Related papers: Randomness, exchangeability, and conformal predict…
We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…
We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…
Permutation tests are a powerful and flexible approach to inference via resampling. As computational methods become more ubiquitous in the statistics curriculum, use of permutation tests has become more tractable. At the heart of the…
Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…
While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…
This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…
Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…
Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…
Conformal prediction is a general distribution-free approach for constructing prediction sets combined with any machine learning algorithm that achieve valid marginal or conditional coverage in finite samples. Ordinal classification is…
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…
Causal discovery methods have traditionally been developed under two different modeling assumptions: independent and identically distributed (i.i.d.) data and time series data. In this paper, we focus on the i.i.d. setting, arguing that it…
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…
When we test a theory using data, it is common to focus on correctness: do the predictions of the theory match what we see in the data? But we also care about completeness: how much of the predictable variation in the data is captured by…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…
Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodological advancements in non-parametric prediction for functional…
Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to…
Quantifying uncertainty in automatically generated text is important for letting humans check potential hallucinations and making systems more reliable. Conformal prediction is an attractive framework to provide predictions imbued with…
We argue for supplementing the process of training a prediction algorithm by setting up a scheme for detecting the moment when the distribution of the data changes and the algorithm needs to be retrained. Our proposed schemes are based on…
As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…