Related papers: Distributional Conformal Prediction for Markov Pro…

Uncertainty is critical to reliable decision-making with machine learning. Conformal prediction (CP) handles uncertainty by predicting a set on a test input, hoping the set to cover the true label with at least $(1-\alpha)$ confidence. This…

At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…

Economic Model Predictive Control (MPC) dissipativity theory is central to discussing the stability of policies resulting from minimizing economic stage costs. In its current form, the dissipativity theory for economic MPC applies to…

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

Recently non-reversible samplers based on simulating piecewise deterministic Markov processes (PDMPs) have shown potential for efficient sampling in Bayesian inference problems. However, there remains a lack of guidance on how to best…

Conformal prediction (CP) provides a framework for constructing prediction sets with guaranteed coverage, assuming exchangeable data. However, real-world scenarios often involve distribution shifts that violate exchangeability, leading to…

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…

This paper investigates natural conditions for the existence of optimal policies for a Markov decision process with incomplete information (MDPII) and with expected total costs. The MDPII is the classic model of a controlled stochastic…

We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

This work proposes a compositional data-driven technique for the construction of finite Markov decision processes (MDPs) for large-scale stochastic networks with unknown mathematical models. Our proposed framework leverages dissipativity…

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

Changepoint localization is the problem of estimating the index at which a change occurred in the data generating distribution of an ordered list of data, or declaring that no change occurred. We present the broadly applicable MCP…

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

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…