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Conformalized quantile regression is a procedure that inherits the advantages of conformal prediction and quantile regression. That is, we use quantile regression to estimate the true conditional quantile and then apply a conformal step on…

Machine Learning · Statistics 2023-11-02 Martim Sousa , Ana Maria Tomé , José Moreira

Conformal prediction provides prediction sets with coverage guarantees. The informativeness of conformal prediction depends on its efficiency, typically quantified by the expected size of the prediction set. Prior work on the efficiency of…

Machine Learning · Computer Science 2026-03-06 Yunzhen Yao , Lie He , Michael Gastpar

We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…

Methodology · Statistics 2022-04-26 Ying Jin , Zhimei Ren , Emmanuel J. Candès

Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point…

Machine Learning · Statistics 2024-02-14 Luben M. C. Cabezas , Mateus P. Otto , Rafael Izbicki , Rafael B. Stern

Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…

Methodology · Statistics 2026-03-27 Nina Deliu , Brunero Liseo

Personalized decision making requires the knowledge of potential outcomes under different treatments, and confidence intervals about the potential outcomes further enrich this decision-making process and improve its reliability in…

Machine Learning · Computer Science 2024-05-22 Zonghao Chen , Ruocheng Guo , Jean-François Ton , Yang Liu

Learning the Individual Treatment Effect (ITE) is essential for personalized decision-making, yet causal inference has traditionally focused on aggregated treatment effects. While integrating conformal prediction with causal inference can…

Methodology · Statistics 2025-01-23 Chenyin Gao , Peter B. Gilbert , Larry Han

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

We consider clinical trials in which an experimental treatment is compared with a control in pre-specified patient subpopulations. In such settings, adaptive enrichment designs allow the enrolled population to be modified at an interim…

Methodology · Statistics 2026-03-17 Enyu Li , Nigel Stallard , Ekkehard Glimm , Dominic Magirr , Peter K. Kimani

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Forecasting surgical instrument trajectories and predicting the next surgical action recently started to attract attention from the research community. Both these tasks are crucial for automation and assistance in endoscopy surgery. Given…

Computer Vision and Pattern Recognition · Computer Science 2025-03-13 Sara Sangalli , Gary Sarwin , Ertunc Erdil , Alessandro Carretta , Victor Staartjes , Carlo Serra , Ender Konukoglu

Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…

Methodology · Statistics 2021-06-04 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…

Machine Learning · Computer Science 2026-05-15 Alexis Bose , Jonathan Ethier , Paul Guinand

Typically, machine learning models are trained and evaluated without making any distinction between users (e.g, using traditional hold-out and cross-validation). However, this produces inaccurate performance metrics estimates in multi-user…

Machine Learning · Computer Science 2023-12-11 Enrique Garcia-Ceja , Luciano Garcia-Banuelos , Nicolas Jourdan

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

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

Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, we propose an alternative conformal causal inference…

Methodology · Statistics 2024-10-03 Bingkai Wang , Fan Li , Mengxin Yu

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

Prediction intervals are commonly used in meta-analysis with random-effects models. One widely used method, the Higgins-Thompson-Spiegelhalter prediction interval, replaces the heterogeneity parameter with its point estimate, but its…

Methodology · Statistics 2025-11-14 Kengo Nagashima , Hisashi Noma , Toshi A. Furukawa

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan