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Conformal risk control is an extension of conformal prediction for controlling risk functions beyond miscoverage. The original algorithm controls the expected value of a loss that is monotonic in a one-dimensional parameter. Here, we…

Methodology · Statistics 2026-02-24 Anastasios N. Angelopoulos

We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…

Methodology · Statistics 2021-12-10 Isaac Gibbs , Emmanuel Candès

We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…

Statistics Theory · Mathematics 2009-08-26 Hannes Leeb

Conformal Test Martingales (CTMs) are a standard method within the Conformal Prediction framework for testing the crucial assumption of data exchangeability by monitoring deviations from uniformity in the p-value sequence. Although…

Machine Learning · Statistics 2026-01-23 Johan Hallberg Szabadváry

A benefit of randomized experiments is that covariate distributions of treatment and control groups are balanced on average, resulting in simple unbiased estimators for treatment effects. However, it is possible that a particular…

Methodology · Statistics 2019-02-01 Zach Branson , Luke Miratrix

We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…

Methodology · Statistics 2025-12-01 Natalie Neumeyer , Leonie Selk

We show how binary classification methods developed to work on i.i.d. data can be used for solving statistical problems that are seemingly unrelated to classification and concern highly-dependent time series. Specifically, the problems of…

Machine Learning · Computer Science 2013-06-10 Daniil Ryabko , Jérémie Mary

We study optimal conformity measures for various criteria of efficiency of classification in an idealised setting. This leads to an important class of criteria of efficiency that we call probabilistic; it turns out that the most standard…

Machine Learning · Computer Science 2016-09-15 Vladimir Vovk , Ilia Nouretdinov , Valentina Fedorova , Ivan Petej , Alex Gammerman

Conformalized multiple testing offers a model-free way to control predictive uncertainty in decision-making. Existing methods typically use only part of the available data to build score functions tailored to specific settings. We propose a…

Methodology · Statistics 2026-05-22 Yuyang Huo , Xiaoyang Wu , Changliang Zou , Haojie Ren

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…

Statistics Theory · Mathematics 2024-09-18 Axel Bücher , Cambyse Pakzad

Image segmentation is a challenging task influenced by multiple sources of uncertainty, such as the data labeling process or the sampling of training data. In this paper we focus on binary segmentation and address these challenges using…

Computer Vision and Pattern Recognition · Computer Science 2025-03-10 Luca Mossina , Corentin Friedrich

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

Model-based testing (MBT) promises a scalable solution to testing large systems, if a model is available. Creating these models for large systems, however, has proven to be difficult. Composing larger models from smaller ones could solve…

Software Engineering · Computer Science 2023-11-16 Gijs van Cuyck , Lars van Arragon , Jan Tretmans

We study the problem of uncertainty quantification for time series prediction, with the goal of providing easy-to-use algorithms with formal guarantees. The algorithms we present build upon ideas from conformal prediction and control…

Machine Learning · Computer Science 2023-08-01 Anastasios N. Angelopoulos , Emmanuel J. Candes , Ryan J. Tibshirani

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

Methodology · Statistics 2019-05-08 Thomas B. Berrett , Yi Wang , Rina Foygel Barber , Richard J. Samworth

Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…

Machine Learning · Computer Science 2025-11-18 Sooyong Jang , Insup Lee

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Machine Learning · Computer Science 2024-11-05 Xiaoyi Su , Zhixin Zhou , Rui Luo
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