Related papers: Conditional Conformal Risk Adaptation
Image segmentation algorithms can be understood as a collection of pixel classifiers, for which the outcomes of nearby pixels are correlated. Classifier models can be calibrated using Inductive Conformal Prediction, but this requires…
Multi-rater medical image segmentation captures the inherent ambiguity of clinical interpretation, where diagnostic boundaries vary across experts and imaging devices. Existing approaches often reduce this diversity to consensus labels or…
Risk forecasts drive trading constraints and capital allocation, yet losses are nonstationary and regime-dependent. This paper studies sequential one-sided VaR control via conformal calibration. I propose regime-weighted conformal risk…
Objective: Accurate probability estimates are essential for the safe deployment of medical image segmentation models in clinical decision-making. However, modern deep segmentation networks are often poorly calibrated, a problem exacerbated…
Chance-constrained programs (CCPs) provide a powerful modeling framework for decision-making under uncertainty, but their nonconvex feasible regions make them computationally challenging. A widely used convex inner approximation replaces…
Surrogate models (including deep neural networks and other machine learning algorithms in supervised learning) are capable of approximating arbitrarily complex, high-dimensional input-output problems in science and engineering, but require…
Distributional reinforcement learning (RL) -- in which agents learn about all the possible long-term consequences of their actions, and not just the expected value -- is of great recent interest. One of the most important affordances of a…
We introduce Observation-aware Conformal Uncertainty Local-Calibration (OCULAR), a conformal prediction-based algorithm that uses perception information to provide uncertainty quantification guarantees for unseen test-time environments.…
We propose two novel loss functions, Multiplicative Loss and Confidence-Adaptive Multiplicative Loss, for semantic segmentation in medical and cellular images. Although Cross Entropy and Dice Loss are widely used, their additive combination…
Consistent Recalibration models (CRC) have been introduced to capture in necessary generality the dynamic features of term structures of derivatives' prices. Several approaches have been suggested to tackle this problem, but all of them,…
Image-based crack detection algorithms are increasingly in demand in infrastructure monitoring, as early detection of cracks is of paramount importance for timely maintenance planning. While deep learning has significantly advanced crack…
Conformal prediction (CP) generates a set of predictions for a given test sample such that the prediction set almost always contains the true label (e.g., 99.5\% of the time). CP provides comprehensive predictions on possible labels of a…
Operator learning has been increasingly adopted in scientific and engineering applications, many of which require calibrated uncertainty quantification. Since the output of operator learning is a continuous function, quantifying uncertainty…
Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…
Clinical decision-making demands uncertainty quantification that provides both distribution-free coverage guarantees and risk-adaptive precision, requirements that existing methods fail to jointly satisfy. We present a hybrid…
Reliable uncertainty estimation is critical for deploying neural networks (NNs) in real-world applications. While existing calibration techniques often rely on post-hoc adjustments or coarse-grained binning methods, they remain limited in…
Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…
Rigorous uncertainty quantification is essential for the safe deployment of autonomous systems in unconstrained environments. Conformal Prediction (CP) provides a distribution-free framework for this task, yet its standard formulations rely…
Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…
Machine learning approaches for image classification have led to impressive advances in that field. For example, convolutional neural networks are able to achieve remarkable image classification accuracy across a wide range of applications…