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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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306089119 · Jun 202619922001200920172026
48 results for split conformal

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 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.

Optimizes data splitting for shorter conformal prediction intervals.

problem Minimizing prediction interval length while maintaining coverage.
method Theoretical framework for optimal data splitting in split conformal prediction.
result Analytical characterizations of length-optimal split ratios in various settings.

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.

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.

MCP extends conformal prediction to vector-valued score functions without data splitting.

problem Fixed prediction set shapes in scalar score functions limit coverage guarantees.
method MCP uses a single optimization problem for prediction set design and calibration, eliminating data splitting.
result RemMCP and RelMCP achieve target coverage with smaller or comparable prediction set sizes, reducing variance.

Exact distribution of split conformal prediction coverage found.

problem Determining the reliability of prediction sets in batch mode.
method Analysis of exchangeable data to find universal distribution of empirical coverage.
result Exact distribution of empirical coverage is universal and determined by nominal miscoverage level and calibration sample size.

LoBoost improves local conformal prediction for gradient-boosted trees without extra data splits.

problem Quantifying uncertainty in gradient-boosted tree predictions.
method Model-native local conformal prediction using leaf structure.
result Competitive interval quality and improved test MSE with large calibration speedups.

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 ↗

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.

CAOS aggregates multiple one-shot predictors for efficient uncertainty quantification.

problem Lack of principled uncertainty quantification in one-shot prediction.
method CAOS, a conformal framework that aggregates multiple one-shot predictors and uses a leave-one-out calibration scheme.
result CAOS produces smaller prediction sets with reliable coverage compared to split conformal baselines.

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.

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.

New classification of conformal structures with maximal G2G_2 symmetry.

problem Classifying conformal structures with maximal G2G_2 symmetry.
method Complete local classification of homogeneous 4D split-conformal structures.
result Established a complete local classification of conformal structures with maximal G2G_2 symmetry.

TA-CQR predicts regression intervals with exact coverage, splitting miscoverage between endpoints.

problem Predicting regression intervals with exact coverage under reporting constraints.
method TA-CQR uses tail allocation to parameterize the oracle, estimating the allocation by searching quantile cores and applying nonnegative additive split-conformal calibration.
result TA-CQR achieves exact finite-sample marginal coverage under exchangeability, with theoretical guarantees on calibration and length.

The classical Patterson-Walker construction of a split-signature (pseudo-)Riemannian structure from a given torsion-free affine connection is generalized to a construction of a split-signature conformal structure from a given projective class of connections. A characterization of the induced structures is obtained. We …

2016-04-28abs ↗pdf ↗

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.

Moitvated in part by [3], in this note we obtain a rigidity result for globally hyperbolic vacuum spacetimes in arbitrary dimension that admit a timelike conformal Killing vector field. Specifically, we show that if M is a Ricci flat, timelike geodesically complete spacetime with compact Cauchy surfaces that admits a t…

2017-12-03abs ↗pdf ↗

Differentially private conformal prediction improves statistical efficiency.

problem Quantifying uncertainty in private data analysis.
method Introducing differential conformal prediction and developing Differentially Private Conformal Prediction (DPCP).
result DPCP produces tighter prediction sets than existing private split conformal approaches.

A new method for predicting insurance claims with statistical guarantees.

problem Creating accurate prediction intervals for insurance claims.
method Model-agnostic framework using split conformal prediction for frequency-severity modeling.
result Shows effectiveness on simulated and real datasets using various models.

Proposes a new method to minimize non-singleton predictions in conformal prediction.

problem Large prediction sets in conformal prediction are costly and inefficient.
method Introduces a new nonconformity score to minimize non-singleton sets and provides an algorithm to compute it efficiently.
result The proposed Singleton-Optimized Conformal Prediction (SOCOP) method increases singleton frequency by over 20% compared to standard scores, with minimal impact on average set size.

Modified jackknife method improves predictive inference for time series data.

problem Lack of exchangeability and temporal dependence in time series data.
method Leave-a-window-out (LWO) method modification of the jackknife.
result LWO method achieves valid coverage in time series models with mild temporal dependence.

Inspired by the results in a recent paper by G. Galloway and C. Vega (see arXiv:1712.00785), we investigate a number of geometric consequences of the existence of a timelike conformal Killing vector field on a globally hyperbolic spacetime with compact Cauchy hypersurfaces, especially in connection with the so-called B…

2018-10-07abs ↗pdf ↗

New order defined for conformal classes, impacts Bartnik's conjecture.

problem Bartnik's conjecture and its implications under different energy conditions.
method Defined a new order on conformal classes and analyzed implications under null energy condition.
result The null energy condition can lead to future complete metrics in any dimension.

Study on Kähler manifolds with non-negative mixed curvature, proving splitting and structure theorems.

problem Investigating properties of Kähler manifolds with specific curvature conditions.
method Conformal perturbation method.
result Established structure and splitting theorems for Kähler manifolds with non-negative mixed curvature.

The study examines conditions that prevent null geodesic lines in spacetimes, impacting cosmological geometry.

problem Preventing the existence of null geodesic lines in spacetimes.
method Identifying geometric conditions on foliations of spacetimes that prevent null geodesic lines, especially for spacetimes with compact Cauchy hypersurfaces.
result Conditions on foliations can prevent null geodesic lines, leading to restrictions on cosmological spacetime geometry.

SConU improves uncertainty prediction for large models by testing for outliers and reducing miscoverage.

problem Real-world deployment of large language models requires reliable guarantees of task-specific metrics.
method SConU implements significance tests to identify and exclude outliers that violate exchangeability assumptions.
result SConU reduces miscoverage rates and enhances prediction efficiency in high-stakes tasks.

Split conformal prediction works well for time series despite temporal dependence.

problem Uncertainty quantification for time series predictions with past data.
method Split conformal prediction method for time series data with predictors having memory.
result Theoretical bounds on coverage probability for split conformal prediction in time series with memory.

Skew-adaptive method improves prediction intervals for regression.

problem Improving prediction intervals for regression models, especially in cases of skewness and varying scales.
method Develops a skew-adaptive extension of split conformal prediction using an asymmetric interval family and gauge approach.
result Preserves marginal validity and adapts to local scale and skewness, with efficiency gains over existing methods.

Minimal TIP and TIF found in compact spacetimes, impacting spacetime splitting.

problem Understanding the global structure of spacetimes with compact Cauchy surfaces.
method Analysis of Terminal Indecomposable Past (TIP) and Future (TIF) sets in spacetimes with compact Cauchy surfaces.
result In a spacetime with compact Cauchy surfaces, there is always at least one minimal TIP and one minimal TIF.

The holonomy of the ambient metrics of Nurowski's conformal structures associated to generic real-analytic 2-plane fields on 5-manifolds is investigated. It is shown that the holonomy is always contained in the split real form G_2 of the exceptional Lie group, and is equal to G_2 for an open dense set of 2-plane fields…

2011-09-15abs ↗pdf ↗

New method for conformal prediction under Markovian data reduces coverage gap.

problem Reducing coverage gap in conformal prediction for Markovian data.
method Split Conformal Prediction method adapted to Markovian data, with K-split CP for improved performance.
result Coverage gap typically scales as √(t_mix * ln(n) / n) for general Markov chains, and can be reduced to t_mix / (n * ln(n)) with K-split CP.

Modified construction for conformal structures with twistor spinors.

problem Geometric construction and characterization of conformal structures.
method Geometric construction and characterization of 2n2n-dimensional split-signature conformal structures.
result Explicit geometrically constructed Fefferman-Graham ambient metric with vanishing QQ-curvature.