相关论文: BRcal: An R Package to Boldness-Recalibrate Probab…

Probability predictions are essential to inform decision making across many fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., spread out enough to be informative for decision making.…

Two fundamental research tasks in science and engineering are forward predictions and data inversion. This article introduces a recent R package RobustCalibration for Bayesian data inversion and model calibration by experiments and field…

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…

The prediction accuracy of machine learning methods is steadily increasing, but the calibration of their uncertainty predictions poses a significant challenge. Numerous works focus on obtaining well-calibrated predictive models, but less is…

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

There is a large body of evidence that decision makers frequently depart from Bayesian updating. This paper introduces a model, robust maximum likelihood (RML) updating, where deviations from Bayesian updating are due to multiple…

For users to trust model predictions, they need to understand model outputs, particularly their confidence - calibration aims to adjust (calibrate) models' confidence to match expected accuracy. We argue that the traditional calibration…

Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…

Reliable reasoning in Large Language Models (LLMs) is challenged by their propensity for hallucination. While augmenting LLMs with Knowledge Graphs (KGs) improves factual accuracy, existing KG-augmented methods fail to quantify epistemic…

In survival analysis, longitudinal information on the health status of a patient can be used to dynamically update the predicted probability that a patient will experience an event of interest. Traditional approaches to dynamic prediction…

A reliable representation of uncertainty is essential for the application of modern machine learning methods in safety-critical settings. In this regard, the use of credal sets (i.e., convex sets of probability distributions) has recently…

Moderate calibration, the expected event probability among observations with predicted probability z being equal to z, is a desired property of risk prediction models. Current graphical and numerical techniques for evaluating moderate…

The fitting or parameter estimation of complex ecological models is a challenging optimisation task, with a notable lack of tools for fitting complex, long runtime or stochastic models. calibrar is an R package that is dedicated to the…

In this article, we present a recently released R package for Bayesian calibration. Many industrial fields are facing unfeasible or costly field experiments. These experiments are replaced with numerical/computer experiments which are…

Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…

A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…

In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…

Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient…

Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…

Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…