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When building either prediction intervals for regression (with real-valued response) or prediction sets for classification (with categorical responses), uncertainty quantification is essential to studying complex machine learning methods.…

Machine Learning · Statistics 2022-06-17 Chen Xu , Yao Xie

Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…

Methodology · Statistics 2026-03-27 Nina Deliu , Brunero Liseo

Existing conformal prediction algorithms estimate prediction intervals at target confidence levels to characterize the performance of a regression model on new test samples. However, considering an autonomous system consisting of multiple…

Machine Learning · Computer Science 2023-09-25 Yunye Gong , Yi Yao , Xiao Lin , Ajay Divakaran , Melinda Gervasio

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

Loss reserving generally focuses on identifying a single model that can generate superior predictive performance. However, different loss reserving models specialise in capturing different aspects of loss data. This is recognised in…

Methodology · Statistics 2024-06-04 Benjamin Avanzi , Yanfeng Li , Bernard Wong , Alan Xian

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Machine Learning · Computer Science 2024-11-05 Xiaoyi Su , Zhixin Zhou , Rui Luo

Evaluating the performance of clustering models is a challenging task where the outcome depends on the definition of what constitutes a cluster. Due to this design, current existing metrics rarely handle multiple clustering models with…

Machine Learning · Computer Science 2025-05-08 Louis Ohl , Fredrik Lindsten

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

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

Machine Learning · Computer Science 2023-06-21 Xing Yan , Yonghua Su , Wenxuan Ma

In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a…

Machine Learning · Computer Science 2026-01-07 Yuqi Yang , Ying Jin

We develop a general framework for constructing distribution-free prediction intervals for time series. Theoretically, we establish explicit bounds on conditional and marginal coverage gaps of estimated prediction intervals, which…

Methodology · Statistics 2023-02-20 Chen Xu , Yao Xie

In this paper, we examine the current state-of-the-art in AMR parsing, which relies on ensemble strategies by merging multiple graph predictions. Our analysis reveals that the present models often violate AMR structural constraints. To…

Computation and Language · Computer Science 2023-06-21 Abelardo Carlos Martínez Lorenzo , Pere-Lluís Huguet Cabot , Roberto Navigli

Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…

Statistics Theory · Mathematics 2026-04-21 Alejandro Cholaquidis , Emilien Joly , Leonardo Moreno

We describe various moment-based ensemble interpretation models for the construction of probabilistic temperature forecasts from ensembles. We apply the methods to one year of medium range ensemble forecasts and perform in and out of sample…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

Conformal prediction (CP) produces prediction regions with finite-sample, distribution free coverage guarantees, but its interpretation as a quantitative uncertainty tool is often left implicit. We develop a category-theoretic approach that…

Machine Learning · Statistics 2026-05-05 Michele Caprio

Recent studies show that ensemble methods enhance the stability and robustness of unsupervised learning. These approaches are successfully utilized to construct multiple clustering and combine them into a one representative consensus…

Neural and Evolutionary Computing · Computer Science 2018-06-01 Elaheh Rashedi , Abdolreza Mirzaei

There is a long history in machine learning of model ensembling, beginning with boosting and bagging and continuing to the present day. Much of this history has focused on combining models for classification and regression, but recently…

Machine Learning · Computer Science 2024-05-28 Ira Globus-Harris , Varun Gupta , Michael Kearns , Aaron Roth

In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…

Applications · Statistics 2026-05-29 Han Lin Shang

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

Methodology · Statistics 2023-01-31 Wenyu Chen , Kelli-Jean Chun , Rina Foygel Barber
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