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Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

Conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed coverage probability under the standard IID assumption regardless of whether the…

Machine Learning · Computer Science 2014-04-09 Evgeny Burnaev , Vladimir Vovk

We construct confidence sets for the regression function in nonparametric binary regression with an unknown design density. These confidence sets are adaptive in $L^2$ loss over a continuous class of Sobolev type spaces. Adaptation holds in…

Statistics Theory · Mathematics 2016-08-04 Rajarshi Mukherjee , Subhabrata Sen

We study the linear subspace fitting problem in the overparameterized setting, where the estimated subspace can perfectly interpolate the training examples. Our scope includes the least-squares solutions to subspace fitting tasks with…

Machine Learning · Computer Science 2020-08-21 Yehuda Dar , Paul Mayer , Lorenzo Luzi , Richard G. Baraniuk

It has been consistently reported that many machine learning models are susceptible to adversarial attacks i.e., small additive adversarial perturbations applied to data points can cause misclassification. Adversarial training using…

Machine Learning · Statistics 2021-07-15 Hossein Taheri , Ramtin Pedarsani , Christos Thrampoulidis

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

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

Existing inferential methods for small area data involve a trade-off between maintaining area-level frequentist coverage rates and improving inferential precision via the incorporation of indirect information. In this article, we propose a…

Methodology · Statistics 2022-04-19 Elizabeth Bersson , Peter D. Hoff

To study asymptotic structures, we regularize Einstein's field equations by means of conformal transformations. The conformal factor is chosen so that it carries a dimensional scale that captures crucial asymptotic features. By choosing a…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Niklas Rohr , Claes Uggla

In supervised learning, including regression and classification, conformal methods provide prediction sets for the outcome/label with finite sample coverage for any machine learning predictor. We consider here the case where such prediction…

Statistics Theory · Mathematics 2025-03-19 Ulysse Gazin , Ruth Heller , Ariane Marandon , Etienne Roquain

We develop a novel approach to conformal prediction when the target task has limited data available for training. Conformal prediction identifies a small set of promising output candidates in place of a single prediction, with guarantees…

Machine Learning · Computer Science 2021-07-21 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Current deep neural networks are highly overparameterized (up to billions of connection weights) and nonlinear. Yet they can fit data almost perfectly through variants of gradient descent algorithms and achieve unexpected levels of…

Conformal prediction (CP) provides powerful, distribution-free prediction sets, but its guarantees rely on the exchangeability of training and test data, which is often violated in practice due to covariate shifts. While weighted conformal…

Machine Learning · Computer Science 2026-05-05 James Wang , Surbhi Goel

This book is about conformal prediction and related inferential techniques that build on permutation tests and exchangeability. These techniques are useful in a diverse array of tasks, including hypothesis testing and providing uncertainty…

Statistics Theory · Mathematics 2026-03-09 Anastasios N. Angelopoulos , Rina Foygel Barber , Stephen Bates

In this paper we initiate a study of non parametric contextual bandits under shape constraints on the mean reward function. Specifically, we study a setting where the context is one dimensional, and the mean reward function is isotonic with…

Statistics Theory · Mathematics 2021-10-22 Sabyasachi Chatterjee , Subhabrata Sen

We set up a formal framework to characterize encompassing of nonparametric models through the L2 distance. We contrast it to previous literature on the comparison of nonparametric regression models. We then develop testing procedures for…

Econometrics · Economics 2025-05-07 Elia Lapenta , Pascal Lavergne

In recent years, there has been a growing interest in deep learning-based pansharpening. Thus far, research has mainly focused on architectures. Nonetheless, model training is an equally important issue. A first problem is the absence of…

Computer Vision and Pattern Recognition · Computer Science 2022-04-05 Matteo Ciotola , Sergio Vitale , Antonio Mazza , Giovanni Poggi , Giuseppe Scarpa

Random matrix theory has become a widely useful tool in high-dimensional statistics and theoretical machine learning. However, random matrix theory is largely focused on the proportional asymptotics in which the number of columns grows…

Statistics Theory · Mathematics 2025-06-23 Chen Cheng , Andrea Montanari

Conformal prediction methodology has recently been extended to the covariate shift setting, where the distribution of covariates differs between training and test data. While existing results ensure that the prediction sets from these…

Machine Learning · Statistics 2026-02-09 Mehrdad Pournaderi , Yu Xiang

Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…

Econometrics · Economics 2020-02-26 Byunghoon Kang