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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.

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71142213284 · Jun 202019922001200920172026
48 results for conformal guarantees

We enhance conformal prediction for risk-averse decisions with action-conditional guarantees.

problem Uncertainty quantification and safety guarantees for machine learning decisions.
method Action-conditional conformal prediction, pinball-loss minimization.
result Action-conditional prediction sets optimize risk-averse decision-making.

Split conformal prediction provides finite-sample guarantees for black-box models without distributional assumptions.

problem Weak performance guarantees for modern predictive models under minimal assumptions.
method Develops finite-sample guarantees for split conformal prediction, a method that uses nested prediction sets and order statistics.
result The coverage of prediction sets based on order statistics stochastically dominates the Beta distribution.

A stability-based method selects the most desirable conformal prediction set.

problem Selecting the most desirable conformal prediction set from multiple valid sets invalidates coverage guarantees.
method A stability-based approach that ensures coverage for the selected prediction set.
result The stability-based approach maintains coverage guarantees for the selected prediction set.

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.

A new method for predicting insurance claims with statistical guarantees.

problem Creating accurate prediction intervals for insurance claims.
method Model-agnostic framework using split conformal prediction for frequency-severity modeling.
result Shows effectiveness on simulated and real datasets using various models.

New method optimizes prediction set volume in conformal prediction.

problem Achieving volume optimality in conformal prediction without sacrificing coverage guarantees.
method Dynamic programming algorithm for finding near-optimal volume unions of k-intervals.
result Efficient algorithm finds unions of k-intervals with near-optimal volume for any distribution.

Study evaluates conformal prediction methods for safety in vision models under shifts and long-tailed data.

problem Safety guarantees of conformal prediction methods under distribution shifts and long-tailed data.
method Empirical evaluation of post-hoc and training-based conformal prediction methods on large-scale datasets and models.
result Performance of conformal prediction methods degrades significantly under distribution shifts and long-tailed data.

New statistical guarantee improves conformal predictors for small datasets.

problem Uncertainty quantification for small datasets in surrogate models.
method Proposed a new statistical guarantee for conformal predictors, converging to standard CP for large datasets.
result The new guarantee offers relevant information about coverage for small data sizes, improving applicability.

Enhanced conformal methods improve validity of LLM outputs.

problem Lack of conditional validity and high false rejection rates in LLM validity guarantees.
method Adaptive conditional conformal procedure and improved scoring function differentiation.
result Demonstrated improved validity and utility on real datasets.

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.

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.

Proposes a new method for improved conformal prediction.

problem Inability to construct nontrivial prediction sets with full conditional coverage guarantees.
method Partition Learning Conformal Prediction (PLCP) framework to improve conditional validity through learning uncertainty-guided features.
result PLCP provides superior performance in terms of coverage and length compared to state-of-the-art methods.

A method for making predictions with a reject option using conformal prediction.

problem Uncertainty in machine learning predictions, especially when models are unsure.
method Formalizing ML with reject option, using conformal prediction for distribution-free error guarantees.
result Theoretical guarantees on error rate for prediction sets with distribution-free validity.

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.

New methods adapt conformal prediction to unknown subpopulation shifts.

problem Failure of conformal prediction under unknown subpopulation shifts.
method Proposes new methods that adapt conformal prediction to unknown subpopulation shifts without explicit subpopulation labels.
result Ensures valid coverage guarantees without explicit knowledge of subpopulation structure.

ST-BCP narrows the coverage gap in BCP by transforming nonconformity scores.

problem The looseness in BCP's coverage guarantee due to Markov's inequality.
method Introduces a data-dependent transformation of nonconformity scores.
result Reduces the average coverage gap from 4.20% to 1.12% on benchmarks.

ConfHit provides valid guarantees for generative models without oracle access.

problem Reliable guarantees for novel candidate generation in generative models.
method Formalizes certification and refinement of generated sets, leveraging weighted exchangeability and density-ratio weighted conformal p-values.
result Consistently delivers valid coverage guarantees and compact certified sets across various generative tasks.

CIR method constructs efficient prediction intervals with guaranteed coverage.

problem Efficiently constructing near-minimal prediction intervals with guaranteed coverage.
method Conditional Interquantile Regression (CIR) and CIR+ (enhanced version).
result Optimal balance between predictive accuracy and computational efficiency.

GC-FCP provides efficient federated CP with group-conditional coverage guarantees.

problem Uncertainty quantification in federated settings with distributed calibration data.
method Group-conditional federated conformal prediction (GC-FCP) using group-stratified coresets.
result GC-FCP offers efficient aggregation and calibration compared to centralized methods.

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.

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.

New risk control method for non-monotonic losses in complex parameters.

problem Controlling risk for non-monotonic losses with multidimensional parameters.
method Stability-based guarantees for generic algorithms applied to non-monotonic losses.
result Guarantees depend on algorithm stability, with looser guarantees for unstable algorithms.

Backward Conformal Prediction offers flexible control over prediction set sizes while ensuring coverage guarantees.

problem Providing reliable prediction sets with controlled sizes in applications like medical diagnosis.
method Defines a rule that constrains prediction set sizes based on observed data, adapting coverage levels.
result Maintains computable coverage guarantees while ensuring interpretable, well-controlled prediction set sizes.

CTI produces efficient prediction intervals with guaranteed coverage.

problem Efficient and reliable uncertainty quantification in regression.
method CTI estimates conditional density for interval length, then thresholds intervals based on this density.
result CTI achieves smaller prediction sets with guaranteed coverage compared to existing methods.

Proposes PFWCP for multi-agent tasks with privacy and validity guarantees.

problem Challenges in uncertainty quantification for multi-agent settings.
method Personalized federated weighted conformal prediction (PFWCP) combining local density ratio weighting and weighted quantile aggregation.
result Asymptotically valid coverage guarantees for each agent in heterogeneous settings.

Audited Conformal Prediction improves conditional coverage in pretrained models under distribution shift.

problem Uncertainty quantification for pretrained models under unknown distribution shift
method Leverages a small labeled dataset to train an audit model for marginal coverage, integrates outputs into conformal prediction framework
result Significantly higher conditional coverage than existing approaches

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.

Adaptive method improves prediction intervals with global coverage guarantees and local error distribution.

problem Global coverage guarantees of conformal regression are often violated by local error distributions.
method Adaptive Conformal Regression with Jackknife+ Rescaled Scores
result Improves local coverage without sacrificing global coverage, especially in low-data regimes.

Unified theoretical guarantees for distribution-free changepoint detection and testing.

problem Distribution-free changepoint inference with finite-sample validity and consistency.
method Distribution-free changepoint localization using conformal p-values with theoretical guarantees.
result Unified distribution-free guarantees for changepoint detection, localization, and testing.

COPP provides reliable intervals for outcomes under a new policy in contextual bandits.

problem Lack of reliable predictive intervals for outcomes under a new policy in contextual bandits.
method Conformal prediction applied to contextual bandits.
result COPP provides finite-sample guarantees without additional assumptions.

New insights link no-regret learning to online conformal prediction in adversarial settings.

problem Understanding the relationship between no-regret learning and online conformal prediction in adversarial environments.
method Analysis of existing algorithms and new connections between no-regret learning and conformal prediction.
result No-regret learning algorithms can provide group-conditional coverage guarantees in adversarial settings.

LPCI provides valid prediction intervals for longitudinal data.

problem Current conformal prediction methods for time series data lack cross-sectional coverage when applied to longitudinal datasets.
method Modeling residual data as a quantile fixed-effects regression problem, constructing prediction intervals with a trained quantile regressor.
result LPCI achieves valid cross-sectional coverage and outperforms existing benchmarks in terms of longitudinal coverage rates.

Two-step conformal prediction method for adaptive bounding box uncertainties in multi-object detection.

problem Quantifying predictive uncertainty for multi-object detection in safety-critical applications.
method Developed a two-step conformal prediction approach to propagate uncertainty in predicted class labels into bounding box uncertainties, ensuring coverage for incorrectly classified objects.
result Desired coverage levels are satisfied with practically tight predictive uncertainty intervals on real-world datasets.

VSPS creates flexible prediction regions for multi-target regression with guaranteed coverage.

problem Uncertainty quantification in multi-target regression with complex distributions.
method Conditional normalizing flows with conformal calibration to identify dense regions.
result VSPS produces smaller, more informative prediction regions with robust coverage guarantees.

The paper extends conformal prediction to MDP trajectories for autonomous systems.

problem Ensuring reliability of autonomous systems by providing probabilistic guarantees.
method Applying conformal corrections to quantile regression prediction intervals.
result Conformal prediction intervals ensure the observed trajectory lies inside with high probability.

Proposes a method to improve class-conditional conformal prediction for many classes.

problem Weak guarantees for specific classes in classification problems.
method Clusters classes with similar conformal scores and performs conformal prediction at the cluster level.
result Clustered conformal typically outperforms existing methods in class-conditional coverage and set size metrics.

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.

A new method for time-series data provides guaranteed coverage and adapts to non-exchangeable data.

problem Guaranteed coverage for time-series data prediction intervals.
method Sequential Conformalized Density Regions (SCDR) using quantile random forest.
result SCDR achieves guaranteed asymptotic coverage and outperforms existing methods in simulations.

Paper proposes a new method for conditional coverage in conformal prediction.

problem Lack of strong conditional coverage guarantees in existing conformal prediction methods.
method Modified non-conformity score using local approximation of conditional distribution.
result Unified framework and empirical evaluations show advantage of the new method.