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Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Modeling environmental ecosystems is critical for the sustainability of our planet, but is extremely challenging due to the complex underlying processes driven by interactions amongst a large number of physical variables. As many variables…

Machine Learning · Computer Science 2025-10-13 Shiyuan Luo , Juntong Ni , Shengyu Chen , Runlong Yu , Yiqun Xie , Licheng Liu , Zhenong Jin , Huaxiu Yao , Xiaowei Jia

We propose a method for constructing confidence intervals that account for many forms of spatial correlation. The interval has the familiar `estimator plus and minus a standard error times a critical value' form, but we propose new methods…

Econometrics · Economics 2021-02-19 Ulrich K. Müller , Mark W. Watson

This paper explores the identification and estimation of nonseparable panel data models. We show that the structural function is nonparametrically identified when it is strictly increasing in a scalar unobservable variable, the conditional…

Methodology · Statistics 2018-11-09 Takuya Ishihara

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Machine Learning · Computer Science 2026-02-02 Andro Sabashvili

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

Spatial prediction is a fundamental task in geography. In recent years, with advances in geospatial artificial intelligence (GeoAI), numerous models have been developed to improve the accuracy of geographic variable predictions. Beyond…

Machine Learning · Statistics 2025-04-29 Xiayin Lou , Peng Luo , Liqiu Meng

We propose a new inference framework called localized conformal prediction. It generalizes the framework of conformal prediction by offering a single-test-sample adaptive construction that emphasizes a local region around this test sample,…

Statistics Theory · Mathematics 2022-03-02 Leying Guan

We introduce Conformal Decision Theory, a framework for producing safe autonomous decisions despite imperfect machine learning predictions. Examples of such decisions are ubiquitous, from robot planning algorithms that rely on pedestrian…

Accurate prediction of spatially dependent functional data is critical for various engineering and scientific applications. In this study, a spatial functional deep neural network model was developed with a novel non-linear modeling…

Methodology · Statistics 2025-04-18 Merve Basaran , Ufuk Beyaztas , Han Lin Shang , Zaher Mundher Yaseen

In modeling spatial processes, a second-order stationarity assumption is often made. However, for spatial data observed on a vast domain, the covariance function often varies over space, leading to a heterogeneous spatial dependence…

Methodology · Statistics 2021-02-09 Ghulam A. Qadir , Ying Sun , Sebastian Kurtek

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely temporal component. In this paper, we develop statistical…

Statistics Theory · Mathematics 2026-03-30 Lujia Bai , Holger Dette , Zihao Yuan

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

In spatial statistics, it is often assumed that the spatial field of interest is stationary and its covariance has a simple parametric form, but these assumptions are not appropriate in many applications. Given replicate observations of a…

Methodology · Statistics 2020-12-14 Brian Kidd , Matthias Katzfuss

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

With the advancement of GPS and remote sensing technologies, large amounts of geospatial and spatiotemporal data are being collected from various domains, driving the need for effective and efficient prediction methods. Given spatial data…

Machine Learning · Computer Science 2020-12-25 Zhe Jiang

Stationary Random Functions have been successfully applied in geostatistical applications for decades. In some instances, the assumption of a homogeneous spatial dependence structure across the entire domain of interest is unrealistic. A…

Methodology · Statistics 2014-12-04 Francky Fouedjio , Nicolas Desassis , Thomas Romary

The estimation of covariance operators of spatio-temporal data is in many applications only computationally feasible under simplifying assumptions, such as separability of the covariance into strictly temporal and spatial factors.Powerful…

Statistics Theory · Mathematics 2020-03-30 Holger Dette , Gauthier Dierickx , Tim Kutta

This paper presents a comprehensive empirical analysis of conformal prediction methods on a challenging aerial image dataset featuring diverse events in unconstrained environments. Conformal prediction is a powerful post-hoc technique that…

Machine Learning · Computer Science 2025-04-25 Farhad Pourkamali-Anaraki