activity
20092022
most citedInferential models: A framework for prior-free posterior probabilistic inference

168 citations · 1.5k across the 73 of their papers we have counts for

collaborators

74 papers

stat.ME2022

Direct Gibbs posterior inference on risk minimizers: construction, concentration, and calibration

Ryan Martin, Nicholas Syring

Real-world problems, often couched as machine learning applications, involve quantities of interest that have real-world meaning, independent of any statistical model. To avoid pot…

math.ST2021★ 8 cited

An imprecise-probabilistic characterization of frequentist statistical inference

Ryan Martin

Between the two dominant schools of thought in statistics, namely, Bayesian and classical/frequentist, a main difference is that the former is grounded in the mathematically rigoro…

math.ST2021★ 1 cited

Decision-making with possibilistic inferential models

Ryan Martin, Shih-Ni Prim, Jonathan Williams

Inferential models (IMs) are data-dependent, imprecise-probabilistic structures designed to quantify uncertainty about unknowns. As the name suggests, the focus has been on uncerta…

math.ST2021★ 17 cited

Valid inferential models for prediction in supervised learning problems

Leonardo Cella, Ryan Martin

Prediction, where observed data is used to quantify uncertainty about a future observation, is a fundamental problem in statistics. Prediction sets with coverage probability guaran…

math.ST2021★ 10 cited

Direct and approximately valid probabilistic inference on a class of statistical functionals

Leonardo Cella, Ryan Martin

Existing frameworks for probabilistic inference assume the quantity of interest is the parameter of a posited statistical model. In machine learning applications, however, often th…

math.ST2021★ 3 cited

Revisiting consistency of a recursive estimator of mixing distributions

Vaidehi Dixit, Ryan Martin

Estimation of the mixing distribution under a general mixture model is a very difficult problem, especially when the mixing distribution is assumed to have a density. Predictive re…