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Empirical research in the social and medical sciences frequently involves testing multiple hypotheses simultaneously, increasing the risk of false positives due to chance. Classical multiple testing procedures, such as the Bonferroni…

计量经济学 · 经济学 2025-07-29 Sebastian Calonico , Sebastian Galiani

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

统计方法学 · 统计学 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

Methods to quantify uncertainty in predictions from arbitrary models are in demand in high-stakes domains like medicine and finance. Conformal prediction has emerged as a popular method for producing a set of predictions with specified…

机器学习 · 计算机科学 2025-03-19 Jessica Hullman , Yifan Wu , Dawei Xie , Ziyang Guo , Andrew Gelman

Rank and PIT histograms are established tools to assess the calibration of probabilistic forecasts. They not only check whether an ensemble forecast is calibrated, but they also reveal what systematic biases (if any) are present in the…

统计方法学 · 统计学 2023-07-13 Sam Allen , Johanna Ziegel , David Ginsbourger

In response to everyday queries, humans explicitly signal uncertainty and offer alternative answers when they are unsure. Machine learning models that output calibrated prediction sets through conformal prediction mimic this human…

机器学习 · 计算机科学 2024-06-11 Jesse C. Cresswell , Yi Sui , Bhargava Kumar , Noël Vouitsis

The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing…

机器学习 · 统计学 2009-06-30 Sami Hanhijärvi , Kai Puolamäki , Gemma C. Garriga

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

统计方法学 · 统计学 2023-02-24 Xiaoyu Hu , Jing Lei

We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n+m$ items are to be ranked by some ``black box'' algorithm. It is assumed that the…

机器学习 · 计算机科学 2025-12-04 Jean-Baptiste Fermanian , Pierre Humbert , Gilles Blanchard

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

统计理论 · 数学 2025-02-11 Ali Baheri , Marzieh Amiri Shahbazi

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

机器学习 · 统计学 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

If you are predicting the label $y$ of a new object with $\hat y$, how confident are you that $y = \hat y$? Conformal prediction methods provide an elegant framework for answering such question by building a $100 (1 - \alpha)\%$ confidence…

机器学习 · 统计学 2019-11-11 Eugene Ndiaye , Ichiro Takeuchi

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…

机器学习 · 计算机科学 2024-12-24 Huajun Xi , Jianguo Huang , Kangdao Liu , Lei Feng , Hongxin Wei

In this work, we take a closer look at the evaluation of two families of methods for enriching information from knowledge graphs: Link Prediction and Entity Alignment. In the current experimental setting, multiple different scores are…

机器学习 · 计算机科学 2023-09-21 Max Berrendorf , Evgeniy Faerman , Laurent Vermue , Volker Tresp

With promising empirical performance across a wide range of applications, synthetic data augmentation appears a viable solution to data scarcity and the demands of increasingly data-intensive models. Its effectiveness lies in expanding the…

机器学习 · 计算机科学 2026-02-02 Zixuan Wu , So Won Jeong , Yating Liu , Yeo Jin Jung , Claire Donnat

Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…

机器学习 · 计算机科学 2025-11-24 Misgina Tsighe Hagos , Claes Lundström

Modern deep learning based classifiers show very high accuracy on test data but this does not provide sufficient guarantees for safe deployment, especially in high-stake AI applications such as medical diagnosis. Usually, predictions are…

机器学习 · 计算机科学 2022-05-09 David Stutz , Krishnamurthy , Dvijotham , Ali Taylan Cemgil , Arnaud Doucet

The property of conformal predictors to guarantee the required accuracy rate makes this framework attractive in various practical applications. However, this property is achieved at a price of reduction in precision. In the case of…

机器学习 · 计算机科学 2021-08-13 Marharyta Aleksandrova , Oleg Chertov

This paper concerns the construction of tests for universal hypothesis testing problems, in which the alternate hypothesis is poorly modeled and the observation space is large. The mismatched universal test is a feature-based technique for…

信息论 · 计算机科学 2016-04-18 Dayu Huang , Sean Meyn

Computing the dominant eigenvalue is important in nuclear systems as it determines the stability of the system (i.e. whether the system is sub or supercritical). Recently, the work of Kusch, Whewell, McClarren and Frank \cite{KWMF} showed…

数值分析 · 数学 2024-09-24 C. Scalone , L. Einkemmer , J. Kusch , R. J. McClarren

The Dunnett procedure compares several treatment or dose groups with a control group, while controlling the familywise error rate. When deviations from the normal distribution and heterogeneous variances occur, the nominal $\alpha$ level…

应用统计 · 统计学 2019-05-07 Ludwig A. Hothorn , Felix M. Kluxen