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Understanding the Under-Coverage Bias in Uncertainty Estimation

Neural Information Processing Systems

Estimating the data uncertainty in regression tasks is often done by learning a quantile function or a prediction interval of the true label conditioned on the input.


Understanding the Under-Coverage Bias in Uncertainty Estimation

Neural Information Processing Systems

Estimating the data uncertainty in regression tasks is often done by learning a quantile function or a prediction interval of the true label conditioned on the input.






A Data and Code Availability

Neural Information Processing Systems

The implementations of the experiments on ABC and FTDC datasets are similar. For the stability analysis, we are interested in the norm of term 1. In Section E.1, we briefly discuss the motivation behind studying age prediction and PCA-based statistical analysis in this context. In Section E.2, we provide additional details on cortical thickness data acquisition. In Section E.3, we report the results for stability analysis of VNNs and PCA-regression models for FTDC100 ( In Section E.4, we study the stability of VNNs on two simulated In Section E.5, we include additional figures A promising application of brain age prediction is early detection of neurodegenerative diseases (such as Alzheimer's, Huntingson's disease) which may manifest themselves as error in age prediction in pathological contexts by machine learning models trained E.4 Stability of VNNs on Synthetic Data We consider two settings for synthetic data.



Supplementary material for'Spike and slab variational Bayes for high dimensional logistic regression '

Neural Information Processing Systems

(Section 11). Lemma 2. Suppose the prior satisfies Lemma 3. Suppose the prior satisfies Lemma 4. Suppose the prior satisfies This is the most difficult technical step in establishing our result. Lemma 5. Consider the event We briefly explain the heuristic idea behind the proof of Lemma 5. Since the VB posterior We also work with the default parametrization of the bmlasso function of the BhGLM package, i.e. We provide five further test cases in addition to the experiment considered in Section 5. In all cases we consider Gaussian design matrices, but vary all other parameter. We ran each experiment 200 times and report the means and standard deviations of the performance metrics in Table 3.