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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 policy-coupled coverage

Develops optimal decision-making framework for uncertain counterfactuals.

problem Ensuring reliability of predictions in high-stakes decisions.
method Policy-Coupled Risk-Averse Conformal Prediction (PC-RACP).
result Optimal prediction sets for counterfactual decisions with valid coverage.

The paper develops deep learning models for personalized treatment rules in survival analysis.

problem Deriving optimal treatment rules for bivariate survival outcomes in randomized trials.
method Adaptive prediction-powered learning using deep neural networks and stochastic policies.
result Maximizes joint survival probability beyond fixed time points (t1,t2)(t_1, t_2).

New method uses label-weighted conformal prediction for macro-coverage guarantees in classification.

problem Finding a balance between class-conditional and marginal coverage in long-tailed datasets.
method Label-weighted conformal prediction for macro-coverage guarantees.
result Validated prediction sets with macro-coverage guarantees on large-scale image datasets.

Study examines how uncertainty visualization affects analyst trust in automated classification systems.

problem The impact of uncertainty on analyst trust in automated classification systems.
method Empirical study evaluating different active learning query policies and visualizations.
result Query policy significantly influences analyst trust in automated classification systems.

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.

Improved conformal prediction for better conditional coverage of classifier predictions.

problem Achieving exact conditional coverage in finite samples for prediction sets.
method Developed a variant of conformal prediction targeting coverage conditional on confidence and trust score.
result Empirically improved conditional coverage properties compared to standard conformal prediction.

Adaptive coverage policies improve conformal prediction accuracy.

problem Fixed coverage levels in traditional conformal prediction lead to uninformative predictions.
method Optimizes adaptive coverage policy using a neural network trained on leave-one-out calibration.
result Adaptive coverage policies produce more informative and flexible prediction sets.

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.

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.

Improves conditional coverage of regression models using conformal prediction.

problem Lack of conditional coverage guarantees in conformal prediction methods.
method Proposes a novel algorithm to train a regression function to improve conditional coverage after split conformal prediction.
result Establishes an upper bound for miscoverage gap and proposes an end-to-end algorithm to control it.

This study uses AI to analyze financial market coverage from YouTube videos.

problem Challenges in analyzing a large number of financial market videos.
method Used Whisper model to generate text from videos, applied natural language processing.
result Highlights dynamics of financial market coverage and identifies trending topics.

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.

New conformal prediction methods for long-tailed classification problems.

problem Rare classes are systematically omitted in existing conformal prediction methods.
method Introduced a new conformal score function and a new interpolation procedure.
result Smoothly trade off set size and class-conditional coverage.

New coverage conditions improve sample efficiency in online reinforcement learning.

problem Improving sample efficiency in online reinforcement learning with function approximation.
method Identifying and studying new coverage conditions for online reinforcement learning.
result Improved regret bounds achieved with new coverage conditions.

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…

2015-06-07abs ↗pdf ↗

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.

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

Adapts conformal prediction for missing data, ensuring valid coverage.

problem Uncertainty quantification with missing covariates.
method Proposes a reweighted conformal prediction procedure for handling missing values.
result Guaranteed Marginal Coverage and Mask-Conditional Validity for general missing data mechanisms.

Unified coverage analysis for linear off-policy evaluation in reinforcement learning.

problem Lack of a unified understanding of coverage parameters in linear off-policy evaluation.
method Developed a novel finite-sample analysis for LSTDQ algorithm, introducing feature-dynamics coverage.
result Unified understanding of coverage parameters in linear off-policy evaluation.

Study optimal policies under budget and coverage constraints.

problem Optimal policy learning with budget and coverage constraints.
method Combination of knapsack structure, affine threshold rule, linear programming relaxation, Greedy-Lagrangian (GLC), and rank-and-cut (RC) algorithms.
result GLC closely approximates the optimal solution and achieves near-optimal performance in finite samples; RC is approximately optimal under certain conditions.

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.

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.

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.

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 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.

Improved text summarization using belief propagation on weighted bipartite graphs.

problem Text summarization from a graph theory perspective.
method Generalized belief propagation algorithm for weighted bipartite graphs.
result Our algorithm outperforms greedy methods in text summarization tasks.

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.

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.

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.

Combining Bayesian deep learning and split conformal prediction affects out-of-distribution coverage.

problem Improving out-of-distribution coverage in multiclass image classification.
method Combining Bayesian deep learning with split conformal prediction methods.
result Combining methods can reduce out-of-distribution coverage in some cases.

New insights show coverage conditions are crucial for efficient online reinforcement learning.

problem The role of coverage conditions in determining sample complexity of offline reinforcement learning.
method Established a connection between coverage conditions and sample efficiency in online reinforcement learning.
result Coverability, a structural property of MDPs, enables sample-efficient exploration in online reinforcement learning.

Metric learning enhances combinatorial coverage metrics' ability to predict classification errors.

problem Dataset dependence of combinatorial coverage metrics in anticipating classification errors.
method Metric learning to improve latent space separation of data classes.
result Metric learning increases SDCCMs' ability to distinguish between correctly and incorrectly classified data.

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.

CPPO learns policies from partial offline data in MDPs with structural assumptions.

problem Offline Reinforcement Learning with partial coverage assumption.
method Constrained Pessimistic Policy Optimization (CPPO) using a function class and model class constraint.
result CPPO achieves PAC guarantee with partial coverage, learning competitive policies.

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.

Survey of reinforcement learning guarantees with data constraints.

problem Guaranteeing near-optimal policies with limited data in reinforcement learning.
method Coverage-Structure-Objective (CSO) framework to decompose sample complexity results.
result Progress on PAC guarantees for reinforcement learning, covering various models and settings.

An important factor to guarantee a fair use of data-driven recommendation systems is that we should be able to communicate their uncertainty to decision makers. This can be accomplished by constructing prediction intervals, which provide an intuitive measure of the limits of predictive performance. To support equitable…

2019-08-15abs ↗pdf ↗