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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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157314471628 · Jun 202019922001200920172026
48 results for Bayesian Conformal Prediction

Combining Bayesian deep learning and split conformal prediction affects out-of-distribution coverage.

problem Improving out-of-distribution coverage in multiclass image classification.
method Combining Bayesian deep learning with split conformal prediction methods.
result Combining methods can reduce out-of-distribution coverage in some cases.

Hybrid Bayesian-conformal framework improves uncertainty quantification in healthcare predictions.

problem Jointly satisfying distribution-free coverage guarantees and risk-adaptive precision in clinical decision-making.
method Integrates Bayesian hierarchical random forests with group-aware conformal calibration, using posterior uncertainties to weight conformity scores.
result Achieves target coverage (94.3% vs 95% target) with adaptive precision, 21% narrower intervals for low-uncertainty cases.

Bayesian optimization enhanced with conformal prediction for better outcome reliability.

problem Uncertainty and model misspecification in Bayesian optimization.
method Conformal prediction to provide coverage guarantees and Bayesian optimization to select queries.
result Significant improvement in query coverage without sacrificing sample-efficiency.

EPICSCORE improves conformal scores by explicitly accounting for epistemic uncertainty.

problem Overconfident predictions in data-sparse regions due to lack of epistemic uncertainty.
method Model-agnostic approach using Bayesian techniques like Gaussian Processes, Dropout, and Regression Trees.
result Enhanced predictive intervals that adaptively expand in sparse data regions and maintain compact intervals in abundant data.

Develops a category-theoretic approach to interpret conformal prediction.

problem Interpreting conformal prediction as a quantitative uncertainty tool.
method Category-theoretic approach to represent and decompose conformal prediction.
result Decomposes conformal prediction into two steps: predictive distributions and prediction regions.

WBCP improves conformal prediction for distribution shifts using weighted Dirichlet posteriors.

problem Handling distribution shifts in conformal prediction.
method Generalizes Bayesian Quadrature Conformal Prediction (BQ-CP) to arbitrary importance-weighted settings.
result WBCP maintains coverage guarantees while providing richer uncertainty information.

Adaptive Bayesian learning aggregates experts to improve performance.

problem Bayesian online learning's performance depends on inferential choices.
method Treat Bayesian update rules as experts and aggregate them based on sequential predictive losses.
result The aggregate competes with the best expert in hindsight at a low aggregation cost.

General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that offer guarantees regarding validity. In this paper we provide a detailed descripti…

2016-09-19abs ↗pdf ↗

SmallML predicts customer churn for SMEs with small data, improving accuracy by 24.2 points.

problem AI exclusion of SMEs due to data scale mismatch.
method Bayesian transfer learning with hierarchical pooling and conformal prediction.
result 96.7% AUC on 100 obs SMEs, 24.2 point improvement over logistic regression.

Conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed coverage probability under the standard IID assumption regardless of whether the assumptions (often considerably more restrictive) of the underlying algorithm ar…

2014-04-08abs ↗pdf ↗

Adapts Gaussian process surrogate evaluation with conformal prediction for better coverage guarantees.

problem Uncertainty quantification and model specification issues in Gaussian process surrogate models.
method Adaptive cross-conformal prediction intervals using posterior standard deviation weighting.
result Conformal prediction intervals provide significant correlation with surrogate model error and frequentist coverage guarantees.

Two approaches improve conformal Bayes for label shift, one post-hoc and one in-training.

problem Improving prediction sets for target domain under label shift.
method Two complementary approaches: post-hoc calibration and in-training adaptation.
result In-training adaptation achieves up to 43% width reduction at unchanged coverage.

Two methods improve Gaussian process predictive distributions' calibration.

problem Improving the reliability of Gaussian process predictive intervals.
method Introduces two methods: cps-gp and bcr-gp, both adapting conformal predictive systems to GP interpolation.
result Both methods provide finite-sample marginal calibration and smooth predictive distributions.

SA-BCP combines long-term and local evidence for efficient, adaptive online prediction.

problem Balancing fast adaptation and stable coverage in online prediction.
method State-Adaptive Bayesian Conformal Prediction (SA-BCP) using gated convex combination of temporal inertia and spatial evidence.
result SA-BCP achieves at-or-above-nominal coverage with substantially sharper intervals compared to discounted Bayesian CP.

A scalable GP model for online uncertainty quantification over graphs.

problem Scalable uncertainty quantification over graphs with dynamic data.
method Graph-aware parametric Gaussian process model using random features and online conformal prediction.
result Improved coverage and efficient prediction sets over existing methods.

Enhances conformal prediction for better uncertainty estimates in armed conflict fatalities.

problem Lack of individual-level uncertainty estimates in existing forecasting models.
method Introduces bin-conditional conformal prediction (BCCP) to improve coverage rates across subsets of the outcome variable.
result Demonstrates improved local coverage and well-calibrated uncertainty estimates across various ranges of fatalities.

Bayesian approach improves online prediction accuracy without distributional assumptions.

problem Online construction of confidence sets for black-box models.
method Combines empirical distribution with Bayesian regularization to predict quantiles.
result Adaptive algorithm with low regret and correct coverage probability for iid data.

Meta-learning reduces set prediction size in conformal prediction for few-shot calibration.

problem Inefficient set prediction in conformal prediction for limited training data.
method Meta-learning approach using cross-validation-based conformal prediction.
result Meta-learning scheme reduces set prediction size and preserves formal guarantees.

Paper discusses optimal CP for second-order predictions.

problem How to incorporate second-order predictions into conformal prediction.
method Introduces Bernoulli prediction sets (BPS) for second-order predictions and applies conformal risk control for compromised validity.
result BPS provides the smallest prediction sets with conditional coverage.

EENNs improve inference efficiency but need nested prediction sets for reliable uncertainty estimates.

problem Non-nested prediction sets from standard uncertainty quantification methods in EENNs.
method Introduced anytime-valid confidence sequences (AVCSs) tailored for EENNs.
result AVCSs generate nested prediction sets across EENN exits, addressing the issue of non-nested sets.

This study compares two methods for uncertainty estimation in CNNs, finding Conformal Prediction more reliable.

problem CNNs often overestimate uncertainty, leading to unreliable predictions.
method Bayesian approximation via Monte Carlo Dropout and Conformal Prediction.
result Conformal Prediction produces more reliable uncertainty estimates than Monte Carlo Dropout.

New algorithm improves Gaussian process hyperparameter tuning for large datasets.

problem Scalable hyperparameter tuning for Gaussian processes on large datasets.
method Estimates smoothness and length-scale parameters in Matern kernel using novel loss functions.
result Improved uncertainty quantification over traditional methods.

The paper improves Bayesian optimization by calibrating uncertainty estimates.

problem Improper uncertainty estimates in Bayesian optimization when data is non-stationary.
method Proposes online learning algorithms to maintain calibration on non-i.i.d. data and integrates them into Bayesian optimization.
result Calibrated Bayesian optimization converges to better optima in fewer steps.

CoNBONet improves reliability analysis of complex systems with fast, energy-efficient predictions.

problem Time-dependent reliability analysis of nonlinear systems under stochastic excitations is computationally demanding.
method CoNBONet combines deep operator networks with neuroscience-inspired neuron models for fast, energy-efficient inference.
result CoNBONet provides reliable coverage of failure probabilities with theoretical guarantees.

This paper re-examines conformal e-prediction and its advantages over conformal prediction.

problem The relationship between conformal prediction and conformal e-prediction.
method Systematic re-examination of conformal prediction and conformal e-prediction from a modern perspective.
result Conformal e-prediction has advantages such as ease of designing conditional predictors and guaranteed validity of cross-predictors.

A new kernel-based nonconformity score improves multivariate prediction regions.

problem Tackling the challenge of compressing multivariate residual vectors into scalars while preserving geometric structure.
method Introducing a Multivariate Kernel Score (MKS) that decomposes into an anisotropic MMD, providing finite-sample coverage guarantees and convergence rates.
result The MKS produces prediction regions that explicitly adapt to geometric structure, reducing volume compared to ellipsoidal baselines.

Proposes feature conformal prediction for broader application in semantic feature spaces.

problem Establishing valid prediction intervals in semantic feature spaces.
method Extends conformal prediction to semantic feature spaces using deep representation learning.
result Feature conformal prediction outperforms regular conformal prediction under mild assumptions.

This dissertation analyzes conformal prediction methods for accurate uncertainty quantification in machine learning.

problem The importance of uncertainty in machine learning applications is often overlooked.
method A distribution-free framework called conformal prediction is studied and analyzed.
result Conformal prediction is the only framework that does not require strong assumptions about the data.

Paper addresses travel time tomography stability and statistical inversion.

problem Determining conformal factors of metrics from geodesic lengths.
method Established forward and inverse stability estimates; applied to Bayesian statistical inversion.
result Consistency of statistical inversion technique for travel time tomography.

Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In this paper we develop split-conformal and cross-conformal predictive systems tha…

2019-02-18abs ↗pdf ↗

Improves full conformal prediction for stochastic non-conformity measures.

problem Inability of existing conditions to guarantee full conformal prediction validity under stochastic settings.
method Introduces a new sufficient condition: Conditional Independence & Permutation Invariance in Distribution.
result Corrects the insufficient condition and provides a new sufficient condition for full conformal prediction validity.

New method improves predictive systems with better theoretical guarantees.

problem Constructing predictive systems with out-of-sample calibration guarantees.
method Residual Distribution Predictive Systems (RDPs) that nest conformal predictive systems and offer flexibility.
result Empirically, RDPs perform competitively with conformal predictive systems and can be implemented with various regression methods.

Paper develops new conformal prediction methods for sum or average of unknown labels.

problem Uncertainty quantification in joint distributions of random variables.
method Introduces novel conformal prediction methods for sum or average of unknown labels.
result Validates the proposed method for sum or average of unknown labels under permutation invariant assumptions.