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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 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…

Methodology · Statistics 2023-07-04 Siddhaarth Sarkar , Arun Kumar Kuchibhotla

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

To evaluate a classification algorithm, it is common practice to plot the ROC curve using test data. However, the inherent randomness in the test data can undermine our confidence in the conclusions drawn from the ROC curve, necessitating…

Methodology · Statistics 2024-05-22 Zheshi Zheng , Bo Yang , Peter Song

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

We propose a new inference framework called localized conformal prediction. It generalizes the framework of conformal prediction by offering a single-test-sample adaptive construction that emphasizes a local region around this test sample,…

Statistics Theory · Mathematics 2022-03-02 Leying Guan

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…

The increasing use of generative ML foundation models for image restoration tasks such as super-resolution calls for robust and interpretable uncertainty quantification methods. We address this need by presenting a novel approach based on…

Computer Vision and Pattern Recognition · Computer Science 2025-11-05 Eduardo Adame , Daniel Csillag , Guilherme Tegoni Goedert

Quantifying uncertainty in model predictions is a common goal for practitioners seeking more than just point predictions. One tool for uncertainty quantification that requires minimal assumptions is conformal inference, which can help…

Machine Learning · Statistics 2021-07-08 Benjamin LeRoy , David Zhao

In the present note we consider the problem of constructing honest and adaptive confidence sets for the matrix completion problem. For the Bernoulli model with known variance of the noise we provide a realizable method for constructing…

Statistics Theory · Mathematics 2017-04-11 Alexandra Carpentier , Olga Klopp , Matthias Löffler

We present a universal framework for constructing confidence sets based on sequential likelihood mixing. Building upon classical results from sequential analysis, we provide a unifying perspective on several recent lines of work, and…

Machine Learning · Statistics 2025-02-21 Johannes Kirschner , Andreas Krause , Michele Meziu , Mojmir Mutny

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…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

Machine Learning · Computer Science 2023-04-11 Jiaye Teng , Chuan Wen , Dinghuai Zhang , Yoshua Bengio , Yang Gao , Yang Yuan

Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

Machine Learning · Statistics 2024-05-30 Charles Guille-Escuret , Eugene Ndiaye

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang

In this paper, we propose a novel method for matrix completion under general non-uniform missing structures. By controlling an upper bound of a novel balancing error, we construct weights that can actively adjust for the non-uniformity in…

Machine Learning · Statistics 2021-06-11 Jiayi Wang , Raymond K. W. Wong , Xiaojun Mao , Kwun Chuen Gary Chan

Noisy matrix completion aims at estimating a low-rank matrix given only partial and corrupted entries. Despite substantial progress in designing efficient estimation algorithms, it remains largely unclear how to assess the uncertainty of…

Machine Learning · Statistics 2019-11-15 Yuxin Chen , Jianqing Fan , Cong Ma , Yuling Yan

Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…

Machine Learning · Statistics 2021-01-20 Yuxuan Zhao , Madeleine Udell

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen