相关论文: Skew-adaptive conformal prediction

We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…

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…

In this paper, we propose an adaptive smoothing spline (AdaSS) estimator for the function-on-function linear regression model where each value of the response, at any domain point, depends on the full trajectory of the predictor. The AdaSS…

A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…

Contrastive learning has demonstrated great success in representation learning, especially for image classification tasks. However, there is still a shortage in studies targeting regression tasks, and more specifically applications on…

Domain adaptation for semantic segmentation aims to improve the model performance in the presence of a distribution shift between source and target domain. Leveraging the supervision from auxiliary tasks~(such as depth estimation) has the…

The focus of this work is on the development of an error-driven isogeometric framework, capable of automatically performing an adaptive simulation in the context of second- and fourth-order, elliptic partial differential equations defined…

A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact…

For many real data, long term observation consists of different processes that coexist or occur one after the other. Those processes very often exhibit different statistical properties and thus before the further analysis the observed data…

In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of \cite{gibbs2021adaptive}. For any given point-prediction algorithm, their method (ACI) produces a conformal prediction set with an average…

Vovk (2015) introduced cross-conformal prediction, a modification of split conformal designed to improve the width of prediction sets. The method, when trained with a miscoverage rate equal to $\alpha$ and $n \gg K$, ensures a marginal…

We study linear response for families of skew-product dynamical systems with contracting fibres. Our approach is based on a sectional transfer operator acting on families of probability measures along the fibres. The operator allows to…

Conformal Inference (CI) is a popular approach for generating finite sample prediction intervals based on the output of any point prediction method when data are exchangeable. Adaptive Conformal Inference (ACI) algorithms extend CI to the…

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

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…

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…

Node embedding is the task of extracting informative and descriptive features over the nodes of a graph. The importance of node embeddings for graph analytics, as well as learning tasks such as node classification, link prediction and…

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…

We propose a new inference framework called localized conformal prediction. It generalizes the framework of conformal prediction by offering a single-test-sample adaptive construction that emphasizes a local region around this test sample,…

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…