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We address functional uncertainty quantification for ill-posed inverse problems where it is possible to evaluate a possibly rank-deficient forward model, the observation noise distribution is known, and there are known parameter…

Methodology · Statistics 2025-02-06 Michael Stanley , Pau Batlle , Pratik Patil , Houman Owhadi , Mikael Kuusela

In a split conformal framework with $K$ classes, a calibration sample of $n$ labeled examples is observed for inference on the label of a new unlabeled example. We explore the setting where a `batch' of $m$ independent such unlabeled…

Methodology · Statistics 2025-03-19 Ulysse Gazin , Ruth Heller , Etienne Roquain , Aldo Solari

Conformalized multiple testing offers a model-free way to control predictive uncertainty in decision-making. Existing methods typically use only part of the available data to build score functions tailored to specific settings. We propose a…

Methodology · Statistics 2026-05-22 Yuyang Huo , Xiaoyang Wu , Changliang Zou , Haojie Ren

Unnormalized (or energy-based) models provide a flexible framework for capturing the characteristics of data with complex dependency structures. However, the application of standard Bayesian inference methods has been severely limited…

Methodology · Statistics 2026-03-11 Naruki Sonobe , Shonosuke Sugasawa , Daichi Mochihashi , Takeru Matsuda

Conformal predictors are machine learning algorithms that output prediction sets that have a guarantee of marginal validity for finite samples with minimal distributional assumptions. This is a property that makes conformal predictors…

Machine Learning · Computer Science 2021-03-03 Anthony Bellotti

Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…

Machine Learning · Statistics 2024-03-18 Alberto Carlevaro , Teodoro Alamo Cantarero , Fabrizio Dabbene , Maurizio Mongelli

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

Conformal prediction is a popular tool for providing valid prediction sets for classification and regression problems, without relying on any distributional assumptions on the data. While the traditional description of conformal prediction…

Methodology · Statistics 2022-05-11 Chirag Gupta , Arun K. Kuchibhotla , Aaditya K. Ramdas

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

We study three notions of uncertainty quantification -- calibration, confidence intervals and prediction sets -- for binary classification in the distribution-free setting, that is without making any distributional assumptions on the data.…

Machine Learning · Statistics 2022-02-17 Chirag Gupta , Aleksandr Podkopaev , Aaditya Ramdas

Forecasts for uncertain future events should be probabilistic. Probabilistic forecasts are commonly issued as prediction intervals, which provide a measure of uncertainty in the unknown outcome whilst being easier to understand and…

Methodology · Statistics 2025-08-26 Sam Allen , Julia Burnello , Johanna Ziegel

When implementing prediction models for high-stakes real-world applications such as medicine, finance, and autonomous systems, quantifying prediction uncertainty is critical for effective risk management. Traditional approaches to…

Machine Learning · Statistics 2025-04-29 Junting Ren , Armin Schwartzman

In an era where diverse and complex data are increasingly accessible, the precise prediction of individual treatment effects (ITE) becomes crucial across fields such as healthcare, economics, and public policy. Current state-of-the-art…

Machine Learning · Statistics 2025-01-28 Baozhen Wang , Xingye Qiao

We study the problem of conditional predictive inference on multiple outcomes missing at random (MAR) -- or equivalently, under covariate shift. While the weighted conformal prediction offers a tool for inference under covariate shift with…

Methodology · Statistics 2025-08-01 Yonghoon Lee , Edgar Dobriban , Eric Tchetgen Tchetgen

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

Conformal prediction is a framework for predictive inference with a distribution-free, finite-sample guarantee. However, it tends to provide uninformative prediction sets when calibration data are scarce. This paper introduces…

Machine Learning · Computer Science 2025-06-17 Meshi Bashari , Roy Maor Lotan , Yonghoon Lee , Edgar Dobriban , Yaniv Romano

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

Machine Learning · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Previous works often employ temperature scaling to calibrate…

Machine Learning · Computer Science 2024-12-24 Huajun Xi , Jianguo Huang , Kangdao Liu , Lei Feng , Hongxin Wei

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

Methodology · Statistics 2026-04-06 Jianan Zhu , Jeffrey Zhang , Zijian Guo , Siyu Heng

We extend conformal inference to general settings that allow for time series data. Our proposal is developed as a randomization method and accounts for potential serial dependence by including block structures in the permutation scheme. As…

Machine Learning · Statistics 2019-07-09 Victor Chernozhukov , Kaspar Wuthrich , Yinchu Zhu