are a natural and simple generalisation of finite-armed bandits with numerous practical applications. Current approaches focus on generalising existing techniques for finite-armed bandits, notably the optimism…

We present correction terms that allow delete-one Jackknife and Bootstrap methods to be used to recover unbiased estimates of the data covariance matrix of the two-point correlation function $\xi\left(\mathbf{r}\right)$. We demonstrate the…

Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…

We develop a jackknife empirical likelihood (JEL) framework for inference on parameters defined through multivariate three-sample U-statistic. From three independent multivariate samples, we construct JEL ratio statistic based on suitable…

Fitting models to data is an important part of the practice of science. Advances in machine learning have made it possible to fit more -- and more complex -- models, but have also exacerbated a problem: when multiple models fit the data…