I am a PhD student at the Division of Systems and Control within the Department of Information Technology and the Centre for Interdisciplinary Mathematics in Uppsala, supervised by Fredrik Lindsten, Dave Zachariah, and Erik Sjöblom. The main focus of my PhD studies is uncertainty-aware deep learning. Currently, I am particularly interested in analyzing and evaluating calibration of probabilistic models. Please visit my webpage for more information.
Calibrated probabilistic models ensure that predictions are consistent with empirically observed outcomes, and hence such models provide reliable uncertainty estimates for decision-making. This is particularly important in safety-critical applications. We present Julia packages for analyzing calibration of general probabilistic predictive models, beyond commonly studied classification models. Additionally, our framework allows to perform statistical hypothesis testing of calibration.