Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

85170254339 · Jun 202019922001200920172026
48 results for coverage robustness

Study robustness of split conformal prediction under adversarial attacks.

problem Ensuring distribution-free coverage guarantees in CP under adversarial conditions.
method Theoretical analysis and extensive experiments on split conformal prediction robustness.
result Prediction coverage varies with calibration-time attack strength, enabling control over coverage under adversarial tests.

COLEP improves robustness of conformal prediction via probabilistic circuits.

problem Adversarial perturbations can undermine the coverage guarantees of conformal prediction.
method COLEP uses probabilistic circuits to learn and reason about different semantic concepts, providing certifiable coverage guarantees.
result COLEP achieves higher prediction coverage and accuracy than a single model, especially with non-trivial knowledge models.

CP improves robustness against distribution shift using physics-informed structural causal models.

problem Uncertainty in machine learning predictions under distributional shift.
method Physics-informed structural causal model (PI-SCM) to upper bound coverage difference.
result PI-SCM improves coverage robustness across confidence levels and test domains.

A new algorithm improves offline reinforcement learning robustness.

problem Finding optimal policies in perturbed environments from offline data.
method Doubly Pessimistic Model-based Policy Optimization (P^2MPO) framework.
result Proves sample efficiency with robust partial coverage data.

New framework calibrates decision robustness using inverse conformal risk control.

problem Inadequate robustness levels in decision-making due to ad hoc choices.
method Constructs valid estimators to trace miscoverage-regret Pareto frontier.
result Provides distribution-free, finite-sample guarantees on robustness levels.

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.

This paper applies combinatorial testing to machine learning for robust model performance.

problem Identifying robust machine learning models using test and training sets.
method Adapting combinatorial interaction testing for machine learning, focusing on simple features.
result Combinatorial coverage can enhance model performance and robustness.

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.

The paper presents a method to make predictions robust to distributional shifts.

problem Making predictions robust to distributional shifts in machine learning.
method The method uses prediction sets and conformal inference to provide valid coverage under shifts.
result The method achieves nearly valid coverage in finite samples under exchangeable training data.

Study robustness of split conformal prediction in data contamination setting.

problem Robustness of split conformal prediction under data contamination.
method Analyze split conformal prediction's performance in a contaminated data setting and propose a new method.
result Demonstrated the impact of corrupted data on prediction intervals' coverage and efficiency.

Conformal prediction fails under severe feature turnover in COVID-19 supply chain tasks.

problem Dealing with distribution shift in conformal prediction models.
method Using COVID-19 as a natural experiment across 8 supply chain tasks, analyzing SHAP explanations.
result Coverage drops vary widely (0% to 86.7%) and correlate with single-feature dependence.

Selective classification can worsen accuracy disparities between groups.

problem Selective classification can magnify existing accuracy disparities between various groups.
method Study of margin distribution and distributionally-robust models.
result Selective classification can uniformly improve each group on distributionally-robust models.

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.

Study improves conformal prediction for EEG classification in healthcare, enhancing coverage.

problem Uncertainty quantification in clinical predictions, especially in distribution-shifted settings.
method Personalized calibration strategies to improve coverage of prediction sets.
result Coverage improved by over 20 percentage points with comparable prediction set sizes.

Decision-calibrated prediction sets improve power system operations by reducing unnecessary costs.

problem Balancing operating costs and reliability in power systems with renewable uncertainty.
method Learn conditional prediction sets as sub-level sets of norm-based score functions, calibrate uncertainty sets based on reliability of downstream decisions.
result Decision-calibrated sets lead to more efficient operations with smaller uncertainty sets and lower costs compared to standard coverage-based calibration.

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.

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.

CPATTA uses conformal prediction for efficient test-time adaptation.

problem Low data selection efficiency in existing ATTA methods.
method Conformal Prediction, online weight-update algorithm, domain-shift detector, staged update scheme.
result CPATTA consistently outperforms state-of-the-art methods by 5% in accuracy.

This paper improves conformal prediction for robust interval estimation under distribution shifts.

problem Robustness of conformal prediction under distribution shifts.
method Modeling distribution shifts using Levy-Prokhorov (LP) ambiguity sets, which capture both local and global perturbations.
result Constructs robust conformal prediction intervals that remain valid under distribution shifts.

Develops methods for valid and validated confidence sets in multiclass and multilabel prediction.

problem Challenges of typical conformal prediction methods in multiclass and multilabel problems, especially uneven coverage.
method Leverages quantile regression to build methods that always guarantee correct coverage and asymptotically optimal conditional coverage, addressing label interactions with tree-structured classifiers.
result Empirical evaluation suggests more robust coverage of confidence sets.

Paper introduces detect-then-impute conformal prediction for cellwise outliers.

problem Uncertainty in prediction intervals for models with cellwise outliers.
method Detects outliers, imputes them, and constructs exchangeable features for conformal prediction.
result JDI-CP achieves a finite sample 12α1-2\alpha coverage guarantee.

Study uses TV news to measure climate risks affecting clean energy firms.

problem Understanding how climate risks impact clean energy firms' financial stability.
method Developed climate risk measures from TV news coverage and analyzed their effects on clean energy firms' risks.
result Increased TV news coverage of climate risks correlates with higher systematic risk and lower idiosyncratic risk for clean energy firms.

A new conformal prediction framework for two-stage models identifies stage-wise uncertainty.

problem Limited coverage guarantees and lack of modular structure understanding in existing conformal prediction methods.
method Decomposes prediction residuals into stage-specific components, calibrates parameters using FWER control, and adapts to non-stationary settings.
result Improves coverage and identifies stage-wise error contributions compared to standard conformal methods.

Optimal decision-making using prediction sets to minimize risk.

problem Using prediction sets optimally for decision-making in uncertain scenarios.
method Decision-theoretic framework that seeks to minimize expected loss against a worst-case distribution.
result ROCP algorithm reduces critical mistakes compared to baselines, especially in costly out-of-set errors.

Paper tackles robust reinforcement learning with minimal data.

problem Learning robust policies from limited data in uncertain environments.
method Distributionally robust formulation, model-based algorithm combining value iteration and pessimism.
result Proves near-optimal sample complexity for robust offline RL.

MEC improves efficiency and robustness in semi-supervised inference.

problem Efficient inference with limited labeled data and robust uncertainty quantification.
method Machine-Learning-Assisted Generalized Entropy Calibration (MEC) using cross-fitted, calibration-weighted PPI.
result MEC achieves semiparametric efficiency bounds under weaker assumptions and provides near-nominal coverage.

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.

The paper addresses the gap between theoretical and practical confidence set widths in universal inference.

problem Inference procedures can be overly conservative, leading to wider confidence sets than expected.
method The authors identify the source of asymptotic conservativeness and propose a remedy based on studentization and bias correction.
result The proposed method achieves exact asymptotic coverage at the nominal 1α1-α level, even under model misspecification.

Though black-box predictors are state-of-the-art for many complex tasks, they often fail to properly quantify predictive uncertainty and may provide inappropriate predictions for unfamiliar data. Instead, we can learn more reliable models by letting them either output a prediction set or abstain when the uncertainty is…

2019-06-13abs ↗pdf ↗

CONTINA provides adaptive confidence intervals for traffic demand prediction.

problem Uncertainty in future traffic demand predictions and the need for valid confidence intervals.
method Adaptive confidence interval method that adjusts based on deployment errors.
result Valid confidence intervals with shorter lengths and theoretical coverage guarantee.

Robust machine learning models improve DNA regulatory sequence prediction under various shifts.

problem Real-world applications of DNA regulatory sequence prediction involve shifts not captured by standard i.i.d. assumptions.
method Introduces a robustness framework combining simulation benchmarks and real data analysis.
result Models remain accurate and calibrated under mild shifts but show higher error and miscalibration under strong shifts.