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We consider the problem of constructing distribution-free prediction sets for data from two-layer hierarchical distributions. For iid data, prediction sets can be constructed using the method of conformal prediction. The validity of…

Methodology · Statistics 2022-02-25 Robin Dunn , Larry Wasserman , Aaditya Ramdas

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…

Methodology · Statistics 2020-07-08 Ryan J. Tibshirani , Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas

While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…

Machine Learning · Computer Science 2026-03-13 Ozgur Guldogan , Neeraj Sarna , Yuanyuan Li , Michael Berger

Score-based generative modeling, informally referred to as diffusion models, continue to grow in popularity across several important domains and tasks. While they provide high-quality and diverse samples from empirical distributions,…

Machine Learning · Statistics 2023-12-29 Jacopo Teneggi , Matthew Tivnan , J. Webster Stayman , Jeremias Sulam

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

Machine Learning · Statistics 2025-05-07 Gauthier Thurin , Kimia Nadjahi , Claire Boyer

Conformal prediction can yield statistically valid prediction intervals for any regression model, with no model modifications and small computational costs. To assess its practical value, we apply conformal methods to quantify uncertainty…

Atmospheric and Oceanic Physics · Physics 2026-03-31 Miriam Simm , Corinna Hoose , Tom Beucler

Establishing dense correspondences between a pair of images is an important and general problem. However, dense flow estimation is often inaccurate in the case of large displacements or homogeneous regions. For most applications and…

Computer Vision and Pattern Recognition · Computer Science 2021-04-02 Prune Truong , Martin Danelljan , Luc Van Gool , Radu Timofte

Conformal prediction provides distribution-free coverage guaranties for regression; yet existing methods assume Euclidean output spaces and produce prediction regions that are poorly calibrated when responses lie on Riemannian manifolds. We…

Machine Learning · Computer Science 2026-02-19 Marzieh Amiri Shahbazi , Ali Baheri

Conditional density estimation (CDE) is a fundamental task in machine learning that aims to model the full conditional law $\mathbb{P}(\mathbf{y} \mid \mathbf{x})$, beyond mere point prediction (e.g., mean, mode). A core challenge is…

Machine Learning · Computer Science 2026-03-27 Chenglong Song , Mazharul Islam , Lin Wang , Bing Chen , Bo Yang

Conformal Prediction is a machine learning methodology that produces valid prediction regions under mild conditions. In this paper, we explore the application of making predictions over multiple data sources of different sizes without…

Machine Learning · Statistics 2018-06-15 Ola Spjuth , Lars Carlsson , Niharika Gauraha

Modern black-box predictive models are often accompanied by weak performance guarantees that only hold asymptotically in the size of the dataset or require strong parametric assumptions. In response to this, split conformal prediction…

Machine Learning · Statistics 2022-10-27 Roel Hulsman

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving PDEs, yet existing uncertainty quantification (UQ) approaches for PINNs generally lack rigorous statistical guarantees. In this work, we bridge this…

Machine Learning · Computer Science 2025-09-18 Yifan Yu , Cheuk Hin Ho , Yangshuai Wang

Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces…

Machine Learning · Computer Science 2026-05-13 Senrong Xu , Yanke Zhou , Yuhao Tan , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

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…

Machine Learning · Computer Science 2026-05-14 Renukanandan Tumu , Aditya Singh , Rahul Mangharam

Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…

Methodology · Statistics 2023-07-04 Siddhaarth Sarkar , Arun Kumar Kuchibhotla

Predicting the response at an unobserved location is a fundamental problem in spatial statistics. Given the difficulty in modeling spatial dependence, especially in non-stationary cases, model-based prediction intervals are at risk of…

Methodology · Statistics 2025-07-09 Huiying Mao , Ryan Martin , Brian Reich

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 · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

Normalizing flows are generative models that provide tractable density estimation via an invertible transformation from a simple base distribution to a complex target distribution. However, this technique cannot directly model data…

Machine Learning · Statistics 2021-11-15 Brendan Leigh Ross , Jesse C. Cresswell

Distribution-free prediction sets play a pivotal role in uncertainty quantification for complex statistical models. Their validity hinges on reliable calibration data, which may not be readily available as real-world environments often…

Methodology · Statistics 2024-06-11 Elise Han , Chengpiao Huang , Kaizheng Wang

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan
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