Related papers: Conformal inference for random objects
The inverse optimal transport problem is to find the underlying cost function from the knowledge of optimal transport plans. While this amounts to solving a linear inverse problem, in this work we will be concerned with the nonlinear…
Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…
Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…
Federated learning of causal estimands offers a powerful strategy to improve estimation efficiency by leveraging data from multiple study sites while preserving privacy. Existing literature has primarily focused on the average treatment…
Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…
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,…
Understanding network flows such as commuter traffic in large transportation networks is an ongoing challenge due to the complex nature of the transportation infrastructure and of human mobility. Here we show a first-principles based method…
Conformal inference is a method that provides prediction sets for machine learning models, operating independently of the underlying distributional assumptions and relying solely on the exchangeability of training and test data. Despite its…
Understanding travel demand and behavior, particularly route and mode choices, is critical for effective transportation planning and policy design in multi-modal systems with emerging mobility options. Multi-modal system-level data, such as…
We introduce an optimal transport topology on the space of probability measures over a fiber bundle, which penalizes the transport cost from one fiber to another. For simplicity, we illustrate our construction in the Euclidean case…
In this note, we introduce a class of indicators that enable to compute efficiently optimal transport plans associated to arbitrary distributions of $N$ demands and $N$ supplies in $\mathbf{R}$ in the case where the cost function is…
We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…
We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…
During training, supervised object detection tries to correctly match the predicted bounding boxes and associated classification scores to the ground truth. This is essential to determine which predictions are to be pushed towards which…
We consider the average-consensus problem in a multi-node network of finite size. Communication between nodes is modeled by a sequence of directed signals with arbitrary communication delays. Four distributed algorithms that achieve…
This book is about conformal prediction and related inferential techniques that build on permutation tests and exchangeability. These techniques are useful in a diverse array of tasks, including hypothesis testing and providing uncertainty…
We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…
We consider the problem of sequential sampling from a finite number of independent statistical populations to maximize the expected infinite horizon average outcome per period, under a constraint that the expected average sampling cost does…
We consider the random Euclidean assignment problem on the line between two sets of $N$ random points, independently generated with the same probability density function $\varrho$. The cost of the matching is supposed to be dependent on a…
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…