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Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…

Methodology · Statistics 2023-09-13 Cole Manschot , Emily C. Hector

Many causal parameters depend on a moment of the joint distribution of potential outcomes. Such parameters are especially relevant in policy evaluation settings, where noncompliance is common and accommodated through the model of Imbens &…

Econometrics · Economics 2023-11-17 Daniel Ober-Reynolds

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

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Optimization and Control · Mathematics 2025-09-03 Yaqun Yang , Jinlong Lei , Guanghui Wen , Yiguang Hong

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber

Future trajectories play an important role across domains such as autonomous driving, hurricane forecasting, and epidemic modeling, where practitioners commonly generate ensemble paths by sampling probabilistic models or leveraging multiple…

Machine Learning · Computer Science 2025-08-20 Ruipu Li , Daniel Menacho , Alexander Rodríguez

We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…

Optimization and Control · Mathematics 2023-01-31 Elif Garajová , Miroslav Rada

We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…

Probability · Mathematics 2007-05-23 H. Djellout , A. Guillin , L. Wu

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

Statistics Theory · Mathematics 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

This study proposes to find the most appropriate transport modes with awareness of user preferences (e.g., costs, times) and trip characteristics (e.g., purpose, distance). The work was based on real-life trips obtained from a map…

Computers and Society · Computer Science 2019-10-29 Meixin Zhu , Jingyun Hu , Hao , Yang , Ziyuan Pu , Yinhai Wang

We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…

Statistics Theory · Mathematics 2024-03-05 Laya Ghodrati , Victor M. Panaretos

Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…

Methodology · Statistics 2021-06-04 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

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

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

Conformal prediction has emerged as a widely used framework for constructing valid prediction sets in classification and regression tasks. In this work, we extend the split conformal prediction framework to hierarchical classification,…

Machine Learning · Statistics 2026-04-13 Thomas Mortier , Alireza Javanmardi , Yusuf Sale , Eyke Hüllermeier , Willem Waegeman

The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…

Statistics Theory · Mathematics 2022-02-22 Shayan Hundrieser , Thomas Staudt , Axel Munk

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