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Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

Conformal Prediction (CP) is a distribution-free framework for constructing statistically rigorous prediction sets. While popular variants such as CD-split improve CP's efficiency, they often yield prediction sets composed of multiple…

Machine Learning · Statistics 2025-09-29 Mingyi Zheng , Hongyu Jiang , Yizhou Lu , Jiaye Teng

Information-based data selection for instruction tuning is compelling: maximizing the log-determinant of the Fisher information yields a monotone submodular objective, enabling greedy algorithms to achieve a $(1-1/e)$ approximation under a…

We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score to improve conditional coverage while ensuring exact…

We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split conformal'' methods achieve near desired coverage levels with high…

Statistics Theory · Mathematics 2025-03-04 John C. Duchi

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

In the era of large time-domain spectro-photometric surveys, surface variations such as starspots, chemical inhomogeneities, pulsations, rotational distortions, and binary interactions can now be directly detected and modelled. Accurately…

Solar and Stellar Astrophysics · Physics 2025-11-17 M. Jabłońska , T. Różański , L. Casagrande , H. Shah , P. A. Kołaczek-Szymański , M. Rychlicki , Yuan-Sen Ting

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Machine Learning · Statistics 2024-09-27 Ruijiang Gao , Mingzhang Yin , James McInerney , Nathan Kallus

Conformal methods create prediction bands that control average coverage under no assumptions besides i.i.d. data. Besides average coverage, one might also desire to control conditional coverage, that is, coverage for every new testing…

Methodology · Statistics 2019-12-10 Rafael Izbicki , Gilson T. Shimizu , Rafael B. Stern

Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly…

Machine Learning · Statistics 2026-05-06 Ran Zou , Wanrong Zhu , Bin Nan

We introduce Conformal Interquantile Regression (CIR), a conformal regression method that efficiently constructs near-minimal prediction intervals with guaranteed coverage. CIR leverages black-box machine learning models to estimate outcome…

Machine Learning · Statistics 2026-01-07 Naixin Guo , Rui Luo , Zhixin Zhou

Conformal methods create prediction bands that control average coverage assuming solely i.i.d. data. Although the literature has mostly focused on prediction intervals, more general regions can often better represent uncertainty. For…

Machine Learning · Statistics 2021-10-06 Rafael Izbicki , Gilson Shimizu , Rafael B. Stern

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

While Conformal Prediction (CP) has proven to be a powerful framework for uncertainty quantification, guaranteeing conditional coverage remains a central challenge. Although finite-sample, distribution-free conditional validity is known to…

Methodology · Statistics 2026-05-27 Félix Laplante

The similarity among samples and the discrepancy between clusters are two crucial aspects of image clustering. However, current deep clustering methods suffer from the inaccurate estimation of either feature similarity or semantic…

Computer Vision and Pattern Recognition · Computer Science 2022-11-23 Chuang Niu , Hongming Shan , Ge Wang

In this work, we extend the sparse iterative covariance-based estimator (SPICE), by generalizing the formulation to allow for different norm constraints on the signal and noise parameters in the covariance model. For a given norm, the…

Methodology · Statistics 2017-04-21 Johan Swärd , Stefan Ingi Adalbjörnsson , Andreas Jakobsson

Conformal prediction is a statistical framework that generates prediction sets containing ground-truth labels with a desired coverage guarantee. The predicted probabilities produced by machine learning models are generally miscalibrated,…

Machine Learning · Computer Science 2024-06-07 Jianguo Huang , Huajun Xi , Linjun Zhang , Huaxiu Yao , Yue Qiu , Hongxin Wei

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

Machine Learning · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

Deep neural networks exhibit remarkable performance, yet their black-box nature limits their utility in fields like healthcare where interpretability is crucial. Existing explainability approaches often sacrifice accuracy and lack…

Machine Learning · Computer Science 2025-04-08 Linhui Huang , Sayeri Lala , Niraj K. Jha

This paper is concerned about sparse, continuous frequency estimation in line spectral estimation, and focused on developing gridless sparse methods which overcome grid mismatches and correspond to limiting scenarios of existing grid-based…

Information Theory · Computer Science 2023-07-19 Zai Yang , Lihua Xie
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