相关论文: Universal Inference for Testing Calibration of Mea…

We propose a general method for constructing hypothesis tests and confidence sets that have finite sample guarantees without regularity conditions. We refer to such procedures as "universal." The method is very simple and is based on a…

The classical likelihood ratio test (LRT) based on the asymptotic chi-squared distribution of the log likelihood is one of the fundamental tools of statistical inference. A recent universal LRT approach based on sample splitting provides…

The recently introduced framework of universal inference provides a new approach to constructing hypothesis tests and confidence regions that are valid in finite samples and do not rely on any specific regularity assumptions on the…

A statistical model is said to be calibrated if the resulting mean estimates perfectly match the true means of the underlying responses. Aiming for calibration is often not achievable in practice as one has to deal with finite samples of…

Estimating the prevalence of a category in a population using imperfect measurement devices (diagnostic tests, classifiers, or large language models) is fundamental to science, public health, and online trust and safety. Standard approaches…

Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…

Recent works have investigated the sample complexity necessary for fair machine learning. The most advanced of such sample complexity bounds are developed by analyzing multicalibration uniform convergence for a given predictor class. We…

For the universal hypothesis testing problem, where the goal is to decide between the known null hypothesis distribution and some other unknown distribution, Hoeffding proposed a universal test in the nineteen sixties. Hoeffding's universal…

Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…

This paper proposes the use of "multicalibration" to yield interpretable and reliable confidence scores for outputs generated by large language models (LLMs). Multicalibration asks for calibration not just marginally, but simultaneously…

In a well-calibrated risk prediction model, the average predicted probability is close to the true event rate for any given subgroup. Such models are reliable across heterogeneous populations and satisfy strong notions of algorithmic…

In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…

Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…

In this paper, we propose a new modified likelihood ratio test (LRT) for simultaneously testing mean vectors and covariance matrices of two-sample populations in high-dimensional settings. By employing tools from Random Matrix Theory (RMT),…

While in-context learning with large language models (LLMs) has shown impressive performance, we have discovered a unique miscalibration behavior where both correct and incorrect predictions are assigned the same level of confidence. We…

Reasoning language models can solve increasingly complex tasks, but struggle to produce the calibrated confidence estimates necessary for reliable deployment. Existing calibration methods usually depend on labels or repeated sampling at…

Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…

Many applications of classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. However, while many current classification frameworks, in particular deep neural networks, achieve high…

The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…

Calibration is a pivotal aspect in predictive modeling, as it ensures that the predictions closely correspond with what we observe empirically. The contemporary calibration framework, however, is predominantly focused on prediction models…