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Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…

Statistics Theory · Mathematics 2021-03-15 Michael Li , Matey Neykov , Sivaraman Balakrishnan

The free-form deformation model can represent a wide range of non-rigid deformations by manipulating a control point lattice over the image. However, due to a large number of parameters, it is challenging to fit the free-form deformation…

Computer Vision and Pattern Recognition · Computer Science 2022-06-10 Takumi Nakane , Haoran Xie , Chao Zhang

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

Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J. B Brunel

We propose a new inference framework called localized conformal prediction. It generalizes the framework of conformal prediction by offering a single-test-sample adaptive construction that emphasizes a local region around this test sample,…

Statistics Theory · Mathematics 2022-03-02 Leying Guan

In this paper, we propose an adaptive proximal inexact gradient (APIG) framework for solving a class of nonsmooth composite optimization problems involving function and gradient errors. Unlike existing inexact proximal gradient methods, the…

Information Theory · Computer Science 2025-04-03 Xilai Fan , Bo Jiang , Ya-Feng Liu

Online conformal prediction enables the runtime calibration of a pre-trained artificial intelligence model using feedback on its performance. Calibration is achieved through set predictions that are updated via online rules so as to ensure…

Machine Learning · Computer Science 2025-07-08 Bowen Wang , Matteo Zecchin , Osvaldo Simeone

Survival prediction often involves estimating the time-to-event distribution from censored datasets. Previous approaches have focused on enhancing discrimination and marginal calibration. In this paper, we highlight the significance of…

Machine Learning · Computer Science 2025-03-25 Shi-ang Qi , Yakun Yu , Russell Greiner

Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

Machine Learning · Statistics 2024-05-30 Charles Guille-Escuret , Eugene Ndiaye

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

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

Conformal prediction is a statistical framework that generates prediction sets containing ground-truth labels with a desired coverage guarantee. The predicted probabilities produced by machine learning models are generally miscalibrated,…

Machine Learning · Computer Science 2024-06-07 Jianguo Huang , Huajun Xi , Linjun Zhang , Huaxiu Yao , Yue Qiu , Hongxin Wei

Driven by steady progress in deep generative modeling, simulation-based inference (SBI) has emerged as the workhorse for inferring the parameters of stochastic simulators. However, recent work has demonstrated that model misspecification…

In this article, a compliance minimisation scheme for designing spatially varying orthotropic porous structures is proposed. With the utilisation of conformal mapping, the porous structures here can be generated by two controlling field…

Numerical Analysis · Mathematics 2022-02-16 Shaoshuai Li , Yichao Zhu , Xu Guo

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

Conformal prediction equips machine learning models with a reasonable notion of uncertainty quantification without making strong distributional assumptions. It wraps around any prediction model and converts point predictions into set…

Machine Learning · Statistics 2025-10-21 Matteo Gasparin , Aaditya Ramdas

In clinical applications, the utility of segmentation models is often based on the accuracy of derived downstream metrics such as organ size, rather than by the pixel-level accuracy of the segmentation masks themselves. Thus, uncertainty…

Image and Video Processing · Electrical Eng. & Systems 2026-03-03 Matt Y. Cheung , Ashok Veeraraghavan , Guha Balakrishnan

Autoregressive pre-trained models combined with decoding methods have achieved impressive performance on complex reasoning tasks. While mainstream decoding strategies such as beam search can generate plausible candidate sets, they often…

Machine Learning · Computer Science 2025-09-08 Yuzhu Chen , Yingjie Wang , Shunyu Liu , Yongcheng Jing , Dacheng Tao
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