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Missing values in covariates due to censoring by signal interference or lack of sensitivity in the measuring devices are common in industrial problems. We propose a full Bayesian solution to the prediction problem with an efficient Markov…

Methodology · Statistics 2022-01-21 Caroline Svahn , Mattias Villani

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang

In this paper, we propose a novel method for matrix completion under general non-uniform missing structures. By controlling an upper bound of a novel balancing error, we construct weights that can actively adjust for the non-uniformity in…

Machine Learning · Statistics 2021-06-11 Jiayi Wang , Raymond K. W. Wong , Xiaojun Mao , Kwun Chuen Gary Chan

Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by…

Conformal prediction (CP) produces prediction regions with finite-sample, distribution free coverage guarantees, but its interpretation as a quantitative uncertainty tool is often left implicit. We develop a category-theoretic approach that…

Machine Learning · Statistics 2026-05-05 Michele Caprio

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

Machine Learning · Computer Science 2023-04-11 Jiaye Teng , Chuan Wen , Dinghuai Zhang , Yoshua Bengio , Yang Gao , Yang Yuan

Although conformal prediction provides robust marginal coverage guarantees, achieving reliable conditional coverage for specific inputs remains challenging. While exact distribution-free conditional coverage is impossible with finite…

Machine Learning · Computer Science 2026-05-20 Qianyi Chen , Bo Li

Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…

Machine Learning · Statistics 2021-01-20 Yuxuan Zhao , Madeleine Udell

Conformal prediction (CP) transforms any model's output into prediction sets guaranteed to include (cover) the true label. CP requires exchangeability, a relaxation of the i.i.d. assumption, to obtain a valid distribution-free coverage…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Aleksandar Bojchevski

We develop a method to generate prediction intervals that have a user-specified coverage level across all regions of feature-space, a property called conditional coverage. A typical approach to this task is to estimate the conditional…

Machine Learning · Computer Science 2021-10-05 Shai Feldman , Stephen Bates , Yaniv Romano

Conformal prediction provides a principled framework for constructing predictive sets with finite-sample validity. While much of the focus has been on univariate response variables, existing multivariate methods either impose rigid…

Machine Learning · Statistics 2026-03-19 Sacha Braun , Liviu Aolaritei , Michael I. Jordan , Francis Bach

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Methodology · Statistics 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès

Conformal Prediction (CP) algorithms estimate the uncertainty of a prediction model by calibrating its outputs on labeled data. The same calibration scheme usually applies to any model and data without modifications. The obtained prediction…

Machine Learning · Computer Science 2024-06-27 Nicolo Colombo

Uncertainty quantification in Knowledge Graph Embedding (KGE) methods is crucial for ensuring the reliability of downstream applications. A recent work applies conformal prediction to KGE methods, providing uncertainty estimates by…

Artificial Intelligence · Computer Science 2025-05-23 Yuqicheng Zhu , Daniel Hernández , Yuan He , Zifeng Ding , Bo Xiong , Evgeny Kharlamov , Steffen Staab

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…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

Reliable confidence measures of metrics derived from medical imaging reconstruction pipelines would improve the standard of decision-making in many clinical workflows. Conformal Prediction (CP) provides a robust framework for producing…

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

Conformal Prediction (CP) has proven to be an effective post-hoc method for improving the trustworthiness of neural networks by providing prediction sets with finite-sample guarantees. However, under adversarial attacks, classical conformal…

Incomplete covariate vectors are known to be problematic for estimation and inferences on model parameters, but their impact on prediction performance is less understood. We develop an imputation-free method that builds on a random…

Methodology · Statistics 2024-05-31 Matthew J. Heiner , Garritt L. Page , Fernando Andrés Quintana

A sample covariance matrix $\boldsymbol{S}$ of completely observed data is the key statistic in a large variety of multivariate statistical procedures, such as structured covariance/precision matrix estimation, principal component analysis,…

Methodology · Statistics 2021-04-20 Seongoh Park , Xinlei Wang , Johan Lim