Related papers: Bellman Conformal Inference: Calibrating Predictio…

Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…

Reliable long-horizon value prediction is difficult in offline reinforcement learning because fitted value methods combine bootstrapping, function approximation, and distribution shift, while standard guarantees often require Bellman…

Simulation-based inference (SBI) is constantly in search of more expressive and efficient algorithms to accurately infer the parameters of complex simulation models. In line with this goal, we present consistency models for posterior…

Selecting the top-$m$ variables with the $m$ largest population parameters from a larger set of candidates is a fundamental problem in statistics. In this paper, we propose a novel methodology called Sequential Correct Screening (SCS),…

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Conformal inference is a popular tool for constructing prediction intervals (PI). We consider here the scenario of post-selection/selective conformal inference, that is PIs are reported only for individuals selected from an unlabeled test…

Inference-time scaling has recently emerged as a powerful paradigm for improving the reasoning capability of large language models. Among various approaches, Sequential Monte Carlo (SMC) has become a particularly important framework,…

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…

Brain signal variability in the measurements obtained from different subjects during different sessions significantly deteriorates the accuracy of most brain-computer interface (BCI) systems. Moreover these variabilities, also known as…

Constructing prediction intervals for time series forecasting is challenging, particularly when practitioners rely solely on point forecasts. While previous research has focused on creating increasingly efficient intervals, we argue that…

It is challenging to deal with censored data, where we only have access to the incomplete information of survival time instead of its exact value. Fortunately, under linear predictor assumption, people can obtain guaranteed coverage for the…

Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated…

Steady-state visual evoked potentials (SSVEP) brain-computer interface (BCI) provides reliable responses leading to high accuracy and information throughput. But achieving high accuracy typically requires a relatively long time window of…

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while…

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of…