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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

In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…

Methodology · Statistics 2024-06-18 Alexander Henzi , Xinwei Shen , Michael Law , Peter Bühlmann

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

We study the calibration of Gaussian process (GP) predictive distributions in the interpolation setting from a design-marginal perspective. Conditioning on the data and averaging over a design measure \mu, we formalize \mu-coverage for…

Machine Learning · Statistics 2025-12-08 Aurélien Pion , Emmanuel Vazquez

Conformal prediction provides distribution-free prediction intervals with finite-sample coverage guarantees, and recent work by Snell \& Griffiths reframes it as Bayesian Quadrature (BQ-CP), yielding powerful data-conditional guarantees via…

Machine Learning · Computer Science 2026-04-09 Xiayin Lou , Peng Luo

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

Machine Learning · Computer Science 2025-10-21 Aditya T. Vadlamani , Anutam Srinivasan , Pranav Maneriker , Ali Payani , Srinivasan Parthasarathy

This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…

Methodology · Statistics 2026-05-26 Nils Lid Hjort , Fredrik A. Dahl , Gunnhildur Högnadóttir Steinbakk

Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…

Methodology · Statistics 2025-04-21 Ying Jin , Zhimei Ren

As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…

Machine Learning · Computer Science 2025-06-12 Jake C. Snell , Thomas L. Griffiths

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

The C preprocessor (CPP) is a standard tool for introducing variability into source programs and is often applied either implicitly or explicitly for implementing a Software Product Line (SPL). Despite its practical relevance, CPP has many…

Software Engineering · Computer Science 2021-04-13 David Baum , Christina Sixtus , Lisa Vogelsberg , Ulrich Eisenecker

Prediction is a central task of statistics and machine learning, yet many inferential settings provide only partial information, typically in the form of moment constraints or estimating equations. We develop a finite, fully Bayesian…

Statistics Theory · Mathematics 2026-03-20 Nicholas G. Polson , Daniel Zantedeschi

Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering…

Machine Learning · Computer Science 2024-10-17 Jef Jonkers , Glenn Van Wallendael , Luc Duchateau , Sofie Van Hoecke

Classical Bayesian persuasion assumes that senders fully understand how receivers form beliefs and make decisions--an assumption that rarely holds when receivers possess private information or exhibit non-Bayesian behavior. In this paper,…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Heeseung Bang , Andreas A. Malikopoulos

This paper addresses the robustness of a network to sustain its connectivity and controllability against malicious attacks. This kind of network robustness is typically measured by the time-consuming attack simulation, which returns a…

Machine Learning · Computer Science 2024-02-06 Chengpei Wu , Yang Lou , Lin Wang , Junli Li , Xiang Li , Guanrong Chen

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

We introduce $\textit{Backward Conformal Prediction}$, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and…

Machine Learning · Statistics 2026-02-13 Etienne Gauthier , Francis Bach , Michael I. Jordan

Conformal prediction (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP interval offers a coverage guarantee that is…

Methodology · Statistics 2025-04-17 Aabesh Bhattacharyya , Rina Foygel Barber