相关论文: A general framework for multi-step ahead adaptive …

In this paper, we have established a unified framework of multistage parameter estimation. We demonstrate that a wide variety of statistical problems such as fixed-sample-size interval estimation, point estimation with error control,…

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid…

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

When building either prediction intervals for regression (with real-valued response) or prediction sets for classification (with categorical responses), uncertainty quantification is essential to studying complex machine learning methods.…

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

This paper studies the application of ensembles composed of multi-output models for multi-step ahead forecasting problems. Dynamic ensembles have been commonly used for forecasting. However, these are typically designed for one-step-ahead…

Non-stationary time series forecasting is challenged by evolving distribution shifts that static models struggle to capture. While Mixture-of-Experts (MoE) architectures offer a promising paradigm for decoupling complex drift patterns,…

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…

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…

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

The quantification of uncertainty in prediction models is crucial for reliable decision-making, yet remains a significant challenge. Interval time series forecasting offers a principled solution to this problem by providing prediction…

Nonlinear receding horizon model predictive control is a powerful approach to controlling nonlinear dynamical systems. However, typical approaches that use the Jacobian, adjoint, and forward-backward passes may lose fidelity and efficacy…

Adaptive Conformal Inference (ACI) provides distribution-free prediction intervals with asymptotic coverage guarantees for time series under distribution shift. However, ACI only adapts the quantile threshold -- it cannot shift the interval…

Multimodal prediction results are essential for trajectory prediction task as there is no single correct answer for the future. Previous frameworks can be divided into three categories: regression, generation and classification frameworks.…

Accurately tracking and predicting behaviors of surrounding objects are key prerequisites for intelligent systems such as autonomous vehicles to achieve safe and high-quality decision making and motion planning. However, there still remain…

Conformal prediction can yield statistically valid prediction intervals for any regression model, with no model modifications and small computational costs. To assess its practical value, we apply conformal methods to quantify uncertainty…

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…

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical…