MIST: Mutual Information Estimation Via Supervised Training
arXiv:2511. 18945v4 Announce Type: replace Abstract: We propose a fully data-driven approach to designing mutual information (MI) estimators.
arXiv:2606. 25188v1 Announce Type: new Abstract: Efficient uncertainty quantification (UQ) is essential for trustworthy large-scale learning.
arXiv:2511. 18945v4 Announce Type: replace Abstract: We propose a fully data-driven approach to designing mutual information (MI) estimators.
arXiv:2602. 13362v2 Announce Type: replace-cross Abstract: A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty.
arXiv:2606. 27269v1 Announce Type: cross Abstract: Reliably quantifying predictive uncertainty is difficult for complex, high-dimensional, or misspecified models.
arXiv:2603.05575v2 Announce Type: replace-cross Abstract: We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a blac...
arXiv:2507. 08150v4 Announce Type: replace-cross Abstract: Accurate uncertainty quantification is critical for reliable predictive modeling.
arXiv:2607. 13550v1 Announce Type: cross Abstract: Boosting is one of the most successful learning techniques for standard classification and regression tasks.
Boosting is one of the most successful learning techniques for standard classification and regression tasks. Its extension to multi-output prediction problems has found an increasing number of applications in recent years.
arXiv:2608. 08204v1 Announce Type: cross Abstract: This work proposes deep nonparametric Instrumental variable quantile regression (IVQR), a two-stage estimator that combines conditional diffusion modeling with a kernel-smoothed conditional moment formulation.
arXiv:2411.02771v3 Announce Type: replace-cross Abstract: Doubly robust estimators are widely used for estimating average treatment effects and other linear summaries of regression functions. While c...
The paper introduces DUO, a framework for Deep Imbalanced Regression that models each prediction as a conditional Gaussian to capture instance‑level uncertainty. By decoupling mean and variance optimization, DUO enhances learning signals for tail samples and mitigates gradient coupling that hampers hard examples. A distribution‑guided contrastive learning component further refines feature representations, leading to state‑of‑the‑art performance on several visual and biological regression benchmarks.
arXiv:2608. 02769v1 Announce Type: cross Abstract: Multimodal supervised learning seeks to leverage multiple heterogeneous data sources to improve predictive performance.
arXiv:2607. 12730v1 Announce Type: cross Abstract: Smart-building load forecasters are often trained offline on dense, multivariate, high-frequency data, but deployment may provide only hourly, feature-limited inputs.