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We propose a novel calibration method for computer simulators, dealing with the problem of covariate shift. Covariate shift is the situation where input distributions for training and test are different, and ubiquitous in applications of…

Machine Learning · Statistics 2020-03-20 Keiichi Kisamori , Motonobu Kanagawa , Keisuke Yamazaki

In this paper, we focus on the problem of conformal prediction with conditional guarantees. Prior work has shown that it is impossible to construct nontrivial prediction sets with full conditional coverage guarantees. A wealth of research…

Machine Learning · Computer Science 2024-04-29 Shayan Kiyani , George Pappas , Hamed Hassani

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

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

With the precipitous decline in response rates, researchers and pollsters have been left with highly non-representative samples, relying on constructed weights to make these samples representative of the desired target population. Though…

Methodology · Statistics 2024-03-05 Erin Hartman , Chad Hazlett , Ciara Sterbenz

Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…

Machine Learning · Computer Science 2024-07-25 Rui Luo , Nicolo Colombo

Trustworthy decision making in networked, dynamic environments calls for innovative uncertainty quantification substrates in predictive models for graph time series. Existing conformal prediction (CP) methods have been applied separately to…

Machine Learning · Computer Science 2025-10-14 Sonakshi Dua , Gonzalo Mateos , Sundeep Prabhakar Chepuri

Conformal prediction (CP) gives distribution-free coverage for modern vision and language models, but it is often forced to make a ranking decision from a single unstable nonconformity score. Standard CP uses one realization, while…

Machine Learning · Computer Science 2026-05-25 Jiapeng Zeng , Yogesh Prabhu , Zhanpeng Zeng , Michael A. Newton , Vikas Singh

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

Uncertainty quantification is necessary for developers, physicians, and regulatory agencies to build trust in machine learning predictors and improve patient care. Beyond measuring uncertainty, it is crucial to express it in clinically…

Computer Vision and Pattern Recognition · Computer Science 2025-03-04 Jacopo Teneggi , J Webster Stayman , Jeremias Sulam

Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

Selective conformal prediction can yield substantially tighter uncertainty sets when we can identify calibration examples that are exchangeable with the test example. In interventional settings, such as perturbation experiments in genomics,…

Machine Learning · Computer Science 2026-03-03 Amir Asiaee , Kavey Aryan , James P. Long

Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

Graph Neural Networks (GNNs) excel in diverse tasks, yet their applications in high-stakes domains are often hampered by unreliable predictions. Although numerous uncertainty quantification methods have been proposed to address this…

Machine Learning · Computer Science 2024-07-22 Tianyi Zhao , Jian Kang , Lu Cheng

Conformal Prediction (CP) is a widely used technique for quantifying uncertainty in machine learning models. In its standard form, CP offers probabilistic guarantees on the coverage of the true label, but it is agnostic to sensitive…

Machine Learning · Computer Science 2025-09-30 Anutam Srinivasan , Aditya T. Vadlamani , Amin Meghrazi , Srinivasan Parthasarathy

Conformal prediction methodology has recently been extended to the covariate shift setting, where the distribution of covariates differs between training and test data. While existing results ensure that the prediction sets from these…

Machine Learning · Statistics 2026-02-09 Mehrdad Pournaderi , Yu Xiang

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 uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei