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Conformal prediction (CP) offers distribution-free marginal coverage guarantees under an exchangeability assumption, but these guarantees can fail if the data distribution shifts. We analyze the use of pseudo-calibration as a tool to…

机器学习 · 计算机科学 2026-02-17 Farbod Siahkali , Ashwin Verma , Vijay Gupta

Bimodal truncated count distributions are frequently observed in aggregate survey data and in user ratings when respondents are mixed in their opinion. They also arise in censored count data, where the highest category might create an…

统计方法学 · 统计学 2014-01-24 Pragya Sur , Galit Shmueli , Smarajit Bose , Paromita Dubey

Post-hoc calibration of pre-trained models is critical for ensuring reliable inference, especially in safety-critical domains such as healthcare. Conformal Prediction (CP) offers a robust post-hoc calibration framework, providing…

机器学习 · 计算机科学 2025-05-22 Haifeng Wen , Hong Xing , Osvaldo Simeone

We advance the theory of parametric bootstrap in constructing highly efficient empirical best (EB) prediction intervals of small area means. The coverage error of such a prediction interval is of the order $O(m^{-3/2})$, where $m$ is the…

统计理论 · 数学 2026-03-12 Yuting Chen , Masayo Y. Hirose , Partha Lahiri

ML-based predictions are used to inform consequential decisions about individuals. How should we use predictions (e.g., risk of heart attack) to inform downstream binary classification decisions (e.g., undergoing a medical procedure)? When…

机器学习 · 计算机科学 2022-03-21 Guy N. Rothblum , Gal Yona

Mixture models are a popular tool in model-based clustering. Such a model is often fitted by a procedure that maximizes the likelihood, such as the EM algorithm. At convergence, the maximum likelihood parameter estimates are typically…

统计计算 · 统计学 2019-07-23 Adrian O'Hagan , Thomas Brendan Murphy , Luca Scrucca , Isobel Claire Gormley

Background: When planning a cluster randomized trial, evaluators often have access to an enumerated cohort representing the target population of clusters. Practicalities of conducting the trial, such as the need to oversample clusters with…

统计方法学 · 统计学 2024-09-19 Sarah E. Robertson , Jon A. Steingrimsson , Issa J. Dahabreh

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

统计计算 · 统计学 2022-08-16 Peter A. Whalley , Daniel Paulin , Benedict Leimkuhler

We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

统计计算 · 统计学 2025-01-03 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Giacomo Zanella

We re-investigate the asymptotic properties of the traditional OLS (pooled) estimator, $\hat{\beta} _P$, in the context of cluster dependence. The present study considers various scenarios under various restrictions on the cluster sizes and…

统计方法学 · 统计学 2025-01-31 Subhodeep Dey , Gopal K. Basak , Samarjit Das

There is often a mixture of very frequent labels and very infrequent labels in multi-label datatsets. This variation in label frequency, a type class imbalance, creates a significant challenge for building efficient multi-label…

机器学习 · 计算机科学 2021-09-28 Payel Sadhukhan , Arjun Pakrashi , Sarbani Palit , Brian Mac Namee

In this paper, we examine the validity of non-parametric spatial bootstrap as a procedure to quantify errors in estimates of N-point correlation functions. We do this by means of a small simulation study with simple point process models and…

天体物理学 · 物理学 2008-05-16 Ji Meng Loh

In the past few years co-clustering has emerged as an important data mining tool for two way data analysis. Co-clustering is more advantageous over traditional one dimensional clustering in many ways such as, ability to find highly…

机器学习 · 计算机科学 2014-12-02 Chandrima Sarkar , Jaideep Srivastava

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

统计方法学 · 统计学 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

统计计算 · 统计学 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

Monitoring plant and animal populations is an important goal for both academic research and management of natural resources. Successful management of populations often depends on obtaining estimates of their mean or total over a region. The…

统计方法学 · 统计学 2014-10-14 Jay M. Ver Hoef , John K. Jansen

In computational histopathology algorithms now outperform humans on a range of tasks, but to date none are employed for automated diagnoses in the clinic. Before algorithms can be involved in such high-stakes decisions they need to "know…

计算机视觉与模式识别 · 计算机科学 2022-10-19 Lea Goetz

The entropic risk measure is widely used in high-stakes decision-making across economics, management science, finance, and safety-critical control systems because it captures tail risks associated with uncertain losses. However, when data…

最优化与控制 · 数学 2026-01-05 Utsav Sadana , Erick Delage , Angelos Georghiou

A new maximum approximate likelihood (ML) estimation algorithm for the mixture of Kent distribution is proposed. The new algorithm is constructed via the BSLM (block successive lower-bound maximization) framework and incorporates manifold…

统计计算 · 统计学 2017-09-15 Hien D. Nguyen

Predictions are often probabilities; e.g., a prediction could be for precipitation tomorrow, but with only a 30% chance. Given such probabilistic predictions together with the actual outcomes, "reliability diagrams" help detect and diagnose…

统计理论 · 数学 2022-11-15 Imanol Arrieta-Ibarra , Paman Gujral , Jonathan Tannen , Mark Tygert , Cherie Xu