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Prediction credibility measures, in the form of confidence intervals or probability distributions, are fundamental in statistics and machine learning to characterize model robustness, detect out-of-distribution samples (outliers), and…

Machine Learning · Computer Science 2020-11-26 Luiz F. O. Chamon , Santiago Paternain , Alejandro Ribeiro

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

We develop a data-driven information-theoretic framework for sharp partial identification of causal effects under unmeasured confounding. Existing approaches often rely on restrictive assumptions, such as bounded or discrete outcomes;…

Machine Learning · Statistics 2026-02-24 Yonghan Jung , Bogyeong Kang

Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, we propose an alternative conformal causal inference…

Methodology · Statistics 2024-10-03 Bingkai Wang , Fan Li , Mengxin Yu

Causal inference for observational longitudinal studies often requires the accurate estimation of treatment effects on time-to-event outcomes in the presence of time-dependent patient history and time-dependent covariates. To tackle this…

Machine Learning · Statistics 2022-06-17 Jie Zhu , Blanca Gallego

We consider the problem of answering observational, interventional, and counterfactual queries in a causally sufficient setting where only observational data and the causal graph are available. Utilizing the recent developments in diffusion…

Machine Learning · Statistics 2024-10-11 Patrick Chao , Patrick Blöbaum , Sapan Patel , Shiva Prasad Kasiviswanathan

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

We propose \textbf{Temporal Conformal Prediction (TCP)}, a distribution-free framework for constructing well-calibrated prediction intervals in nonstationary time series. TCP couples a modern quantile forecaster with a rolling…

Machine Learning · Statistics 2026-01-26 Agnideep Aich , Ashit Baran Aich , Dipak C. Jain

Counterfactual inference aims to estimate the counterfactual outcome at the individual level given knowledge of an observed treatment and the factual outcome, with broad applications in fields such as epidemiology, econometrics, and…

Machine Learning · Computer Science 2025-10-06 Peng Wu , Haoxuan Li , Chunyuan Zheng , Yan Zeng , Jiawei Chen , Yang Liu , Ruocheng Guo , Kun Zhang

We study the problem of learning conditional average treatment effects (CATE) from high-dimensional, observational data with unobserved confounders. Unobserved confounders introduce ignorance -- a level of unidentifiability -- about an…

Machine Learning · Computer Science 2022-02-02 Andrew Jesson , Sören Mindermann , Yarin Gal , Uri Shalit

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

Methodology · Statistics 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller

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

The estimation of individual treatment effects (ITE) focuses on predicting the outcome changes that result from a change in treatment. A fundamental challenge in observational data is that while we need to infer outcome differences under…

Machine Learning · Computer Science 2025-12-23 Zichuan Lin , Xiaokai Huang , Jiate Liu , Yuxuan Han , Jia Chen , Xiapeng Wu , Deheng Ye

With reference to a binary outcome and a binary mediator, we derive identification bounds for natural effects under a reduced set of assumptions. Specifically, no assumptions about confounding are made that involve the outcome; we only…

Methodology · Statistics 2026-04-03 Marco Doretti , Elena Stanghellini

We investigate the problem of machine learning-based (ML) predictive inference on individual treatment effects (ITEs). Previous work has focused primarily on developing ML-based meta-learners that can provide point estimates of the…

Machine Learning · Computer Science 2023-08-30 Ahmed Alaa , Zaid Ahmad , Mark van der Laan

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

Machine Learning · Statistics 2019-03-04 Rajesh Ranganath , Adler Perotte

Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…

Artificial Intelligence · Computer Science 2026-05-19 Yu Wang , Xiangchen Liu , Siguang Li

Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources…

Machine Learning · Statistics 2019-08-16 Ola Spjuth , Robin Carrión Brännström , Lars Carlsson , Niharika Gauraha

Neural models for TCR-pMHC binding prediction are susceptible to shortcut learning: they exploit spurious correlations in training data -- such as peptide length bias or V-gene co-occurrence -- rather than the physical binding interface.…

Machine Learning · Computer Science 2026-04-16 Sanjar Khudoyberdiev , Arman Bekov

With the widespread accumulation of observational data, researchers obtain a new direction to learn counterfactual effects in many domains (e.g., health care and computational advertising) without Randomized Controlled Trials(RCTs).…

Machine Learning · Computer Science 2021-11-01 Guanglin Zhou , Lina Yao , Xiwei Xu , Chen Wang , Liming Zhu
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