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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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138276414552 · Jun 202019922001200920172026
48 results for prediction regions

Contrast uses normalizing flows to create precise prediction regions for multi-dimensional outputs.

problem Generating reliable prediction regions for multi-dimensional outputs in supervised and unsupervised learning.
method Contrast uses normalizing flows to define nonconformity scores based on distances in latent space, creating sharp prediction regions.
result Contrast maintains guaranteed coverage probability and outperforms existing methods in generating accurate prediction regions.

Conformal Prediction Regions match Imprecise Highest Density Regions under consonance.

problem Matching conformal prediction regions with highest density regions.
method Using consonance and the Imprecise Probability theory of clouds.
result Imprecise Highest Density Regions are equivalent to Conformal Prediction Regions under consonance.

SVM predicts regional rainfall with varying accuracy, best in central US.

problem Regional rainfall prediction for social and economic impact planning.
method Support Vector Machine (SVM) applied to sequences of daily rainfall maps.
result SVM predictions for central region outperform untrained classifier.

JANET improves time series prediction with adaptive uncertainty regions.

problem Time series data's lack of exchangeability and multi-step prediction challenges.
method Proposes JANET, a framework for joint adaptive prediction regions with controlled error rates.
result Demonstrates superior performance in multi-step prediction tasks across diverse datasets.

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.

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.

Proposes a method to apply conformal prediction to probabilistic time series forecasting models.

problem Obtaining accurate prediction regions for multi-step time series forecasting with probabilistic models.
method Conformalises conditional normalising flows to generate potentially disjoint prediction regions.
result Improves predictive efficiency in time series forecasting with multimodal distributions.

Proposes a recursive MPC scheme with probabilistic safety guarantees for uncertain dynamic systems.

problem Probabilistic safety guarantees for MPC in dynamic environments with unknown stochastic agents.
method Uses conformal prediction to derive high-confidence prediction regions and gradually relax safety constraints online.
result Ensures recursive feasibility of MPC schemes by relaxing safety constraints over time.

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.

New method uses conformalization to create classification regions from ambiguous labels.

problem Creating provable guarantees in classification with uncertain labels.
method Conformal methods applied to credal regions for classification problems.
result New method provides smaller and more disentangled prediction sets.

New methods improve prediction regions for high-dimensional data.

problem Creating effective prediction regions for high-dimensional data.
method CD-split and HPD-split methods that combine split method and data-driven partition.
result CD-split and HPD-split converge to oracle highest predictive density set and satisfy local and asymptotic conditional validity.

Proposes CPO framework for robust decision-making with explainable uncertainty regions.

problem Overly conservative uncertainty regions in data-driven optimization lead to suboptimal decisions.
method Conformal-Predict-Then-Optimize (CPO) framework using conditional generative models and visual summaries.
result Demonstrates improved robustness and explainability in decision-making.

Waldo method constructs valid confidence regions for simulator-based inference.

problem Constructing valid confidence regions for simulator-based inference with high-dimensional data.
method Reframes Wald test statistic and uses regression-based machinery for Neyman inversion.
result Waldo method produces conditionally valid and precise confidence regions.

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.

General predictive models do not provide a measure of confidence in predictions without Bayesian assumptions. A way to circumvent potential restrictions is to use conformal methods for constructing non-parametric confidence regions, that offer guarantees regarding validity. In this paper we provide a detailed descripti…

2016-09-19abs ↗pdf ↗

fMRI semantic category understanding using linguistic encoding models attempt to learn a forward mapping that relates stimuli to the corresponding brain activation. Classical encoding models use linear multi-variate methods to predict the brain activation (all voxels) given the stimulus. However, these methods essentia…

2018-11-26abs ↗pdf ↗

The lack of interpretability remains a barrier to the adoption of deep neural networks. Recently, tree regularization has been proposed to encourage deep neural networks to resemble compact, axis-aligned decision trees without significant compromises in accuracy. However, it may be unreasonable to expect that a single …

2019-08-13abs ↗pdf ↗

A new method improves efficiency of conformal prediction for ensemble models.

problem Efficiently estimating uncertainty for ensemble models without distributional assumptions.
method Proposes a multivariate score function to merge prediction regions of individual models, reducing conservatism.
result Demonstrates more efficient prediction regions compared to existing methods.

We derive Gaussian approximations for random forest predictions using region-based stabilization.

problem Improving the accuracy of random forest predictions for Poisson process data.
method Region-based stabilization and Malliavin-Stein method for multivariate Gaussian approximation.
result Established Gaussian approximation bounds for random forest predictions under Poisson process.

SOCP uses SOM to find groups and local calibration buffers for better regional coverage.

problem Heterogeneous regional coverage gaps in conformal prediction.
method Self-Organizing Map (SOM) for group discovery; local calibration buffers at BMU or fixed grid.
result Reduces regional coverage gaps on 7/8 benchmarks by 7.1%.

The study improves prediction regions for hierarchical data using a projection step.

problem Improving prediction regions for hierarchical multivariate data.
method Integrating a projection step in the split conformal prediction (SCP) procedure to reduce prediction regions.
result The resulting prediction regions are globally smaller under both joint and component-wise coverage objectives.

New methods for predicting compositional data using conformal prediction.

problem No well-established methods for constructing valid prediction sets in compositional data.
method Investigated three conformal prediction-based approaches for Dirichlet regression models.
result HDR approximation approach is robust in terms of coverage, while grid discretization reduces overcoverage.

Bayesian model averaging under predictor redundancy

problem Reporting Bayesian model averaging posterior without changing the Bayesian target
method Using hard or soft regions of support space
result Region reports often give shorter and clearer summaries while preserving the main posterior information

Paper defines ε-Safe Decision Regions for exponential family distributions and approximates them for unbalanced data.

problem Need probabilistic guarantees for reliable predictions in machine learning.
method Formalizes ε-Safe Decision Regions, proves their form for exponential family distributions, and develops Multi Cost SVM for unbalanced data.
result Formal definition and analytical determination of ε-Safe Decision Regions for exponential family distributions.

A new kernel-based nonconformity score improves multivariate prediction regions.

problem Tackling the challenge of compressing multivariate residual vectors into scalars while preserving geometric structure.
method Introducing a Multivariate Kernel Score (MKS) that decomposes into an anisotropic MMD, providing finite-sample coverage guarantees and convergence rates.
result The MKS produces prediction regions that explicitly adapt to geometric structure, reducing volume compared to ellipsoidal baselines.

Deep learning models, especially CNNs, can predict radio frequency power faster than traditional methods.

problem Accurate radio frequency power prediction for optimal transmitter location.
method Empirical analysis of deep learning models including CNNs and UNET variations for power prediction.
result Deep learning models, particularly CNNs, are effective and generalize well to new regions for power prediction.

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.

The paper proposes a new model for predicting and analyzing economic variables.

problem Predicting and analyzing economic variables in developed regions.
method Time-varying parameter global vector autoregressive (TVP-GVAR) framework combined with machine learning models.
result The proposed model provides high precision out-of-sample predictions and novel insights into economic variable connectedness.

Transfer Learning (TL) in Deep Neural Networks is gaining importance because in most of the applications, the labeling of data is costly and time-consuming. Additionally, TL also provides an effective weight initialization strategy for Deep Neural Networks . This paper introduces the idea of Adaptive Transfer Learning …

2018-10-30abs ↗pdf ↗

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.

FPPI selectively uses predictions to improve inference efficiency.

problem Improving statistical inference with limited labeled data and heterogeneous prediction quality.
method Filtered Prediction-Powered Inference (FPPI) framework.
result FPPI achieves strictly improved asymptotic efficiency compared to existing methods.

Paper introduces conformal prediction for reliable uncertainty quantification in landmark localization.

problem Systematic underestimation of total predictive uncertainty in landmark localization.
method Conformal prediction framework for multi-output regression, generating flexible prediction regions.
result Methods outperform existing approaches in validity and efficiency across 2D and 3D datasets.