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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3468101135 · May 202619922001200920172026
48 results for reliable intervals

Paper introduces methods for more reliable probabilistic predictions with confidence intervals.

problem Inaccurate labeling of datasets due to unreliable probabilistic predictions from weak labeling functions.
method Proposes a methodology to provide confidence intervals for label probabilities using uncertainty sets of distributions.
result Improves reliability of probabilistic predictions and provides confidence intervals for label probabilities.

Having a regression model, we are interested in finding two-sided intervals that are guaranteed to contain at least a desired proportion of the conditional distribution of the response variable given a specific combination of predictors. We name such intervals predictive intervals. This work presents a new method to fi…

2014-02-24abs ↗pdf ↗

New method provides reliable high-confidence prediction intervals for high-impact events.

problem High-impact events require very high confidence prediction intervals, but classical methods provide uninformative intervals.
method Bridge extreme value statistics and conformal prediction to provide reliable and informative prediction intervals.
result Provides reliable and informative prediction intervals with high-confidence coverage.

New method uses interval-based metric to validate prediction uncertainty in machine learning.

problem Validation of prediction uncertainty in machine learning regression tasks is unreliable due to heavy-tailed distributions.
method Shift from variance-based metrics to interval-based Prediction Interval Coverage Probability (PICP).
result PICP method more quickly and reliably tests prediction intervals than variance-based metrics.

Paper proposes a method to create more reliable confidence intervals for off-policy evaluations.

problem Creating reliable confidence intervals for off-policy evaluations.
method Proposes a deeply-debiasing procedure to construct efficient, robust, and flexible confidence intervals.
result Validated by theoretical results and numerical experiments, the method improves the reliability of off-policy evaluations.

New method combines HQR and WACI for better time series prediction intervals.

problem Challenges in creating reliable prediction intervals for time series forecasting.
method Combining Heteroscedastic Quantile Regression (HQR) with Width-Adaptive Conformal Inference (WACI).
result Combined approach meets or surpasses typical benchmarks for validity and efficiency.

COPP provides reliable intervals for outcomes under a new policy in contextual bandits.

problem Lack of reliable predictive intervals for outcomes under a new policy in contextual bandits.
method Conformal prediction applied to contextual bandits.
result COPP provides finite-sample guarantees without additional assumptions.

VLM judges rank well but score poorly; task difficulty and annotation quality affect interval width.

problem VLMs as judges lack reliability indicators in multimodal evaluations.
method Conformal prediction using score-token log-probabilities.
result Evaluation uncertainty is task-dependent, affecting interval width and reliability.

This paper tackles uncertainty in deep learning for construction of prediction intervals.

problem Deep learning models lack the ability to provide reliable prediction intervals for high-risk tasks.
method The authors design a special loss function to learn both aleatory and epistemic uncertainties without requiring uncertainty labels.
result The method constructs prediction intervals that are competitive with state-of-the-art methods on publicly available datasets.

MAPS algorithm creates reliable prediction intervals for high-dimensional data.

problem Computing reliable conditional prediction intervals in high-dimensional settings.
method Lifted predictive model (LPM) and MAPS algorithm for distribution-free intervals.
result MAPS algorithm produces valid prediction intervals for any trained model.

AB-testing is a very popular technique in web companies since it makes it possible to accurately predict the impact of a modification with the simplicity of a random split across users. One of the critical aspects of an AB-test is its duration and it is important to reliably compute confidence intervals associated with…

2015-01-30abs ↗pdf ↗

Generative AI reduces IR evaluation costs but introduces errors; this work provides reliable CIs.

problem Generating relevance annotations using AI introduces errors that affect IR evaluation metrics.
method Proposes two methods: prediction-powered inference and conformal risk control to place reliable CIs around IR metrics.
result Proposed methods accurately capture both variance and bias in evaluation based on AI-generated annotations.

RFpredInterval package builds prediction intervals for random forests and boosted forests.

problem Quantifying uncertainty in random forest and boosted forest point predictions.
method 16 methods to build prediction intervals with random forests and boosted forests.
result The proposed method outperforms existing methods in building prediction intervals.

DeepLR constructs confidence intervals for neural networks with asymmetric expansions.

problem Uncertainty estimation for neural network predictions.
method Likelihood-ratio-based approach for constructing asymmetric confidence intervals.
result DeepLR offers asymmetric intervals expanding in regions with limited data.

Self-calibrating conformal prediction improves interval efficiency and offers a practical alternative.

problem Improving the reliability and uncertainty quantification of machine learning predictions.
method Combines Venn-Abers calibration and conformal prediction for binary and regression problems.
result Improves interval efficiency through model calibration and offers practical alternatives.

UnKGCP generates prediction intervals for uncertain knowledge graphs with statistical guarantees.

problem Lack of quantified predictive uncertainty in existing UnKGE methods.
method Proposes extsc{UnKGCP} framework using conformal prediction with a novel nonconformity measure.
result Sharp prediction intervals effectively capture predictive uncertainty in diverse UnKGE methods.

Proposes a method to generate prediction intervals using weighted asymmetric loss functions.

problem Generating reliable prediction intervals for neural network models.
method Uses a weighted asymmetric loss function to estimate prediction intervals.
result The method produces reliable prediction intervals in complex machine learning scenarios.

The paper introduces a method to assess machine translation quality with confidence intervals.

problem Evaluating the uncertainty and quality of machine translation.
method Utilizes conformal predictive distributions to produce prediction intervals with guaranteed coverage.
result The method outperforms a baseline on six language pairs in terms of coverage and sharpness.

Prediction intervals in supervised Machine Learning bound the region where the true outputs of new samples may fall. They are necessary in the task of separating reliable predictions of a trained model from near random guesses, minimizing the rate of False Positives, and other problem-specific tasks in applied Machine …

2019-12-19abs ↗pdf ↗

Paper improves confidence intervals and variance estimation for deep learning models.

problem Improving confidence intervals and variance estimation in deep learning models.
method Residual-based framework for conditional variance estimation; robust bootstrap procedure for confidence intervals.
result First non-asymptotic bounds for variance estimation using ReLU networks.

A framework for uncertainty-aware multimodal learning using conformal Shapley intervals.

problem Uncertainty and modality level importance in multimodal learning.
method Introduces conformal Shapley intervals to quantify modality level importance and uncertainty.
result Demonstrates meaningful uncertainty quantification and strong predictive performance.

New protocol makes neural MI estimators reliable in high-dimensional data.

problem Accurate estimation of mutual information in high-dimensional, undersampled data.
method Developed a practical protocol for neural MI estimators, incorporating statistical consistency checks, bias correction, and confidence intervals.
result Neural MI estimators can be made reliable when dependencies admit a low-dimensional latent representation.

Enhanced TSFMs improve time series forecasting accuracy and reliability.

problem Variance, bias, and uncertainty in TSFMs' predictions on real data.
method Statistical and ensemble techniques including bagging, stacking, residual modeling, and prediction intervals.
result Hybrid models consistently outperform standalone TSFMs across multiple horizons.

Credibility theory provides tools to obtain better estimates by combining individual data with sample information. We apply the Credibility theory to a Uniform distribution that is used in testing the reliability of forecasting an interest rate for long term horizons. Such empirical exercise is asked by Regulators (CRR…

2014-09-17abs ↗pdf ↗

Boosting methods for interval-censored data improve predictive accuracy in survival analysis.

problem Handling interval-censored data in survival analysis and time-to-event studies.
method Nonparametric boosting methods using censoring unbiased transformations and functional gradient descent.
result Effective boosting methods for regression and classification with interval-censored data, offering robust performance.

LPCI provides valid prediction intervals for longitudinal data.

problem Current conformal prediction methods for time series data lack cross-sectional coverage when applied to longitudinal datasets.
method Modeling residual data as a quantile fixed-effects regression problem, constructing prediction intervals with a trained quantile regressor.
result LPCI achieves valid cross-sectional coverage and outperforms existing benchmarks in terms of longitudinal coverage rates.

CTI produces efficient prediction intervals with guaranteed coverage.

problem Efficient and reliable uncertainty quantification in regression.
method CTI estimates conditional density for interval length, then thresholds intervals based on this density.
result CTI achieves smaller prediction sets with guaranteed coverage compared to existing methods.

This work provides uncertainty intervals for semantic latent variables in disentangled latent spaces.

problem Challenges in providing meaningful uncertainty quantification for semantic information in disentangled latent spaces.
method Uses quantile regression to output heuristic uncertainty intervals, calibrates these intervals to contain true latent values, and propagates them through the generator.
result Reliably communicates semantically meaningful, principled, and instance-adaptive uncertainty in image super-resolution and image completion.

Study improves confidence measures in medical imaging pipelines by addressing bias.

problem Bias in metric-based imaging pipelines compromises the efficiency of prediction intervals.
method Formalized symmetric and asymmetric CP formulations, analyzed bias effects, and validated empirically.
result Symmetric intervals are inflated by bias, while asymmetric intervals remain unaffected.

Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated estimate of the prediction uncertainty. Such estimates and their calibration are cri…

2018-03-26abs ↗pdf ↗

ConfEviSurrogate improves surrogate model accuracy and uncertainty quantification.

problem Uncertainty in surrogate models hinders reliable analysis.
method Introduces ConfEviSurrogate, a novel model that learns evidential distributions, separates uncertainty sources, and provides reliable prediction intervals.
result Demonstrates accurate predictions and robust uncertainty estimates in various simulations.

The paper improves off-policy evaluation in contextual bandits using conformal prediction.

problem Quantifying the performance of a target policy using data from a different behavior policy.
method Proposes a novel algorithm based on a PAC-valid conformal prediction framework to construct probably approximately correct prediction intervals.
result Establishes PAC-type bounds on coverage, improving theoretical guarantees.

Proposes a deep learning framework for interval-censored survival data.

problem Lack of deep learning methods for interval-censored survival data.
method Partially linear transformation models with DNN approximations for nonlinear effects.
result DNN estimator achieves minimax-optimal convergence and superior performance.

Proposes methods to aggregate prediction intervals for domain shift uncertainty.

problem Uncertainty quantification in distribution shifts.
method Aggregates prediction intervals for minimal width and adequate coverage.
result Effective methodologies for unsupervised domain shift under labeled source and unlabeled target.

New method for accurate uncertainty estimation in deep learning predictions.

problem Insufficient methods for assessing prediction uncertainty in deep learning.
method Valid non-parametric bootstrap method for deep neural networks.
result Accurate confidence intervals and simultaneous confidence bands for survival data.

SPLICE generates accurate time-series imputations with reliable prediction intervals.

problem Lack of reliability guarantees in time-series imputation models.
method Modular framework combining latent generative imputation with distribution-free prediction intervals.
result SPLICE achieves lowest mean Load-only MSE and best CRPS on various datasets.

Foundation models improve time series prediction reliability, especially with limited data.

problem Improving time series prediction reliability with limited data.
method Comparison of Time Series Foundation Models (TSFMs) with traditional methods in conformal prediction.
result TSFMs provide more reliable conformalized prediction intervals and more stable calibration with limited data.

Corrects bias in LLM-as-a-judge evaluations using adaptive calibration.

problem Bias in LLM evaluations due to imperfect sensitivity and specificity.
method Plug-in framework with confidence intervals accounting for test and calibration dataset uncertainties.
result LML-based evaluation yields more reliable estimates than human-only evaluation.

A new framework evaluates LLMs by considering judge reliability.

problem Evaluating LLMs without ground truth labels can lead to biased results.
method Introduces judge-specific discrimination parameters and estimates model quality and judge reliability.
result Improves agreement with human preferences and produces calibrated uncertainty quantification.