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We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

The concept of typicality refers to properties holding for the "overwhelming majority" of cases and is a fundamental idea of the qualitative approach to dynamical problems. We argue that measure-theoretical typicality would be the adequate…

History and Philosophy of Physics · Physics 2007-05-23 Sergio B. Volchan

In this paper, we propose PCKID, a novel, robust, kernel function for spectral clustering, specifically designed to handle incomplete data. By combining posterior distributions of Gaussian Mixture Models for incomplete data on different…

Machine Learning · Statistics 2017-02-24 Sigurd Løkse , Filippo Maria Bianchi , Arnt-Børre Salberg , Robert Jenssen

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Methodology · Statistics 2024-11-21 Klaus Mosegaard

Let A be an n by n random matrix with iid entries taken from the p-adic integers or Z/NZ. Then under mild non-degeneracy conditions the cokernel of A has a universal probability distribution. In particular, the p-part of an iid random…

Combinatorics · Mathematics 2013-07-08 Kenneth Maples

Symmetry properties of PDE's are considered within a systematic and unifying scheme: particular attention is devoted to the notion of conditional symmetry, leading to the distinction and a precise characterization of the notions of ``true''…

Mathematical Physics · Physics 2009-11-11 G. Cicogna , M. Laino

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

Emergence is a pregnant property in various fields. It is the fact for a phenomenon to appear surprisingly and to be such that it seems at first sight that it is not possible to predict its apparition. That is the reason why it has often…

Computational Complexity · Computer Science 2023-08-23 Hervé Zwirn

Conformal predictors are set predictors that are automatically valid in the sense of having coverage probability equal to or exceeding a given confidence level. Inductive conformal predictors are a computationally efficient version of…

Machine Learning · Computer Science 2012-09-25 Vladimir Vovk

Mixture distributions provide a versatile and widely used framework for modeling random phenomena, and are particularly well-suited to the analysis of geoscientific processes and their attendant risks to society. For continuous mixtures of…

Machine Learning · Statistics 2025-06-18 Michael R. Powers , Jiaxin Xu

Given a probability distribution $\mu$ a set $\Lambda (\mu)$ of positive real numbers is introduced, so that $\Lambda (\mu)$ measures the "divisibility" of $\mu$. The basic properties of $\Lambda (\mu)$ are described and examples of…

Probability · Mathematics 2007-05-23 S. Albeverio , H. Gottschalk , J. -L. Wu

We consider the fractional posterior distribution that is obtained by updating a prior distribution via Bayes theorem with a fractional likelihood function, a usual likelihood function raised to a fractional power. First, we analyze the…

Statistics Theory · Mathematics 2016-11-08 Anirban Bhattacharya , Debdeep Pati , Yun Yang

In this paper we establish the local and global well-posedness of weak and strong solutions to second order fractional mean-field SDEs with singular/distribution interaction kernels and measure initial value, where the kernel can be Newton…

Analysis of PDEs · Mathematics 2023-03-14 Zimo Hao , Michael Röckner , Xicheng Zhang

We analyze the prediction error of principal component regression (PCR) and prove high probability bounds for the corresponding squared risk conditional on the design. Our first main result shows that PCR performs comparably to the oracle…

Statistics Theory · Mathematics 2024-01-03 Laura Hucker , Martin Wahl

We investigate the behavior of four coherent-like conditions in regular conductor squares. In particular, we find necessary and sufficient conditions in order that a pullback ring be a finite conductor ring, a coherent ring, a generalized…

Commutative Algebra · Mathematics 2015-06-18 Jason Boynton , Sean Sather-Wagstaff

In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…

Probability · Mathematics 2019-04-12 J. F. Gálvez-Rodríguez , M. A. Sánchez-Granero

Pseudorandmness plays an important role in number theory, complexity theory and cryptography. Our aim is to use models of arithmetic to explain pseudorandomness by randomness. To this end we construct a set of models $\cal M$, a common…

Logic · Mathematics 2012-10-18 Pavel Pudlak

Conformal predictors provide set or functional predictions that are valid under the assumption of randomness, i.e., under the assumption of independent and identically distributed data. The question asked in this paper is whether there are…

Machine Learning · Computer Science 2025-06-10 Vladimir Vovk

In this paper, we consider the direct and inverse problems of the description of lattice positive random fields by various systems of finite-dimensional (as well as one-point) probability distributions parameterized by boundary conditions.…

Probability · Mathematics 2022-06-06 L. A. Khachatryan

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei