相关论文: IPAD: Stable Interpretable Forecasting with Knocko…

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Structured prediction tasks pose a fundamental trade-off between the need for model complexity to increase predictive power and the limited computational resources for inference in the exponentially-sized output spaces such models require.…

The theory of statistical inference along with the strategy of divide-and-conquer for large- scale data analysis has recently attracted considerable interest due to great popularity of the MapReduce programming paradigm in the Apache Hadoop…

Deep learning has become increasingly popular in both supervised and unsupervised machine learning thanks to its outstanding empirical performance. However, because of their intrinsic complexity, most deep learning methods are largely…

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

Deep neural networks are behind many of the recent successes in machine learning applications. However, these models can produce overconfident decisions while encountering out-of-distribution (OOD) examples or making a wrong prediction.…

Understanding why a model makes a certain prediction can be as crucial as the prediction's accuracy in many applications. However, the highest accuracy for large modern datasets is often achieved by complex models that even experts struggle…

We develop new econometric methods for estimation and inference in high-dimensional panel data models with interactive fixed effects. Our approach can be regarded as a non-trivial extension of the very popular common correlated effects…

We propose a new model for augmenting algorithms with predictions by requiring that they are formally learnable and instance robust. Learnability ensures that predictions can be efficiently constructed from a reasonable amount of past data.…

Machine learning predictions are increasingly used to supplement incomplete or costly-to-measure outcomes in fields such as biomedical research, environmental science, and social science. However, treating predictions as ground truth…

Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…

The stability of classical semi-implicit scheme, and some more advanced iterative schemes recently proposed for Numerical Weather Prediction (NWP) purpose is examined. In all these schemes, the solution of the centred-implicit non-linear…

There is a growing need for flexible general frameworks that integrate individual-level data with external summary information for improved statistical inference. External information relevant for a risk prediction model may come in…

This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

High-stakes applications require AI-generated models to be interpretable. Current algorithms for the synthesis of potentially interpretable models rely on objectives or regularization terms that represent interpretability only coarsely…

Owing to their inherently interpretable structure, decision trees are commonly used in applications where interpretability is essential. Recent work has focused on improving various aspects of decision trees, including their predictive…

Anomaly detection is crucial for understanding unusual behaviors in data, as anomalies offer valuable insights. This paper introduces Dependency-based Anomaly Detection (DepAD), a general framework that utilizes variable dependencies to…