相关论文: New Bias Calibration for Robust Estimation in Smal…

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…

Where the response variable in a big data set is consistent with the variable of interest for small area estimation, the big data by itself can provide the estimates for small areas. These estimates are often subject to the coverage and…

Small area estimation has become an important tool in official statistics, used to construct estimates of population quantities for domains with small sample sizes. Typical area-level models function as a type of heteroscedastic regression,…

When estimating area means, direct estimators based on area-specific data, are usually consistent under the sampling design without model assumptions. However, they are inefficient if the area sample size is small. In small area estimation,…

Improving health in the most disadvantaged populations requires reliable estimates of health and demographic indicators to inform policy and interventions. Low- and middle-income countries with the largest burden of disease and disability…

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

We propose a Small Area Estimation model based on Generalized Additive Models for Location, Scale and Shape (SAE-GAMLSS), for the estimation of household economic indicators. SAE-GAMLSS release the exponential family distributional…

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…

Estimating the prevalence of a category in a population using imperfect measurement devices (diagnostic tests, classifiers, or large language models) is fundamental to science, public health, and online trust and safety. Standard approaches…

The problem of small area estimation (SAE) is how to produce reliable estimates of characteristics of interest such as means, counts, quantiles, etc., for areas or domains for which only small samples or no samples are available, and how to…

Bayesian Model Calibration is used to revisit the problem of scaling factor calibration for semi-empirical correction of ab initio harmonic properties (e.g. vibrational frequencies and zero-point energies). A particular attention is devoted…

Conformal predictive systems allow forecasters to issue predictive distributions for real-valued future outcomes that have out-of-sample calibration guarantees. On a more abstract level, conformal prediction makes use of in-sample…

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

The presence of outliers in financial asset returns is a frequently occuring phenomenon and may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns…

Subsampling methods aim to select a subsample as a surrogate for the observed sample. As a powerful technique for large-scale data analysis, various subsampling methods are developed for more effective coefficient estimation and model…

In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…

In this chapter, we discuss recent work on learning sparse approximations to high-dimensional functions on data, where the target functions may be scalar-, vector- or even Hilbert space-valued. Our main objective is to study how the…