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With multiple outcomes in empirical research, a common strategy is to define a composite outcome as a weighted average of the original outcomes. However, the choices of weights are often subjective and can be controversial. We propose an…

Methodology · Statistics 2025-09-17 Wei Zhang , Qizhai Li , Peng Ding

Foundation models are trained on vast amounts of data at scale using self-supervised learning, enabling adaptation to a wide range of downstream tasks. At test time, these models exhibit zero-shot capabilities through which they can…

Artificial Intelligence · Computer Science 2023-11-28 Shiladitya Dutta , Hongbo Wei , Lars van der Laan , Ahmed M. Alaa

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

We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…

Methodology · Statistics 2021-12-10 Isaac Gibbs , Emmanuel Candès

Conformal prediction is a powerful framework for distribution-free uncertainty quantification. The standard approach to conformal prediction relies on comparing the ranks of prediction scores: under exchangeability, the rank of a future…

Machine Learning · Statistics 2025-05-07 Etienne Gauthier , Francis Bach , Michael I. Jordan

This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of…

Methodology · Statistics 2021-10-26 Matteo Sesia , Yaniv Romano

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

Conformal Prediction provides distribution-free prediction intervals with guaranteed coverage, but its reliance on a single global calibration threshold obscures the sources of uncertainty at the instance level. In particular, it conflates…

Regression problems with bounded continuous outcomes frequently arise in real-world statistical and machine learning applications, such as the analysis of rates and proportions. A central challenge in this setting is predicting a response…

Machine Learning · Statistics 2025-07-21 Zhanli Wu , Fabrizio Leisen , F. Javier Rubio

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

Conformal prediction (CP) provides model-agnostic uncertainty quantification with guaranteed coverage, but conventional methods often produce overly conservative uncertainty sets, especially in multi-dimensional settings. This limitation…

Machine Learning · Computer Science 2025-02-12 Minxing Zheng , Shixiang Zhu

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

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

Methodology · Statistics 2023-01-31 Wenyu Chen , Kelli-Jean Chun , Rina Foygel Barber

Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

Methodology · Statistics 2024-03-20 Ulysse Gazin , Gilles Blanchard , Etienne Roquain

Prediction-powered inference is a framework for performing valid statistical inference when an experimental dataset is supplemented with predictions from a machine-learning system. The framework yields simple algorithms for computing…

Machine Learning · Statistics 2023-11-10 Anastasios N. Angelopoulos , Stephen Bates , Clara Fannjiang , Michael I. Jordan , Tijana Zrnic

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Conformal prediction is a distribution-free and model-agnostic uncertainty-quantification method that provides finite-sample prediction intervals with guaranteed coverage. In this work, for the first time, we apply conformal-prediction to…

Nuclear Theory · Physics 2026-02-02 Habib Yousefi Dezdarani , Ryan Curry , Alexandros Gezerlis