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Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

Artificial Intelligence (AI) systems are increasingly prominent in emerging smart cities, yet their reliability remains a critical concern. These systems typically operate through a sequence of interconnected functional stages, where…

Artificial Intelligence · Computer Science 2026-03-20 Fenglian Pan , Yinwei Zhang , Yili Hong , Larry Head , Jian Liu

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

This work is concerned with conformal prediction in contemporary applications (including generative AI) where a black-box model has been trained on data that are not accessible to the user. Mirroring split-conformal inference, we design a…

Methodology · Statistics 2025-04-28 Jungeum Kim , Sean O'Hagan , Veronika Rockova

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to form hyperrectangular prediction regions, which allow for easy…

Methodology · Statistics 2024-06-10 Max Sampson , Kung-Sik Chan

Conformal prediction provides machine learning models with prediction sets that offer theoretical guarantees, but the underlying assumption of exchangeability limits its applicability to time series data. Furthermore, existing approaches…

Machine Learning · Statistics 2025-05-30 Eshant English , Eliot Wong-Toi , Matteo Fontana , Stephan Mandt , Padhraic Smyth , Christoph Lippert

We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction…

Machine Learning · Computer Science 2022-02-22 Kinjal Patel , Steven Waslander

Prediction intervals offer an effective tool for quantifying the uncertainty of loads in distribution systems. The traditional central PIs cannot adapt well to skewed distributions, and their offline training fashion is vulnerable to…

Applications · Statistics 2023-11-30 Yufan Zhang , Honglin Wen , Qiuwei Wu , Qian Ai

We introduce Conformal Decision Theory, a framework for producing safe autonomous decisions despite imperfect machine learning predictions. Examples of such decisions are ubiquitous, from robot planning algorithms that rely on pedestrian…

We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…

Statistics Theory · Mathematics 2026-03-06 Jiadong Liang , Zhimei Ren , Yuxin Chen

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan

Adam-type optimizers, as a class of adaptive moment estimation methods with the exponential moving average scheme, have been successfully used in many applications of deep learning. Such methods are appealing due to the capability on…

Machine Learning · Computer Science 2020-12-17 Bingxin Zhou , Xuebin Zheng , Junbin Gao

In scalable machine learning systems, model training is often parallelized over multiple nodes that run without tight synchronization. Most analysis results for the related asynchronous algorithms use an upper bound on the information…

Machine Learning · Computer Science 2022-04-12 Xuyang Wu , Sindri Magnusson , Hamid Reza Feyzmahdavian , Mikael Johansson

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

In the current insurance literature, prediction of insurance claims in the regression problem is often performed with a statistical model. This model-based approach may potentially suffer from several drawbacks: (i) model misspecification,…

Machine Learning · Statistics 2025-09-30 Liang Hong

Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…

Machine Learning · Computer Science 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

Interference alignment (IA) is known to significantly increase sum-throughput at high SNR in the presence of multiple interfering nodes, however, the reliability of IA is little known, which is the subject of this paper. We study the error…

Information Theory · Computer Science 2012-11-28 Baile Xie , Yang Li , Hlaing Minn , Aria Nosratinia

Medical imaging classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, which prevents their deployment in medical clinics. We present an algorithm that can modify any classifier…

Machine Learning · Computer Science 2024-08-12 Roy Hirsch , Jacob Goldberger

As Artificial Intelligence (AI) is used in more applications, the need to consider and mitigate biases from the learned models has followed. Most works in developing fair learning algorithms focus on the offline setting. However, in many…

Machine Learning · Computer Science 2021-08-24 Wenbin Zhang , Albert Bifet , Xiangliang Zhang , Jeremy C. Weiss , Wolfgang Nejdl