The minimax rate of estimating second-order calibration error is Õ(1/√n) with a matching Ω(1/√n) lower bound, enabled by analyticity from the sech kernel and yielding the first finite-sample guarantee for second-order Platt scaling.
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Decoupled PFNs use controllable synthetic priors to train separate latent-signal and noise heads, making epistemic-aleatoric decomposition identifiable and improving acquisition in noisy settings.
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The Minimax Rate of Second-Order Calibration
The minimax rate of estimating second-order calibration error is Õ(1/√n) with a matching Ω(1/√n) lower bound, enabled by analyticity from the sech kernel and yielding the first finite-sample guarantee for second-order Platt scaling.
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Decoupled PFNs: Identifiable Epistemic-Aleatoric Decomposition via Structured Synthetic Priors
Decoupled PFNs use controllable synthetic priors to train separate latent-signal and noise heads, making epistemic-aleatoric decomposition identifiable and improving acquisition in noisy settings.