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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.

168,695 papers · 148 categories

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147294441588 · Jun 202019922001200920172026
48 results for full conformal prediction

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.

Conformal prediction improves prediction intervals for PCEs, especially in sparse cases.

problem Quantifying local model errors in PCEs for small datasets.
method Integration of conformal prediction methods (full and Jackknife+) into full and sparse PCEs.
result Better-calibrated prediction intervals for both full and sparse PCEs.

This work improves multi-task regression performance using approximations of full-conformal prediction.

problem Jointly solve multiple regression tasks with better performance than individual tasks.
method Design an approximating prediction region in RKHS for full-conformal multi-task regression.
result The approximating prediction region improves upon split-conformal prediction on synthetic data.

New privacy-preserving method for conformal prediction without splitting data.

problem Privacy and uncertainty quantification in data-driven decision making.
method Proposes a full-data privacy-preserving conformal prediction framework using differential privacy.
result Demonstrates improved prediction sets compared to split-based private baselines.

This work approximates full conformal prediction for neural networks without sample splitting.

problem Uncertainty quantification for neural network regression models.
method Approximating full conformal prediction using Gauss-Newton influence for post-hoc uncertainty estimation.
result Locally-adaptive and often tighter prediction intervals compared to split-CP.

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 ↗

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.

Study online conformal prediction for non-stationary data with optimal training-conditional regret.

problem Online prediction for non-stationary data streams with unknown distribution drift.
method Proposes split-conformal and full-conformal algorithms that adapt to drift detection and incorporate stability for online learning.
result Proves minimax-optimal regret for online full conformal algorithm under appropriate restrictions.

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.

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.

This work introduces COLA, a strategy to aggregate conformal prediction sets efficiently.

problem Efficiently combining multiple conformity scores to reduce prediction set size.
method Introduces COnfidence-Level Allocation (COLA) to optimally allocate confidence levels across sets.
result COLA achieves smaller prediction sets than state-of-the-art methods while maintaining valid coverage.

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 accelerates conformal prediction by using approximate leave-one-out estimators.

problem Limited computational cost for conformal prediction.
method Incorporates approximate leave-one-out estimators to accelerate conformal prediction.
result ALO-based methods achieve comparable coverage and efficiency to exact methods but with significantly reduced runtime.

Develop conformal prediction for dyadic regression under complex missingness.

problem Conformal prediction for dyadic regression under complex missingness mechanisms.
method Developing general technical tools and conformal prediction procedures for dyadic regression under complex missingness.
result Establishing asymptotic validity of weighted conformal prediction under a nonparametric graphon model for missingness mechanism.

Introduces CCR for constructing confidence regions from conformal predictions.

problem Challenges in constructing confidence regions for model parameters.
method Combines conformal prediction intervals for model outputs to establish confidence regions for parameters under minimal assumptions.
result Valid coverage guarantees for finite sample regime, applicable to various model types.

Develops conformalized prediction intervals for bounded continuous outcomes.

problem Predicting continuous outcomes within bounded ranges, especially when models are misspecified.
method Conformal prediction intervals based on transformation regression models, accounting for heteroscedasticity and asymmetry.
result Valid finite-sample coverage confirmed in simulations and real data applications.

A method for constructing tight prediction intervals for multiple numerical outputs.

problem Constructing tight prediction intervals for multiple related numerical outputs.
method A novel coordinate-wise standardization procedure that makes residuals comparable across output dimensions, estimating suitable scaling parameters using calibration data.
result The method produces tighter prediction intervals than existing baselines while maintaining valid simultaneous coverage.

The paper introduces uncertainty quantification for NER models.

problem Current NER models lack uncertainty measures, leading to downstream errors.
method Full-Sequence and Subsequence Conformal Prediction framework.
result The method provides formal guarantees about the reliability of model predictions.

If you are predicting the label yy of a new object with y^\hat y, how confident are you that y=y^y = \hat y? Conformal prediction methods provide an elegant framework for answering such question by building a 100(1α)%100 (1 - α)\% confidence region without assumptions on the distribution of the data. It is based on a refittin…

2019-09-20abs ↗pdf ↗

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.

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.

Proposes online conformal prediction method with adversarial semi-bandit feedback.

problem Online uncertainty quantification with adversarial semi-bandit feedback.
method Formulates online conformal prediction as an adversarial bandit problem and uses regret minimization.
result Achieves long-run coverage guarantee with adversarial semi-bandit feedback.

New online conformal prediction methods minimize strongly adaptive regret and achieve near-optimal coverage.

problem Uncertainty quantification in online settings with changing data distributions.
method Developed new online conformal prediction methods that minimize strongly adaptive regret.
result Achieve near-optimal strongly adaptive regret and approximately valid coverage.

Proposes PEMI for online selective conformal prediction with asymmetric rules.

problem Challenges of handling asymmetric selection mechanisms in online selective conformal prediction.
method PEMI: permutation-based framework for selective conformal prediction with arbitrary asymmetric selection rules.
result Achieves exact selection-conditional coverage for any asymmetric selection mechanism and any prediction model.

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.

The paper tackles entry prediction in row/column-exchangeable matrices with arbitrary missing data.

problem Prediction in matrices with arbitrary missing data.
method Proposes two practical algorithms: one for fast emulation and another for acceleration using algorithmic stability.
result Demonstrates superior performance in synthetic and real-world data sets.

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 ↗

CoCP optimizes prediction intervals by jointly learning center and radius, improving efficiency and coverage.

problem Inefficient conformal prediction intervals under heteroscedasticity and skewness.
method Co-optimization framework that learns center and radius through alternating optimization steps.
result CoCP yields consistently shorter intervals and state-of-the-art conditional coverage diagnostics.

Two new methods generate probabilistic forecasts of individual treatment effects.

problem Generating probabilistic forecasts of individual treatment effects for risk-aware decision-making.
method Proposes CCT and CMC meta-learners combining conformal predictive systems with analytic convolution or Monte Carlo sampling.
result Achieve probabilistically calibrated predictive distributions and performant continuous ranked probability scores.

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.

A method for non-parametric conditional distribution estimation using CRPS-optimal binning.

problem Non-parametric conditional distribution estimation.
method Partitioning covariate-sorted observations into bins to minimize LOO-CRPS, selecting K by K-fold cross-validation of test CRPS.
result Produces narrower prediction intervals with near-nominal coverage compared to split-conformal competitors.

MA-COPP predicts multi-agent system outcomes using data from a different policy, with probabilistic guarantees.

problem Predicting outcomes in multi-agent systems using data from a different policy.
method Conformal prediction framework applied to multi-agent systems, avoiding exhaustive search.
result Achieves probabilistic guarantees for multi-agent system predictions.

Novel framework for uncertainty quantification in neurosymbolic programs.

problem Lack of correctness guarantees in neurosymbolic programs due to machine learning model fallibility.
method Adapting conformal prediction to neurosymbolic programs using abstract interpretation.
result Framework provides probabilistic guarantees for correctness, compositionality, and structured values.

MMDCP improves outlier detection and classification with adaptive prediction sets.

problem Label shift and distribution differences in multi-class settings.
method Combines distance measures with full conformal prediction for adaptive prediction sets.
result Valid coverage and effective control of class-wise false discovery rate (CW-FDR).

BCCP uses bandit feedback to provide reliable predictions with limited labeled data.

problem Limited labeled data and bandit feedback challenge online set-valued classification.
method BCCP uses stochastic gradient descent to train model and make set-valued inferences with unbiased estimation of true label.
result BCCP offers coverage guarantees on a class-specific granularity.

The paper shows that the Gauss map of minimal surfaces is open and meagre in the space of holomorphic maps.

problem Characterizing the set of minimal surfaces with a specific Gauss map.
method Analyzing the spaces of conformal minimal immersions and holomorphic maps, and using topological properties.
result The Gauss map assignment is an open map, and the set of minimal surfaces satisfying the Osserman curvature estimate is meagre.