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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.

168,657 papers · 148 categories

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48 results for Conformal Inference

New approach for adaptive conformal inference using Blackwell's theory.

problem Non-exchangeable environments in sequential conformal inference.
method Reinterpretation of ACI as a game, construction of coverage and efficiency objectives, approachability strategy.
result Algorithm achieves strong theoretical guarantees and practical insights.

The paper develops exact and approximate conformal inference methods for multi-output regression.

problem Uncertainty quantification in multi-output regression predictions.
method Exact derivations and approximations of conformal inference p-values for linear multi-output predictors, and efficient methods for nonlinear predictors.
result Efficient methods for approximating conformal prediction regions for multi-output predictors, both linear and nonlinear.

This paper tackles hidden state inference for HMMs using particle filtering.

problem Inference for hidden states under HMMs is challenging due to unavailable true labels.
method Adaptive conformal inference framework using particle filtering.
result The framework produces prediction sets with specific aggregated coverage levels.

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of the regression function. The resulting prediction band preserves the consistency …

2016-04-14abs ↗pdf ↗

MACI improves LLM factuality inference with higher retention and lower time cost.

problem Ensuring factuality in LLM responses for high-stakes domains.
method Reformulated conformal inference in a multiplicative filtering setting, leveraging ensembles for more accurate factuality scores and group-conditional calibration.
result MACI achieves higher retention and lower time cost compared to baselines, preserving validity through group-conditional calibration.

Paper extends prediction-powered inference using conformal prediction for robust and valid imputation.

problem Safe use of black-box ML models for imputing missing data with strong guarantees.
method Connecting prediction-powered inference with conformal prediction for valid and additional guarantees.
result First general prediction-powered procedure for e-values operating off-line.

Develops methods to adjust prediction set coverage based on post-selection analysis.

problem Adjusting prediction set coverage after initial analysis to better fit specific needs.
method Post-selection conformal inference to adjust miscoverage levels.
result Allows for trade-off between coverage and prediction set quality.

ECI improves time series prediction uncertainty quantification by smoothing miscoverage error.

problem Challenges in uncertainty quantification for time series prediction due to temporal dependence and distribution shift.
method Error-quantified Conformal Inference (ECI) by smoothing quantile loss function and introducing adaptive feedback scale.
result ECI achieves valid miscoverage control and tighter prediction sets than existing methods.

FCI method uses flow-based techniques to improve prediction confidence.

problem Limited applicability of exchangeable assumptions in predicting contaminated data.
method Adversarial flow to transform data into known distributions, then map to low-dimensional space.
result FCI produces effective predictive sets and accurate outlier detection.

The paper addresses errors in online selective conformal prediction and proposes new strategies to ensure valid inference.

problem Online selective conformal prediction's exchangeability issues and false coverage rate control problems.
method Evaluation and correction of existing calibration selection strategies, proposing new ones that preserve exchangeability.
result Novel calibration selection strategies ensure both selection-conditional coverage and FCR control.

This work introduces a noise-adaptive conformal inference method for better prediction sets in noisy data.

problem Real-world complications like random label noise limit the effectiveness of conformal inference.
method An adaptive conformal inference method capable of handling deviations from exchangeability.
result Informative prediction sets with tight marginal coverage guarantees in noisy data.

The paper controls false discovery rate in link prediction using conformal inference.

problem Identifying true edges in a graph while controlling false discoveries.
method Proposes a novel method based on conformal inference to control false discovery rate (FDR) in link prediction.
result Empirically demonstrates FDR control for both simulated and real data.

Proposes a new model for estimating individual treatment effects.

problem Estimating individual treatment effects from observational data is challenging.
method Integrates diffusion modeling and conformal inference with propensity score and covariate approximation.
result Establishes rigorous theoretical guarantees and demonstrates competitive performance.

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.

Novel conformal methods test out-of-distribution data with labeled outliers.

problem Testing whether new data comes from the same distribution as a reference.
method Integrative conformal p-values re-weight standard p-values using dependent side information.
result The methods outperform standard conformal p-values in simulations and applications.

Conformal prediction offers distribution-free inference for complex models.

problem Traditional predictive inference methods are limited by assumptions about data distributions and model details.
method Conformal prediction uses symmetry assumptions and treats learning algorithms as black boxes.
result Conformal prediction provides exact finite-sample guarantees, even under limited assumptions.

The paper reviews exchangeability and its implications for conformal prediction and rank tests.

problem Ensuring distribution-free predictive inference in machine learning and statistics.
method Explains exchangeability and its role in conformal prediction and rank tests.
result Discovers similarities between conformal prediction and rank tests based on exchangeability.

This paper improves neural network predictions with early stopping using conformal calibration.

problem Lack of precise statistical guarantees for neural networks trained with early stopping.
method Conformalized early stopping that combines early stopping with conformal calibration.
result Models provide both accuracy and precise inferences without additional data splits.

Network-assisted regression uses conformal prediction for valid inference.

problem Predicting node attributes using network and conventional covariates with valid statistical inference.
method Network analog of conformal prediction under mild joint exchangeability assumption.
result Achieves finite sample validity and asymptotic conditional validity for various network covariates.

The paper provides high-probability bounds on false discovery proportions in conformal inference.

problem Existing methods fail to provide high-probability bounds on the realized false discovery proportion.
method Constructing a high-probability envelope for the empirical distribution function of null conformal p-values by sampling from their joint distribution.
result Establishes finite-sample, distribution-free upper bounds on the FDP that hold simultaneously over all possible rejection thresholds.

OptCS optimizes model selection after conformal inference, controlling FDR and power loss.

problem Challenges in model selection for conformal inference, especially when limited labeled data and many model choices are available.
method OptCS framework that allows valid statistical testing after flexible data-driven model optimization, using novel multiple testing procedures.
result Valid conformal p-values constructed despite substantial data reuse, maintaining FDR control.

LSCI provides locally adaptive prediction sets for operator models with tighter coverage.

problem Generating robust, calibrated uncertainty quantification for operator models.
method Local Sliced Conformal Inference (LSCI) for operator models.
result LSCI yields tighter prediction sets with stronger adaptivity compared to conformal baselines.

New algorithms for hierarchical classification using conformal prediction.

problem Valid prediction sets in hierarchical classification tasks.
method Extended split conformal prediction framework with two inference algorithms.
result Empirical evaluations show effectiveness in achieving nominal coverage.

Adaptive Quantum Conformal Prediction improves reliability of quantum machine learning predictions.

problem Quantum machine learning lacks robust uncertainty quantification methods.
method Adaptive Conformal Inference applied to quantum conformal prediction to maintain validity over time.
result AQCP achieves target coverage levels and is more stable than standard quantum conformal prediction.

CP4SBI improves the calibration of credible sets in SBI models.

problem Inaccurate credible sets in SBI models lead to underestimation of true parameters.
method Develops a local conformal calibration framework for SBI models.
result Improves the quality of uncertainty quantification for neural posterior estimators.

The paper develops p-values for outlier detection using conformal inference.

problem Detecting outliers in nonparametric data sets.
method Conformal inference framework for constructing marginally valid but mutually dependent p-values.
result Valid p-values for outlier detection with conditional independence and marginal false discovery rate control.

This study evaluates methods for constructing prediction intervals with neural networks.

problem Lack of confidence measures in neural network predictions limits their applicability.
method Two-step experiment using bootstrapping and conformal inference methods.
result Cross-conformal method provides best performance with reasonable computational burden.

This research develops prediction sets for regression on manifolds using conformal inference.

problem Prediction sets for regression on manifolds, especially in non-Euclidean spaces.
method Conformal inference principles extended to manifolds, proving asymptotic almost sure convergence.
result Empirical prediction sets on manifolds converge to population counterparts.

Method constructs nonparametric prediction intervals with finite-sample guarantees.

problem Nonparametric instrumental variable regression with finite-sample coverage.
method Conformal inference framework applied to NPIV, combining with various estimators.
result Distribution-free, finite-sample coverage over chosen IV shifts.

Paper proposes faster adaptation to distribution shifts in online settings.

problem Violation of exchangeability assumption in evolving data environments.
method Online conformal inference with retrospective adjustment.
result Faster adaptation to distributional shifts demonstrated through numerical studies.