8 citations · 21 across the 10 of their papers we have counts for
Showing 2021Show all
3 papers · 1 filter
stat.CO2021★ 1 cited
Doubly Robust Stein-Kernelized Monte Carlo Estimator: Simultaneous Bias-Variance Reduction and Supercanonical Convergence
Henry Lam, Haofeng Zhang
Standard Monte Carlo computation is widely known to exhibit a canonical square-root convergence speed in terms of sample size. Two recent techniques, one based on control variate a…
cs.LG2021★ 1 cited
Quantifying Epistemic Uncertainty in Deep Learning
Ziyi Huang, Henry Lam, Haofeng Zhang
Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, espec…
stat.ML2021★ 8 cited
Learning Prediction Intervals for Regression: Generalization and Calibration
Haoxian Chen, Ziyi Huang, Henry Lam +2
We study the generation of prediction intervals in regression for uncertainty quantification. This task can be formalized as an empirical constrained optimization problem that mini…