相关论文: Non-asymptotic calibration and resolution

Estimation of linear functionals from observed data is an important task in many subjects. Juditsky & Nemirovski [The Annals of Statistics 37.5A (2009): 2278-2300] propose a framework for non-parametric estimation of linear functionals in a…

Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability $x$, it should materialize with approximately that frequency, which means that the…

Functional linear regression has recently attracted considerable interest. Many works focus on asymptotic inference. In this paper we consider in a non asymptotic framework a simple estimation procedure based on functional Principal…

We give a principled method for decomposing the predictive uncertainty of a model into aleatoric and epistemic components with explicit semantics relating them to the real-world data distribution. While many works in the literature have…

The complexity and accuracy of current and future precision cosmology observational campaigns has made it essential to develop an efficient technique for directly combining simulation and observational datasets to determine cosmological and…

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

In this paper a novel distributed algorithm for blind macro calibration in sensor networks based on output synchronization is proposed. The algorithm is formulated as a set of gradient-type recursions for estimating parameters of sensor…

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

The number of times that we can access a system to extract information via quantum metrology is always finite, and possibly small, and realistic amounts of prior knowledge tend to be moderate. Thus theoretical consistency demands a…

A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…

The implementation of computational sensing strategies often faces calibration problems typically solved by means of multiple, accurately chosen training signals, an approach that can be resource-consuming and cumbersome. Conversely, blind…

Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…

We investigate the problem of calibration and assessment of predictive rules in prognostic designs when missing values are present in the predictors. Our paper has two key objectives which are entwined. The first is to investigate how the…

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

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…

We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…