Related papers: Conditional Predictive Inference for Missing Outco…
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…
We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existing methods such as conformal prediction offer marginal…
We consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact conditional coverage universally in finite samples. Thus, most…
Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…
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…
Conformal prediction (CP) offers a principled framework for uncertainty quantification, but it fails to guarantee coverage when faced with missing covariates. In addressing the heterogeneity induced by various missing patterns,…
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,…
Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…
We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a black-box machine-learning predictor is available. The goal is to perform statistical inference on…
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…
We consider the problem of distribution-free conditional predictive inference. Prior work has established that achieving exact finite-sample control of conditional coverage without distributional assumptions is impossible, in the sense that…
We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…
The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable…
Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…
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…
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…
In clinical trials, inferences on clinical outcomes are often made conditional on specific selective processes. For instance, only when a treatment demonstrates a significant effect on the primary outcome, further analysis is conducted to…
Data mining and machine learning techniques such as classification and regression trees (CART) represent a promising alternative to conventional logistic regression for propensity score estimation. Whereas incomplete data preclude the…
Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…
Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…