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Recent advances in uncertainty quantification for time series forecasting show that conformal prediction can provide reliable prediction intervals, yet standard conformal methods are often inefficient under temporal dependence, drift, and…
In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…
Collaborative perception significantly enhances autonomous driving safety by extending each vehicle's perception range through message sharing among connected and autonomous vehicles. Unfortunately, it is also vulnerable to adversarial…
Conformal prediction constructs prediction sets with finite-sample coverage guarantees, but its calibration stage is structurally constrained to a scalar score function and a single threshold variable - forcing shapes of prediction sets to…
Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…
Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…
We propose an adaptive confidence interval procedure (CIP) for the coefficients in the normal linear regression model. This procedure has a frequentist coverage rate that is constant as a function of the model parameters, yet provides…
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,…
Conformal prediction (CP) provides powerful, distribution-free prediction sets, but its guarantees rely on the exchangeability of training and test data, which is often violated in practice due to covariate shifts. While weighted conformal…
Conformal prediction (CP) has emerged as a powerful tool in robotics and control, thanks to its ability to calibrate complex, data-driven models with formal guarantees. However, in robot navigation tasks, existing CP-based methods often…
Spatial reasoning, the ability to understand spatial relations, causality, and dynamic evolution, is central to human intelligence and essential for real-world applications such as autonomous driving and robotics. Existing studies, however,…
It can be argued that optimal prediction should take into account all available data. Therefore, to evaluate a prediction interval's performance one should employ conditional coverage probability, conditioning on all available observations.…
Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…
Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources…
We propose a new conformal prediction method for time-series data with a guaranteed asymptotic conditional coverage rate, Sequential Conformalized Density Regions (SCDR), which is flexible enough to produce both prediction intervals and…
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…
This paper studies the use of conformal prediction (CP), an emerging probabilistic forecasting method, for day-ahead photovoltaic power predictions to enhance participation in electricity markets. First, machine learning models are used to…
Conformal prediction provides distribution-free prediction sets with finite-sample conditional guarantees. We build upon the RKHS-based framework of Gibbs et al. (2023), which leverages families of covariate shifts to provide approximate…
The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find…
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…