Date & Time:
February 3, 2022 3:30 pm – 4:30 pm
Location:
Live Stream
02/03/2022 03:30 PM 02/03/2022 04:30 PM America/Chicago Lihua Lei (Stanford) – What Can Conformal Inference Offer To Statistics? DSI/CS/Statistics Joint Candidate Talk Live Stream

What Can Conformal Inference Offer To Statistics?

Watch Via Live Stream

Valid uncertainty quantification is crucial for high-stakes decision-making. Conformal inference provides a powerful framework that can wrap around any black-box prediction algorithm, like random forests or deep neural networks, and generate prediction intervals with distribution-free coverage guarantees. In this talk, I will describe how conformal inference can be adapted to handle more complicated inferential tasks in statistics.

I will mainly focus on two important statistical problems: counterfactual inference and time-to-event analysis. In practice, the former can be used as a building block to infer individual treatment effects, and the latter can be applied for individual risk assessment. Unlike standard prediction problems, the predictive targets are only partially observable owing to selection and censoring. When the missing data mechanism is known, as in randomized experiments, our conformal inference-based approaches achieve desired coverage in finite samples without any assumption on the conditional distribution of the outcomes or the accuracy of the predictive algorithm; when the missing data mechanism is unknown, they satisfy a doubly robust guarantee of coverage. We demonstrate on both simulated and real datasets that conformal inference-based methods provide more reliable uncertainty quantification than other popular methods, which suffer from a substantial coverage deficit even in simple models. In addition, I will also briefly mention my work on adapting and generalizing conformal inference to other statistical problems, including election, outlier detection, and risk-calibrated predictions.

Host: Dan Nicolae

Speakers

Lihua Lei

Postdoctoral Researcher, Stanford University

Lihua Lei is a postdoctoral researcher in Statistics at Stanford University, advised by Professor Emmanuel Candès. His current research focuses on developing rigorous statistical methodologies for uncertainty quantification and calibration. Prior to joining Stanford, he obtained his Ph.D. in statistics at UC Berkeley, working on causal inference, multiple hypothesis testing, network analysis, stochastic optimization, and econometrics. His personal website is https://lihualei71.github.io/

Related News & Events

No Name

NeurIPS 2023 Award-winning paper by DSI Faculty Bo Li, DecodingTrust, provides a comprehensive framework for assessing trustworthiness of GPT models

Feb 01, 2024
Video

“Machine Learning Foundations Accelerate Innovation and Promote Trustworthiness” by Rebecca Willett

Jan 26, 2024
Video

Nightshade: Data Poisoning to Fight Generative AI with Ben Zhao

Jan 23, 2024
No Name

UChicago Undergrad Analyzes Machine Learning Models Used By CPD, Uncovers Lack of Transparency About Data Usage

Oct 31, 2023
No Name

In The News: U.N. Officials Urge Regulation of Artificial Intelligence

"Security Council members said they feared that a new technology might prove a major threat to world peace."
Jul 27, 2023
No Name

UChicago Computer Scientists Bring in Generative Neural Networks to Stop Real-Time Video From Lagging

Jun 29, 2023
No Name

UChicago Team Wins The NIH Long COVID Computational Challenge

Jun 28, 2023
No Name

UChicago Assistant Professor Raul Castro Fernandez Receives 2023 ACM SIGMOD Test-of-Time Award

Jun 27, 2023
Michael Franklin
No Name

Mike Franklin, Dan Nicolae Receive 2023 Arthur L. Kelly Faculty Prize

Jun 02, 2023
No Name

PhD Student Kevin Bryson Receives NSF Graduate Research Fellowship to Create Equitable Algorithmic Data Tools

Apr 14, 2023
No Name

Computer Science Displays Catch Attention at MSI’s Annual Robot Block Party

Apr 07, 2023
No Name

UChicago / School of the Art Institute Class Uses Art to Highlight Data Privacy Dangers

Apr 03, 2023
arrow-down-largearrow-left-largearrow-right-large-greyarrow-right-large-yellowarrow-right-largearrow-right-smallbutton-arrowclosedocumentfacebookfacet-arrow-down-whitefacet-arrow-downPage 1CheckedCheckedicon-apple-t5backgroundLayer 1icon-google-t5icon-office365-t5icon-outlook-t5backgroundLayer 1icon-outlookcom-t5backgroundLayer 1icon-yahoo-t5backgroundLayer 1internal-yellowinternalintranetlinkedinlinkoutpauseplaypresentationsearch-bluesearchshareslider-arrow-nextslider-arrow-prevtwittervideoyoutube