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In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

机器学习 · 计算机科学 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

机器学习 · 统计学 2025-12-22 Yuli Slavutsky , David M. Blei

Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…

统计方法学 · 统计学 2024-04-01 Sizhu Lu , Peng Ding

Highly accurate and robust control of quantum operations is vital for the realization of error-correctible quantum computation. In this paper, we show that the robustness of high-precision controls can be remarkably enhanced through…

量子物理 · 物理学 2021-07-28 Xiaozhen Ge , Re-Bing Wu

Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…

统计理论 · 数学 2012-08-31 Vladimir Spokoiny , Weining Wang , Wolfgang Karl Härdle

Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how much uncertainty a classifier could cope with before…

机器学习 · 计算机科学 2026-03-25 Rodrigo F. L. Lassance , Jasper De Bock

Machine learning systems deployed in the real world must operate under dynamic and often unpredictable distribution shifts. This challenges the validity of statistical safety assurances on the system's risk established beforehand. Common…

机器学习 · 统计学 2025-06-23 Alexander Timans , Rajeev Verma , Eric Nalisnick , Christian A. Naesseth

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

机器学习 · 计算机科学 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of…

机器学习 · 统计学 2023-02-07 Tim Pearce , Jong-Hyeon Jeong , Yichen Jia , Jun Zhu

Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding…

统计方法学 · 统计学 2018-11-16 Huijuan Ma , Limin Peng , Chiung-Yu Huang , Haoda Fu

Quantile regression is useful for characterizing the conditional distribution of a response variable and understanding heterogeneity in the covariate effects at different quantiles. The rise of high-dimensional physiological data in…

统计方法学 · 统计学 2026-03-25 Yuanzhen Yue , Stella Self , Yichao Wu , Jiajia Zhang , Rahul Ghosal

This paper proposes a framework for developing forecasting models by streamlining the connections between core components of the developmental process. The proposed framework enables swift and robust integration of new datasets,…

机器学习 · 计算机科学 2023-04-14 Jonathan Hans Soeseno , Sergio González , Trista Pei-Chun Chen

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

机器学习 · 计算机科学 2019-06-04 Minsuk Shin , Young Lee , Jun S. Liu

We propose a new family of error distributions for model-based quantile regression, which is constructed through a structured mixture of normal distributions. The construction enables fixing specific percentiles of the distribution while,…

统计方法学 · 统计学 2017-02-10 Yifei Yan , Athanasios Kottas

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Quantiles and expectiles are determined by different loss functions: asymmetric least absolute deviation for quantiles and asymmetric squared loss for expectiles. This distinction ensures that quantile regression methods are robust to…

统计方法学 · 统计学 2025-10-08 Abdellah Atanane , Abdallah Mkhadri , Karim Oualkacha

Distribution-free prediction sets play a pivotal role in uncertainty quantification for complex statistical models. Their validity hinges on reliable calibration data, which may not be readily available as real-world environments often…

统计方法学 · 统计学 2024-06-11 Elise Han , Chengpiao Huang , Kaizheng Wang

This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

最优化与控制 · 数学 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

Nonparametric regression is a standard statistical tool with increased importance in the Big Data era. Boundary points pose additional difficulties but local polynomial regression can be used to alleviate them. Local linear regression, for…

其他统计学 · 统计学 2017-04-04 Srinjoy Das , Dimitris N. Politis