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We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Data-driven decision making frequently relies on predicting counterfactual outcomes. In practice, researchers commonly train counterfactual prediction models on a source dataset to inform decisions on a possibly separate target population.…

Machine Learning · Statistics 2026-04-07 Keith Barnatchez , Kevin P. Josey , Rachel C. Nethery , Giovanni Parmigiani

Conformal prediction is a powerful framework for constructing prediction sets with valid coverage guarantees in multi-class classification. However, existing methods often rely on a single score function, which can limit their efficiency…

Machine Learning · Statistics 2025-03-05 Rui Luo , Zhixin Zhou

Conformal prediction (CP) quantifies the uncertainty of machine learning models by constructing sets of plausible outputs. These sets are constructed by leveraging a so-called conformity score, a quantity computed using the input point of…

Machine Learning · Statistics 2025-02-07 Michal Klein , Louis Bethune , Eugene Ndiaye , Marco Cuturi

Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…

Machine Learning · Statistics 2024-03-18 Alberto Carlevaro , Teodoro Alamo Cantarero , Fabrizio Dabbene , Maurizio Mongelli

Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources…

Machine Learning · Statistics 2019-08-16 Ola Spjuth , Robin Carrión Brännström , Lars Carlsson , Niharika Gauraha

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

Predicting missing segments in partially observed functions is challenging due to infinite-dimensionality, complex dependence within and across observations, and irregular noise. These challenges are further exacerbated by the existence of…

Methodology · Statistics 2025-11-20 Fangyi Wang , Sebastian Kurtek , Yuan Zhang

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

Conformal Prediction provides distribution-free prediction intervals with guaranteed coverage, but its reliance on a single global calibration threshold obscures the sources of uncertainty at the instance level. In particular, it conflates…

Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…

Machine Learning · Computer Science 2024-10-15 Yuko Kato , David M. J. Tax , Marco Loog

The binary Mumford-Shah model is a widespread tool for image segmentation and can be considered as a basic model in shape optimization with a broad range of applications in computer vision, ranging from basic segmentation and labeling to…

Numerical Analysis · Mathematics 2015-05-21 Benjamin Berkels , Alexander Effland , Martin Rumpf

Astronomers often deal with data where the covariates and the dependent variable are measured with heteroscedastic non-Gaussian error. For instance, while TESS and Kepler datasets provide a wealth of information, addressing the challenges…

Instrumentation and Methods for Astrophysics · Physics 2024-12-17 Naomi Giertych , Jonathan P Williams , Sujit Ghosh

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

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

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

Inverse optimization has been increasingly used to estimate unknown parameters in an optimization model based on decision data. We show that such a point estimation is insufficient in a prescriptive setting where the estimated parameters…

Optimization and Control · Mathematics 2025-02-11 Bo Lin , Erick Delage , Timothy C. Y. Chan

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…

Methodology · Statistics 2025-09-09 Jingsen Kong , YIming Liu , Guangren Yang

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

We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…

Statistics Theory · Mathematics 2020-07-08 Leying Guan
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