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Confidence intervals for the means of multiple normal populations are often based on a hierarchical normal model. While commonly used interval procedures based on such a model have the nominal coverage rate on average across a population of…

Methodology · Statistics 2016-12-28 Chaoyu Yu , Peter D. Hoff

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…

This work is concerned with conformal prediction in contemporary applications (including generative AI) where a black-box model has been trained on data that are not accessible to the user. Mirroring split-conformal inference, we design a…

Methodology · Statistics 2025-04-28 Jungeum Kim , Sean O'Hagan , Veronika Rockova

We introduce the Markov Distributional Conformal Prediction (MDCP) method that extends the distributional conformal prediction (previously developed for regression) to the setting of a strictly stationary Markov process. Instead of relying…

Methodology · Statistics 2026-05-26 Dehao Dai , Kejin Wu , Dimitris N. Politis

This paper studies the open problem of conformalized entry prediction in a row/column-exchangeable matrix. The matrix setting presents novel and unique challenges, but there exists little work on this interesting topic. We meticulously…

Machine Learning · Computer Science 2023-06-07 Meijia Shao , Yuan Zhang

Conventional frequentist learning is known to yield poorly calibrated models that fail to reliably quantify the uncertainty of their decisions. Bayesian learning can improve calibration, but formal guarantees apply only under restrictive…

Machine Learning · Statistics 2022-10-07 Sangwoo Park , Kfir M. Cohen , Osvaldo Simeone

We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised…

Machine Learning · Statistics 2015-02-09 Saurabh Paul , Malik Magdon-Ismail , Petros Drineas

We study distribution free, nonparametric prediction bands with a special focus on their finite sample behavior. First we investigate and develop different notions of finite sample coverage guarantees. Then we give a new prediction band…

Methodology · Statistics 2012-03-27 Jing Lei , Larry Wasserman

Divide-and-conquer methods use large-sample approximations to provide frequentist guarantees when each block of data is both small enough to facilitate efficient computation and large enough to support approximately valid inferences. When…

Methodology · Statistics 2025-04-01 Emily C. Hector , Leonardo Cella , Ryan Martin

Conformal Prediction (CP) provides a statistical framework for uncertainty quantification that constructs prediction sets with coverage guarantees. While CP yields uncontrolled prediction set sizes, Backward Conformal Prediction (BCP)…

Machine Learning · Statistics 2026-05-19 Junxian Liu , Hao Zeng , Hongxin Wei

In this work, minibatch MCMC sampling for feedforward neural networks is made more feasible. To this end, it is proposed to sample subgroups of parameters via a blocked Gibbs sampling scheme. By partitioning the parameter space, sampling is…

Machine Learning · Statistics 2023-07-25 Theodore Papamarkou

Existing algorithms for online conformal prediction -- guaranteeing marginal coverage in adversarial settings -- are variants of online gradient descent (OGD), but their analyses of worst-case coverage do not follow from the regret…

Machine Learning · Computer Science 2025-02-18 Ramya Ramalingam , Shayan Kiyani , Aaron Roth

Conformal prediction provides rigorous, distribution-free uncertainty guarantees, but often yields prohibitively large prediction sets in structured domains such as routing, planning, or sequential recommendation. We introduce "graph-based…

Machine Learning · Computer Science 2026-03-31 Sreenivas Gollapudi , Kostas Kollias , Kamesh Munagala , Aravindan Vijayaraghavan

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

Conformal prediction (CP) can convert any model's output into prediction sets guaranteed to include the true label with any user-specified probability. However, same as the model itself, CP is vulnerable to adversarial test examples…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

Conformal prediction provides distribution-free coverage guarantees, but in many-class classification it may still under-cover specific classes or subpopulations, preventing safe deployment in high-stakes applications. We propose Cluster…

Machine Learning · Computer Science 2026-05-26 Tomer Lavi , Bracha Shapira , Nadav Rappoport

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which may not hold and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap…

Machine Learning · Computer Science 2025-03-07 Rui Xu , Chao Chen , Yue Sun , Parvathinathan Venkitasubramaniam , Sihong Xie

If you are predicting the label $y$ of a new object with $\hat y$, how confident are you that $y = \hat y$? Conformal prediction methods provide an elegant framework for answering such question by building a $100 (1 - \alpha)\%$ confidence…

Machine Learning · Statistics 2019-11-11 Eugene Ndiaye , Ichiro Takeuchi

Traditional approaches to outage-constrained beamforming optimization rely on statistical assumptions about channel distributions and estimation errors. However, the resulting outage probability guarantees are only valid when these…

Signal Processing · Electrical Eng. & Systems 2025-05-27 Xin Su , Qiushuo Hou , Ruisi He , Osvaldo Simeone

In this work, we explore the trade-offs of explicit structural priors, particularly group equivariance. We address this through theoretical analysis and a comprehensive empirical study. To enable controlled and fair comparisons, we…

Computer Vision and Pattern Recognition · Computer Science 2025-06-03 Sharvaree Vadgama , Mohammad Mohaiminul Islam , Domas Buracas , Christian Shewmake , Artem Moskalev , Erik Bekkers
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