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In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Alexander Meister

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

When deploying machine learning models in high-stakes robotics applications, the ability to detect unsafe situations is crucial. Early warning systems can provide alerts when an unsafe situation is imminent (in the absence of corrective…

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…

Methodology · Statistics 2025-08-05 Graham Gibson

Although it is widely understood that pulsar timing observations generally contain time-correlated stochastic signals (TCSSs; red timing noise is of this type), most data analysis techniques that have been developed make an assumption that…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 Rutger van Haasteren , Yuri Levin

We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split conformal'' methods achieve near desired coverage levels with high…

Statistics Theory · Mathematics 2025-03-04 John C. Duchi

We propose Conformal Lie-group Action Prediction Sets (CLAPS), a symmetry-aware conformal prediction-based algorithm that constructs, for a given action, a set guaranteed to contain the resulting system configuration at a user-defined…

Robotics · Computer Science 2025-12-12 Luís Marques , Maani Ghaffari , Dmitry Berenson

Automated decision support systems promise to help human experts solve multiclass classification tasks more efficiently and accurately. However, existing systems typically require experts to understand when to cede agency to the system or…

Machine Learning · Computer Science 2023-07-03 Eleni Straitouri , Lequn Wang , Nastaran Okati , Manuel Gomez Rodriguez

The application of machine learning to physics problems is widely found in the scientific literature. Both regression and classification problems are addressed by a large array of techniques that involve learning algorithms. Unfortunately,…

Machine Learning · Computer Science 2022-10-03 Umberto Michelucci , Francesca Venturini

Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

With long data sets available for asteroseismology from space missions, it is sometimes necessary to deal with time series that have large gaps. This is becoming particularly relevant for TESS, which is revisiting many fields on the sky…

Instrumentation and Methods for Astrophysics · Physics 2023-03-29 Timothy R. Bedding , Hans Kjeldsen

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

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is…

Numerical Analysis · Mathematics 2025-10-20 John Bell , Alexandre J. Chorin , William Crutchfield

In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…

Statistics Theory · Mathematics 2021-01-27 Vincent Margot , Jean-Patrick Baudry , Frédéric Guilloux , Olivier Wintenberger

When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional…

Methodology · Statistics 2026-05-15 Zhongfeng Qin , Hao Xu , Wenhao Cui , Wan Tian

Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In…

Machine Learning · Computer Science 2019-02-19 Vladimir Vovk , Ivan Petej , Paolo Toccaceli , Alex Gammerman

Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…

Machine Learning · Statistics 2024-11-27 Eshant English , Christoph Lippert
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