We introduce the concept of coverage risk as an error measure for density ridge estimation. The coverage risk generalizes the mean integrated square error to set estimation. We propose two risk estimators for the coverage risk and we show that we can select tuning parameters by minimizing the estimated risk. We study t…
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48 results for “coverage estimation”
Quantile regression undercovers true uncertainty, revealing a bias in high dimensions.
problem Under-coverage bias in uncertainty estimation by quantile regression.
method Theoretical study on coverage of uncertainty estimation algorithms in learning quantiles.
result Quantile regression undercovers true uncertainty, revealing a bias in high dimensions.
Paper proposes a method to estimate coverage in data streams.
problem Estimating coverage in data streams with limited storage.
method Modified CVM algorithm for estimating coverage in streaming settings.
result The method efficiently estimates coverage in data streams.
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.
New metrics improve understanding of predictive system reliability.
problem Evaluating conditional coverage of predictive systems.
method Casting conditional coverage estimation as a classification problem, using excess risk of the target coverage (ERT) metrics.
result Modern classifiers provide higher statistical power for estimating conditional coverage.
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.
Improves random forest quantile estimation and prediction intervals.
problem Excessive bias in quantile estimates from random forests.
method Minimizes quantile coverage loss (QCL) by adjusting RF parameters.
result QCL-tuned RFs produce more accurate and narrower prediction intervals.
New method improves conditional coverage of conformal prediction.
problem Improving conditional coverage in conformal prediction.
method Trainable transformation of conformity scores to improve conditional coverage.
result Highly adaptive to local data structure, outperforming existing methods.
Conformal methods create prediction bands that control average coverage under no assumptions besides i.i.d. data. Besides average coverage, one might also desire to control conditional coverage, that is, coverage for every new testing point. However, without strong assumptions, conditional coverage is unachievable. Giv…
Bayesian nonparametric estimation of coverage probabilities and distinct counts from sketched datastat.ME
Bayesian method estimates coverage from sketching imperfect data.
problem Estimating coverage probabilities from compressed data.
method Bayesian nonparametric approach using Dirichlet process prior.
result Estimators accurately recover distinct counts and frequencies.
Bayesian method improves extreme quantile estimation with zero coverage error.
problem Estimating extreme quantiles with zero coverage error in small samples.
method Bayesian quantile estimation using Jeffreys prior.
result Bayesian method results in zero coverage error, unlike maximum likelihood.
Conformal Prediction Assessment: A Framework for Conditional Coverage Evaluation and Selectionstat.ME
CPA framework assesses conditional validity of conformal prediction.
problem Challenges in evaluating conditional validity of conformal prediction.
method Reframes conditional coverage evaluation as a supervised learning task.
result Establishes convergence rates and proves CVI consistency.
We consider a scenario where the aim of a group of agents is to perform the optimal coverage of a region according to a sensory function. In particular, centroidal Voronoi partitions have to be computed. The difficulty of the task is that the sensory function is unknown and has to be reconstructed on line from noisy me…
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.
Algorithm balances learning and coverage for multi-robots over unknown fields.
problem Balancing learning and coverage for multi-robots over unknown, nonuniform sensory fields.
method DSLC algorithm that schedules learning and coverage epochs, using Gaussian Process modeling and coverage regret analysis.
result Upper bound on expected cumulative coverage regret provided for DSLC.
New algorithms estimate Q-functions under partial coverage and realizability, improving offline RL guarantees.
problem Offline RL with limited exploration and assumptions about data coverage and Q-function realizability.
method Proposes minimax learning algorithms to estimate soft or vanilla Q-functions with -convergence guarantees.
result PAC guarantees for offline RL under partial coverage and realizability conditions.
Proposes methods for online conformal prediction with nested prediction sets across multiple confidence levels.
problem Need for uncertainty quantification with multiple confidence levels in diverse applications.
method Online optimization perspective to enforce nestedness of prediction sets while controlling quantile estimation error.
result Achieves stable coverage across all levels, strictly nested prediction sets, and improved efficiency.
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.
Paper estimates area covered by a line-sweep sensor in robotics.
problem Accurately estimating the area covered by a line-sweep sensor.
method Relies on coverage measure and topological degree in the plane.
result Guaranteed characterization of the explored area using interval analysis.
Study shows offline RL under -approximation and partial coverage is harder than previously thought.
problem Theoretical limits of offline reinforcement learning under -approximation and partial coverage.
method Introduced a decision-estimation framework to decompose offline RL complexity into decision and value estimation errors.
result Answered the open question by proving sample inefficiency under partial coverage is not guaranteed by -realizability and Bellman completeness.
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.
New method predicts sets under unknown covariate shift with high confidence.
problem Adapting to unknown covariate shift in prediction sets.
method PredSet-1Step, a flexible distribution-free method.
result Achieves asymptotic probably approximately correct coverage.
Examines WENDy-IRLS algorithm's noise robustness and efficiency in various differential equations.
problem Noise robustness and efficiency of WENDy-IRLS algorithm.
method Studied coverage and bias properties of WENDy-IRLS algorithm's estimators in various differential equations and noise distributions.
result WENDy-IRLS algorithm shows notable noise robustness and computational efficiency.
CF-GNN provides reliable uncertainty estimates for graph data.
problem Lack of rigorous uncertainty estimates in GNNs.
method Conformal prediction extended to graph-based models (CF-GNN).
result CF-GNN produces prediction sets with provable coverage probability.
Conformal Frequency Estimation using Discrete Sketched Data with Coverage for Distinct Queriesstat.ME
The paper develops methods to estimate frequencies in large discrete data sets with improved coverage and robustness.
problem Estimating frequencies in large, discrete data sets with valid coverage and robustness.
method Conformal inference methods using discrete sketches, marginal coverage for queries, and novel conformal calibration.
result Improved empirical performance compared to existing methods in simulations and real data.
TARP tests accuracy of generative posterior estimators.
problem Assessing the accuracy of posterior estimators from generative models.
method TARP coverage testing method.
result TARP can detect inaccurate inferences in high-dimensional spaces.
Study finds farmers are willing to pay higher premiums for higher coverage in agricultural insurance.
problem Determining the demand factors and WTP for agricultural insurance.
method Conducted a survey of 200 farmers to analyze the impact of socio-demographic variables and premium on insurance purchase decisions.
result Farmers are willing to pay higher premiums for higher coverage in agricultural insurance.
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.
COP improves online conformal prediction by incorporating data patterns, leading to tighter prediction sets.
problem Overly conservative prediction sets in online conformal prediction methods when data distribution shifts.
method Conformal Optimistic Prediction (COP) incorporating estimated cumulative distribution function of non-conformity scores.
result COP produces tighter prediction sets with valid coverage guarantees, outperforming other methods.
This study calculates the maximum error of a famous estimation method.
problem Estimating rare items not seen in a sample.
method Characterizes the maximal mean-squared error of the Good-Turing estimator.
result Characterizes the maximal mean-squared error of the Good-Turing estimator.
The paper derives uniform stability-based coverage bounds for conformal prediction methods.
problem Establishing theoretical guarantees for conformal prediction methods.
method Uniform stability perspective applied to full-conformal, jackknife+, and CV+ prediction regions.
result Coverage bounds for finite-dimensional models derived using a concentration argument.
Responds to critiques on tests for causal parameter confidence intervals.
problem Testing nominal confidence interval coverage for causal parameters estimated by machine learning.
method Rejoinder to critiques on nearly assumption-free tests.
result Clarifies and supports the original research's approach.
TQA improves prediction intervals for time series data by adjusting quantiles for both cross-sectional and longitudinal coverage.
problem Constructing reliable prediction intervals for cross-sectional time series data.
method Temporal Quantile Adjustment (TQA) method that adjusts the quantile in Conformal Prediction to account for both cross-sectional and longitudinal coverage.
result TQA improves longitudinal coverage while preserving cross-sectional coverage, as validated through extensive experimentation.
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.
Local Coverage Governs Memorization in Diffusion Modelscond-mat.dis-nn
Local data coverage governs memorization in diffusion models.
problem Memorization in diffusion models
method Derive a theoretical criterion based on local data coverage
result Predicts memorization based on density of training data in neighborhood and dataset size
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.
A framework to quantify deployment risk in ML systems, especially for rare states.
problem Under-supported rare states in ML models lead to unreliable performance in unseen data.
method Blind-Spot Mass (B_n(tau)) using Good-Turing unseen-species estimation.
result Identifies and quantifies the risk of under-supported states in ML models.
New method for probabilistic prediction sets with conditional validity.
problem Marginal coverage guarantee of existing methods.
method Combines conformal methods with approximate conditional validity.
result Consistently outperforms existing approaches in conditional coverage.
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.
PAC-Bayes theory improves ICP efficiency and coverage.
problem Inefficient and unreliable uncertainty estimates in deep learning models.
method PAC-Bayes theory to optimize model and score function parameters for efficient and reliable prediction sets.
result Generalization bounds on coverage and efficiency of optimized prediction sets.
The paper improves prediction intervals for non-parametric regression using histograms.
problem Computing accurate prediction intervals for non-parametric regression models.
method Uses conditional histograms to estimate conditional distributions and compute shortest prediction intervals.
result The method provides prediction intervals with provable marginal coverage and asymptotic conditional coverage.
The paper develops time-uniform inference methods for stochastic approximation parameters.
problem Statistical inference for parameters in stochastic approximation problems.
method Analysis of averaged iterates convergence rates and construction of asymptotic confidence sequences.
result Valid asymptotic confidence sequences for parameters in stochastic approximation problems.
We formalize AURC and develop estimators for SC systems.
problem Evaluation of SC systems' performance.
method Formal statistical formulation, Monte Carlo methods, plug-in estimators.
result Plug-in estimators are consistent, with low bias and bounded MSE.
Improved online prediction with guaranteed coverage.
problem Creating reliable online predictions for arbitrary sequences.
method Online conformal prediction with decaying step sizes.
result Substantially improved practical properties, including close coverage at every time point.
New bounds for estimating partition functions under bounded f-divergence.
problem Estimating partition functions with limited sample access.
method Information-theoretic characterization using integrated coverage profile and -divergences.
result Sharp phase transitions in sample complexity under -divergences.
Proposes PQ, a more precise Bayesian quantifier for prevalence estimation.
problem Uncertainty quantification in prevalence estimation.
method Bayesian quantification methods, focusing on precision and coverage.
result PQ provides more precise and well-calibrated uncertainty quantification.
Proposes a new method for reliable treatment effect interval estimates.
problem Uncertainty quantification in treatment effect estimation.
method Conformal inference for counterfactuals and individual treatment effects.
result Achieves desired coverage with short intervals in various settings.
Selective inference framework for CART trees to control error rates and coverage.
problem Inference on CART trees does not control Type 1 error rates and coverage.
method Selective inference framework conditioning on tree estimation, efficient algorithms.
result Proposes tests and intervals for CART trees with selective error control.