09

Sep

Teaser image to Extrapolation-Aware Nonparametric Statistical Inference

Talk

Extrapolation-Aware Nonparametric Statistical Inference

Niklas Pfister, University of Copenhagen

   09.09.2024

   4:00 pm - 5:30 pm

   Ludwigstr. 28, Room 211B, 80539 Munich

Niklas Pfister from the University of Copenhagen will give a talk titled Extrapolation-Aware Nonparametric Statistical Inference.

Extrapolation occurs in many data analysis applications and can invalidate the resulting conclusions if not taken into account. Formally, extrapolation refers to any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable. While extrapolation is straightforward in parametric models, it becomes challenging in nonparametric models. In this talk, we extend the nonparametric statistical model to explicitly allow for extrapolation and introduce a class of extrapolating assumptions that can be combined with existing inference techniques to draw extrapolation-aware conclusions. The proposed class of extrapolation assumptions stipulate that the conditional function of interest attains its minimal and maximal directional derivative in each direction within the observed support. We illustrate how the framework can be applied to several statistical applications including out-of-support prediction and extrapolation-aware uncertainty quantification.

Organized by:

LMU AI in Management


Related

Link to Lunch Talk: Machine Learning Based Time-to-Event Analysis

Lecture  •  02.12.2024  •  LMU Center for Advanced Studies, Seestraße 13, 80802 Munich

Lunch Talk: Machine Learning Based Time-to-Event Analysis

Lunch Talk at LMU CAS with MCML members Andreas Bender and Stefan Feuerriegel.


Link to KI - Der Anfang vom Ende oder einfach nur nützlich?

Presentation  •  14.10.2024  •  Bergson Kunstkraftwerk Studio, Rupert-Bodner-Str. 5, 81245 München

KI - Der Anfang vom Ende oder einfach nur nützlich?

Together with Constanze Zawadzky (Innovation Park AI), MCML PI Reinhard Heckel will give interested parties an insight into the world of AI.


Link to Medizinethik – Ethische Fragen im Krankenhaus, in der Forschung und in der Politik

Lecture  •  08.10.2024  •  Online via Zoom

Medizinethik – Ethische Fragen im Krankenhaus, in der Forschung und in der Politik

Our PI Alena Buyx will introduce the topic of medical ethics and its relevant fields in the context of contemporary questions.


Link to Generative AI

Lecture  •  26.09.2024  •  LRZ Kommissionsraum and online via zoom

Generative AI

Join the lecture @LRZ with Geetika Gupta/Nvidia concerning “Generative AI”.


Link to Informatiklehrerinnen- und Lehrertag Bayern 2024

Talk  •  19.09.2024  •  Marsstraße 20-22, 80335 München

Informatiklehrerinnen- und Lehrertag Bayern 2024

MCML Associate Steffen Schneider will give a keynote talk about AI in the context of teaching at the ILTB 24.