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Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

We study the robustness of conformal prediction, a powerful tool for uncertainty quantification, to label noise. Our analysis tackles both regression and classification problems, characterizing when and how it is possible to construct…

Machine Learning · Computer Science 2024-11-27 Bat-Sheva Einbinder , Shai Feldman , Stephen Bates , Anastasios N. Angelopoulos , Asaf Gendler , Yaniv Romano

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Causal inference from observational data often assumes "ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose…

Machine Learning · Statistics 2019-04-16 Yixin Wang , David M. Blei

Many applications of computational social science aim to infer causal conclusions from non-experimental data. Such observational data often contains confounders, variables that influence both potential causes and potential effects.…

Computation and Language · Computer Science 2020-05-05 Katherine A. Keith , David Jensen , Brendan O'Connor

Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…

Statistics Theory · Mathematics 2022-10-24 Harlan Campbell , Paul Gustafson

E-variables are tools for retaining type-I error guarantee with optional stopping. We extend E-variables for sequential two-sample tests to general null hypotheses and anytime-valid confidence sequences. We provide implementations for…

Methodology · Statistics 2022-06-27 Rosanne Turner , Peter Grünwald

We present an interpretable companion model for any pre-trained black-box classifiers. The idea is that for any input, a user can decide to either receive a prediction from the black-box model, with high accuracy but no explanations, or…

Machine Learning · Statistics 2020-02-12 Danqing Pan , Tong Wang , Satoshi Hara

Quantifying uncertainty in clinical predictions is critical for high-stakes diagnosis tasks. Conformal prediction offers a principled approach by providing prediction sets with theoretical coverage guarantees. However, in practice, patient…

Machine Learning · Computer Science 2026-05-01 Arjun Chatterjee , Sayeed Sajjad Razin , John Wu , Siddhartha Laghuvarapu , Jathurshan Pradeepkumar , Jimeng Sun

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

Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…

Methodology · Statistics 2026-05-27 Yinjie Min , Liuhua Peng , Changliang Zou

Measurement error in the observed values of the variables can greatly change the output of various causal discovery methods. This problem has received much attention in multiple fields, but it is not clear to what extent the causal model…

Methodology · Statistics 2017-06-14 Kun Zhang , Mingming Gong , Joseph Ramsey , Kayhan Batmanghelich , Peter Spirtes , Clark Glymour

Most classifiers operate by selecting the maximum of an estimate of the conditional distribution $p(y|x)$ where $x$ stands for the features of the instance to be classified and $y$ denotes its label. This often results in a {\em hubristic…

Machine Learning · Statistics 2019-03-01 Yotam Hechtlinger , Barnabás Póczos , Larry Wasserman

In driving scenarios with poor visibility or occlusions, it is important that the autonomous vehicle would take into account all the uncertainties when making driving decisions, including choice of a safe speed. The grid-based perception…

Computer Vision and Pattern Recognition · Computer Science 2022-11-09 Markus Kängsepp , Meelis Kull

Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data generating processes when high-dimensional nuisance models are estimated by post-model-selection or…

Methodology · Statistics 2025-10-07 Niloofar Moosavi , Tetiana Gorbach , Xavier de Luna

This paper presents and philosophically assesses three types of results on the observational equivalence of continuous-time measure-theoretic deterministic and indeterministic descriptions. The first results establish observational…

Dynamical Systems · Mathematics 2013-10-08 Charlotte Werndl

Confounding matters in almost all observational studies that focus on causality. In order to eliminate bias caused by connfounders, oftentimes a substantial number of features need to be collected in the analysis. In this case, large p…

Statistics Theory · Mathematics 2019-12-30 Shinyuu Lee , Yuru Zhu

In recent years there has been an increase in the number of scientific papers that suggest using conformal predictions in drug discovery. We consider that some versions of conformal predictions applied in binary settings are embroiled in…

Applications · Statistics 2021-09-28 Damjan Krstajic