相关论文: Rolling-Origin Conformal Prediction under Local St…

This paper proposes corrected forecast combinations when the original combined forecast errors are serially dependent. Motivated by the classic Bates and Granger (1969) example, we show that combined forecast errors can be strongly…

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…

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Conformal risk control is an extension of conformal prediction for controlling risk functions beyond miscoverage. The original algorithm controls the expected value of a loss that is monotonic in a one-dimensional parameter. Here, we…

In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…

Uncertainty quantification has received considerable interest in recent works in Machine Learning. In particular, Conformal Prediction (CP) gains ground in this field. For the case of time series, Online Conformal Prediction (OCP) becomes…

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

This article is dedicated to the estimation of the regression function when the explanatory variable is a weakly dependent process whose correlation coefficient exhibits exponential decay and has a known bounded density function. The…

The log-concave maximum likelihood estimator of a density on the real line based on a sample of size $n$ is known to attain the minimax optimal rate of convergence of $O(n^{-4/5})$ with respect to, e.g., squared Hellinger distance. In this…

The conventional approach to fixed-order perturbative QCD predictions is based on an arbitrary choice of the renormalization scale, together with an arbitrary range. This {\it ad hoc} assignment of the renormalization scale causes the…

We examine the problem of learning sequential tasks from a single visual demonstration. A key challenge arises when demonstrations are temporally misaligned due to variations in timing, differences in embodiment, or inconsistencies in…

Regression problems with bounded continuous outcomes frequently arise in real-world statistical and machine learning applications, such as the analysis of rates and proportions. A central challenge in this setting is predicting a response…

Conformal prediction (CP) offers distribution-free marginal coverage guarantees under an exchangeability assumption, but these guarantees can fail if the data distribution shifts. We analyze the use of pseudo-calibration as a tool to…

Online forecasting under a changing environment has been a problem of increasing importance in many real-world applications. In this paper, we consider the meta-algorithm presented in \citet{zhang2017dynamic} combined with different…

Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…

Time series forecasting is critical for many applications, where deep learning-based point prediction models have demonstrated strong performance. However, in practical scenarios, there is also a need to quantify predictive uncertainty…

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…

In Optimal Recovery, the task of learning a function from observational data is tackled deterministically by adopting a worst-case perspective tied to an explicit model assumption made on the functions to be learned. Working in the…

Frequency-limited model order reduction aims to approximate a high-order model with a reduced-order model that maintains high fidelity within a specific frequency range. Beyond this range, a decrease in accuracy is acceptable due to the…

Arbitrary-oriented objects exist widely in natural scenes, and thus the oriented object detection has received extensive attention in recent years. The mainstream rotation detectors use oriented bounding boxes (OBB) or quadrilateral…