相关论文: Quantile Risk Control: A Flexible Framework for Bo…

In this paper, we consider distributed maximum likelihood estimation (MLE) with dependent quantized data under the assumption that the structure of the joint probability density function (pdf) is known, but it contains unknown deterministic…

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…

In this paper we propose and discuss variance reduction techniques for the estimation of quantiles of the output of a complex model with random input parameters. These techniques are based on the use of a reduced model, such as a metamodel…

Predictive models that generalize well under distributional shift are often desirable and sometimes crucial to building robust and reliable machine learning applications. We focus on distributional shift that arises in causal inference from…

Quantification is the machine learning task of estimating test-data class proportions that are not necessarily similar to those in training. Apart from its intrinsic value as an aggregate statistic, quantification output can also be used to…

While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

This paper introduces a novel control approach for network scheduling and routing that is predictive and reliable in its nature, yet builds upon a linear program, making it fast in execution. First, we describe the canonical system model…

In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this paper is to tackle censoring…

We provide theoretical error bounds for the accurate numerical computation of the quantile function given the characteristic function of a continuous random variable. We show theoretically and empirically that the numerical error of the…

This paper introduces a novel uncertainty quantification framework for regression models where the response takes values in a separable metric space, and the predictors are in a Euclidean space. The proposed algorithms can efficiently…

Probabilistic sensitivity analysis identifies the influential uncertain input to guide decision-making. We propose a general sensitivity framework with respect to the input distribution parameters that unifies a wide range of sensitivity…

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Quantile regression is a powerful statistical methodology that complements the classical linear regression by examining how covariates influence the location, scale, and shape of the entire response distribution and offering a global view…

This paper presents a new approach for assessing uncertainty in machine translation by simultaneously evaluating translation quality and providing a reliable confidence score. Our approach utilizes conformal predictive distributions to…

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

As machine learning models grow increasingly competent, their predictions can supplement scarce or expensive data in various important domains. In support of this paradigm, algorithms have emerged to combine a small amount of high-fidelity…

Quantification of Uncertainty in predictions is a challenging problem. In the classification settings, although deep learning based models generalize well, class probabilities often lack reliability. Calibration errors are used to quantify…

We introduce a new compositional framework for generalized variational inference, clarifying the different parts of a model, how they interact, and how they compose. We explain that both exact Bayesian inference and the loss functions…