Related papers: Conformal e-testing
Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…
While conformal predictors reap the benefits of rigorous statistical guarantees on their error frequency, the size of their corresponding prediction sets is critical to their practical utility. Unfortunately, there is currently a lack of…
The likelihood function plays a crucial role in statistical inference and experimental design. However, it is computationally intractable for several important classes of statistical models, including energy-based models and simulator-based…
Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…
Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…
Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…
We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to…
As artificial intelligence (AI) / machine learning (ML) gain widespread adoption, practitioners are increasingly seeking means to quantify and control the risk these systems incur. This challenge is especially salient when such systems have…
Cross-validation is a popular non-parametric method for evaluating the accuracy of a predictive rule. The usefulness of cross-validation depends on the task we want to employ it for. In this note, I discuss a simple non-parametric setting,…
E-variables are a relatively new approach for testing statistical hypotheses that has been experiencing major development during the last several years. In this paper we introduce the method of e-variable-approximability and use it to…
Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…
Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…
As we approach the era of quantum advantage, when quantum computers (QCs) can outperform any classical computer on particular tasks, there remains the difficult challenge of how to validate their performance. While algorithmic success can…
When used in complex engineered systems, such as communication networks, artificial intelligence (AI) models should be not only as accurate as possible, but also well calibrated. A well-calibrated AI model is one that can reliably quantify…
We give a simple, generic conformal prediction method for sequential prediction that achieves target empirical coverage guarantees against adversarially chosen data. It is computationally lightweight -- comparable to split conformal…
Prediction is a complex notion, and different predictors (such as people, computer programs, and probabilistic theories) can pursue very different goals. In this paper I will review some popular kinds of prediction and argue that the theory…
This paper introduces e-fold cross-validation, an energy-efficient alternative to k-fold cross-validation. It dynamically adjusts the number of folds based on a stopping criterion. The criterion checks after each fold whether the standard…
Conformal prediction is a powerful distribution-free tool for uncertainty quantification, establishing valid prediction intervals with finite-sample guarantees. To produce valid intervals which are also adaptive to the difficulty of each…
Model checking and testing are two areas with a similar goal: to verify that a system satisfies a property. They start with different hypothesis on the systems and develop many techniques with different notions of approximation, when an…
For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features.…