Related papers: Inductive randomness predictors: beyond conformal
Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…
We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative.…
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…
The analysis of practical probabilistic models on the computer demands a convenient representation for the available knowledge and an efficient algorithm to perform inference. An appealing representation is the influence diagram, a network…
M-estimators for Generalized Linear Models are considered under minimal assumptions. Under these preliminaries, strong convergence of the estimators are discussed and an expansion of the estimating operators are given in the non-i.i.d. case…
Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…
This note introduces the method of cross-conformal prediction, which is a hybrid of the methods of inductive conformal prediction and cross-validation, and studies its validity and predictive efficiency empirically.
Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…
Credal sets are sets of probability distributions that are considered as candidates for an imprecisely known ground-truth distribution. In machine learning, they have recently attracted attention as an appealing formalism for uncertainty…
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…
An inductive logic can be formulated in which the elements are not propositions or probability distributions, but information systems. The logic is complete for information systems with binary hypotheses, i.e., it applies to all such…
Invariant causal prediction provides a useful framework for identifying causal predictors of a response using heterogeneous data from multiple environments. One valuable property of the original invariant causal prediction method is that it…
Inductive conformal predictors (ICPs) are algorithms that are able to generate prediction sets, instead of point predictions, which are valid at a user-defined confidence level, only assuming exchangeability. These algorithms are useful for…
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…
In the partially-observed outcome setting, a recent set of proposals known as "prediction-powered inference" (PPI) involve (i) applying a pre-trained machine learning model to predict the response, and then (ii) using these predictions to…
As artificial intelligence and machine learning tools become more accessible, and scientists face new obstacles to data collection (e.g. rising costs, declining survey response rates), researchers increasingly use predictions from…
Selective inference is a subfield of statistics that enables valid inference after selection of a data-dependent question. In this paper, we introduce selectively dominant p-values, a class of p-values that allow practitioners to easily…
In highly interactive driving scenes, trajectory prediction is conditioned on information from surrounding traffic participants such as cars and pedestrians. Our main contribution is a comprehensive analysis of state-of-the-art trajectory…
Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…
The form and justification of inductive inference rules depend strongly on the representation of uncertainty. This paper examines one generic representation, namely, incomplete information. The notion can be formalized by presuming that the…