A Confidence Interval for the $\ell_2$ Expected Calibration Error
arXiv:2408. 08998v4 Announce Type: replace-cross Abstract: Recent advances in machine learning have significantly improved prediction accuracy in various applications.
arXiv:2607. 27301v1 Announce Type: cross Abstract: Isotonic regression is a canonical tool for estimating monotone functions and calibrating probabilistic predictors.
arXiv:2408. 08998v4 Announce Type: replace-cross Abstract: Recent advances in machine learning have significantly improved prediction accuracy in various applications.
arXiv:2505. 16713v3 Announce Type: replace-cross Abstract: We examine the concentration of uniform generalization errors around their expectation in binary linear classification problems via an isoperimetric argument.
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. 03245v1 Announce Type: cross Abstract: Concepts of calibration formalize the compatibility between probabilistic predictions and the respective outcomes.
arXiv:2502. 15131v4 Announce Type: replace-cross Abstract: We study the fundamental problem of calibrating a linear binary classifier of the form $\sigma(\hat{w}^\top x)$, where the feature vector $x$ is Gaussian, $\sigma$ is a link function, and $\hat{w}$ is an estimator of the true linear weight $w^\star$.
arXiv:2607. 16675v1 Announce Type: cross Abstract: A point prediction that is well calibrated on average can still be systematically biased conditional on its own value, undermining its use in downstream decision-making.
arXiv:2606. 31915v1 Announce Type: cross Abstract: While conformal prediction provides a general framework for uncertainty quantification in predictive inference, its application is often limited by computational cost.
arXiv:2607. 22889v1 Announce Type: new Abstract: Learning the natural parameters $z \in \mathbb{R}^n$ of discrete distributions $\mu_z$ from independent samples constrained to a subset $S \subseteq \{0,1\}^n$ is a foundational challenge in high-dimensional statistics.
arXiv:2201. 01973v3 Announce Type: replace-cross Abstract: The problem of linear predictions has been extensively studied for the past century under pretty generalized frameworks.
arXiv:2505. 20178v2 Announce Type: replace-cross Abstract: Prediction-Powered Inference (PPI) is a popular strategy for combining gold-standard and possibly noisy pseudo-labels to perform statistical estimation.
arXiv:2607. 12928v1 Announce Type: new Abstract: We study the online binary sequential calibration problem.
arXiv:2507. 08150v4 Announce Type: replace-cross Abstract: Accurate uncertainty quantification is critical for reliable predictive modeling.