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

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

From medical diagnosis to autonomous vehicles, critical applications rely on the integration of multiple heterogeneous data modalities. Multimodal Variational Autoencoders offer versatile and scalable methods for generating unobserved…

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…

Accurate multistep forecasting of node-level attributes on dynamic graphs is critical for applications ranging from financial trust networks to biological networks. Existing spatiotemporal graph neural networks typically assume a static…

We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our approach can be applied to important prediction problems…

Model-based control methods for robotic systems such as quadrotors, autonomous driving vehicles and flexible manipulators require motion models that generate accurate predictions of complex nonlinear system dynamics over long periods of…

Test-time adaptation (TTA) enables online model adaptation using only unlabeled test data, aiming to bridge the gap between source and target distributions. However, in multimodal scenarios, varying degrees of distribution shift across…

A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…

Before delegating a task to an autonomous system, a human operator may want a guarantee about the behavior of the system. This paper extends previous work on conformal prediction for functional data and conformalized quantile regression to…

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

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…

Conformal prediction (CP) provides finite-sample, distribution-free marginal coverage, but standard conformal regression intervals can be inefficient under heteroscedasticity and skewness. In particular, popular constructions such as…

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…

This paper suggests parametrically transformed nested error regression models (TNERM), which transform the data flexibly to follow the normal linear mixed regression. We provide a procedure for estimating consistently the parameters of the…

We study the predictive power of autoregressive moving average models when forecasting demand in two shared computational networks, PlanetLab and Tycoon. Demand in these networks is very volatile, and predictive techniques to plan usage in…

This paper presents a model predictive control (MPC) framework leveraging an ensemble of data-based models to optimally control complex systems under multiple operating conditions. A novel combination rule for ensemble models is proposed,…

In this paper, we introduce a framework for solving finite-horizon multistage optimization problems under uncertainty in the presence of auxiliary data. We assume the joint distribution of the uncertain quantities is unknown, but noisy…

Recent years have seen a shift towards learning-based methods for trajectory prediction, with challenges remaining in addressing uncertainty and capturing multi-modal distributions. This paper introduces Temporal Ensembling with…