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This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

Probability · Mathematics 2014-07-04 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Quantifying a model's predictive uncertainty is essential for safety-critical applications such as autonomous driving. We consider quantifying such uncertainty for multi-object detection. In particular, we leverage conformal prediction to…

Computer Vision and Pattern Recognition · Computer Science 2024-07-31 Alexander Timans , Christoph-Nikolas Straehle , Kaspar Sakmann , Eric Nalisnick

The concepts of precision, and accuracy are domain and problem dependent. The simplified numeric hard and soft measures used in the fields of statistical learning, many types of machine learning, and binary or multiclass classification…

Artificial Intelligence · Computer Science 2024-10-28 A Mani

Automatic anatomical landmark localization in medical imaging requires not just accurate predictions but reliable uncertainty quantification for effective clinical decision support. Current uncertainty quantification approaches often fall…

Computer Vision and Pattern Recognition · Computer Science 2025-03-19 Jef Jonkers , Frank Coopman , Luc Duchateau , Glenn Van Wallendael , Sofie Van Hoecke

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

Machine Learning · Computer Science 2023-04-11 Jiaye Teng , Chuan Wen , Dinghuai Zhang , Yoshua Bengio , Yang Gao , Yang Yuan

As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…

Machine Learning · Computer Science 2025-06-12 Jake C. Snell , Thomas L. Griffiths

Constructing valid confidence sets is a crucial task in statistical inference, yet traditional methods often face challenges when dealing with complex models or limited observed sample sizes. These challenges are frequently encountered in…

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

Conformal prediction, a post-hoc, distribution-free, finite-sample method of uncertainty quantification that offers formal coverage guarantees under the assumption of data exchangeability. Unfortunately, the resulting uncertainty regions…

Machine Learning · Computer Science 2026-04-21 Nikolaos Bousias , Lars Lindemann , George Pappas

We consider the task of forecasting an infinite sequence of future observations based on some number of past observations, where the probability measure generating the observations is "suspected" to satisfy one or more of a set of…

Machine Learning · Computer Science 2019-05-17 Vanessa Kosoy

With the rise of increasingly powerful and user-facing NLP systems, there is growing interest in assessing whether they have a good representation of uncertainty by evaluating the quality of their predictive distribution over outcomes. We…

Computation and Language · Computer Science 2024-02-27 Joris Baan , Raquel Fernández , Barbara Plank , Wilker Aziz

We present a general framework for uncertainty quantification that is a mosaic of interconnected models. We define global first and second order structural and correlative sensitivity analyses for random counting measures acting on risk…

Probability · Mathematics 2021-01-05 Caleb Deen Bastian , Herschel Rabitz

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our approach can be applied to important prediction problems…

Econometrics · Economics 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

Methodology · Statistics 2024-03-20 Ulysse Gazin , Gilles Blanchard , Etienne Roquain

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…

Probability · Mathematics 2022-02-08 Vladimir Vovk

We introduce $\textit{Backward Conformal Prediction}$, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and…

Machine Learning · Statistics 2026-02-13 Etienne Gauthier , Francis Bach , Michael I. Jordan

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki