相关论文: Optimal predictive model selection

As predictive models -- e.g., from machine learning -- give likely outcomes, they may be used to reason on the effect of an intervention, a causal-inference task. The increasing complexity of health data has opened the door to a plethora of…

Bayesian model selection with improper priors is not well-defined because of the dependence of the marginal likelihood on the arbitrary scaling constants of the within-model prior densities. We show how this problem can be evaded by…

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…

Datasets are rarely a realistic approximation of the target population. Say, prevalence is misrepresented, image quality is above clinical standards, etc. This mismatch is known as sampling bias. Sampling biases are a major hindrance for…

Estimating population models from uncertain observations is an important problem in ecology. Perretti et al. observed that standard Bayesian state-space solutions to this problem may provide biased parameter estimates when the underlying…

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a…

Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

In the classical setting of self-selection, the goal is to learn $k$ models, simultaneously from observations $(x^{(i)}, y^{(i)})$ where $y^{(i)}$ is the output of one of $k$ underlying models on input $x^{(i)}$. In contrast to mixture…

Model selection strategies have been routinely employed to determine a model for data analysis in statistics, and further study and inference then often proceed as though the selected model were the true model that were known a priori. This…

This article considers ultrahigh-dimensional forecasting problems with survival response variables. We propose a two-step model averaging procedure for improving the forecasting accuracy of the true conditional mean of a survival response…

In machine learning or scientific computing, model performance is measured with an objective function. But why choose one objective over another? Information theory gives one answer: To maximize the information in the model, select the…

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Multiple lines of evidence suggest that predictive models may benefit from algorithmic triage. Under algorithmic triage, a predictive model does not predict all instances but instead defers some of them to human experts. However, the…

The method of model averaging has become an important tool to deal with model uncertainty, for example in situations where a large amount of different theories exist, as are common in economics. Model averaging is a natural and formal…

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…