Related papers: Flow-based Conformal Prediction for Multi-dimensio…
Conformal Prediction is a widely studied technique to construct prediction sets of future observations. Most conformal prediction methods focus on achieving the necessary coverage guarantees, but do not provide formal guarantees on the size…
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…
Flow-based models have proven successful for time-series generation, particularly when defined in lower-dimensional latent spaces that enable efficient sampling. However, how to design latent representations with desirable equivariance…
We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time series as well as time series observations with missing…
This paper introduces temporal-conditioned normalizing flows (tcNF), a novel framework that addresses anomaly detection in time series data with accurate modeling of temporal dependencies and uncertainty. By conditioning normalizing flows…
Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…
Quantifying a model's predictive uncertainty is essential for safety-critical applications such as autonomous driving. We consider quantifying such uncertainty for multi-object detection. In particular, we leverage conformal prediction to…
We consider the problem of constructing distribution-free prediction sets for data from two-layer hierarchical distributions. For iid data, prediction sets can be constructed using the method of conformal prediction. The validity of…
We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…
Conformal prediction is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend…
Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…
Uncertainty quantification in time series prediction is challenging due to the temporal dependence and distribution shift on sequential data. Conformal inference provides a pivotal and flexible instrument for assessing the uncertainty of…
Predicting future states or actions of a given system remains a fundamental, yet unsolved challenge of intelligence, especially in the scope of complex and non-deterministic scenarios, such as modeling behavior of humans. Existing…
Forecasting surgical instrument trajectories and predicting the next surgical action recently started to attract attention from the research community. Both these tasks are crucial for automation and assistance in endoscopy surgery. Given…
Conformal prediction is a popular uncertainty quantification method that augments a base predictor to return sets of predictions with statistically valid coverage guarantees. However, current methods are often computationally expensive and…
Accurate estimation of order fulfillment time is critical for e-commerce logistics, yet traditional rule-based approaches often fail to capture the inherent uncertainties in delivery operations. This paper introduces a novel framework for…
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…
In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…
Reconstructing near-wall turbulence from wall-based measurements is a critical yet inherently ill-posed problem in wall-bounded flows, where limited sensing and spatially heterogeneous flow-wall coupling challenge deterministic estimation…
In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…