Learning Uncertainties the Frequentist Way: Calibration and Correlation in High Energy Physics.

Calibration is a common experimental physics problem, whose goal is to infer the value and uncertainty of an unobservable quantity Z given a measured quantity X. Additionally, one would like to quantify the extent to which X and Z are correlated. In this Letter, we present a machine learning framework for performing frequentist maximum likelihood inference with Gaussian uncertainty estimation, which also quantifies the mutual information between the unobservable and measured quantities.