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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.

169,181 papers · 148 categories

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173347520693 · Jun 202019922001200920182026
48 results for valid prediction regions

The paper aggregates predictions from multiple undisclosed datasets using conformal prediction.

problem Making valid predictions from multiple non-disclosed datasets without data sharing.
method Each dataset uses a transductive conformal predictor independently, and predictions are aggregated.
result The method produces valid and less variable aggregated predictions.

New measures for prediction validity and consonant plausibility introduced.

problem Challenges in predicting future observations and quantifying prediction uncertainty.
method Introducing Type-2 validity and using consonant plausibility measures and conformal prediction.
result Achieving both Type-1 and Type-2 validity through consonant plausibility measures and conformal prediction.

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%.

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.

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.

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.

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 ↗

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 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.

FreB protocol uses AI to infer hidden parameters with valid confidence regions.

problem Generating biased or overconfident conclusions from AI-generated posterior distributions.
method Frequentist-Bayes (FreB) protocol reshapes AI-generated posterior distributions into valid confidence regions.
result FreB provides valid confidence regions that consistently include true parameters with expected probability.

Proposes a method to quantify the reliability of salient regions in deep learning models using p-values.

problem Difficulty in assessing the reliability of saliency maps generated by deep learning models.
method Proposes a selective inference framework to quantify the reliability of salient regions as selected hypotheses by deep learning models.
result The method can provably control the probability of false positive detections of salient regions.

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.

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.

TRACE improves conformal prediction for multi-dimensional outputs.

problem Challenges in constructing valid and informative conformal prediction regions for multi-dimensional outputs.
method TRACE uses transport alignment in diffusion and flow matching models to define nonconformity scores.
result TRACE yields valid and adaptive conformal prediction regions for multimodal and non-convex distributions.

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

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.

StackNet predicts fluid intelligence from brain images of adolescents.

problem Predicting fluid intelligence in adolescents using brain imaging.
method Feature extraction, normalization, denoising, selection, StackNet architecture, 11 models, 3 layers, 10-fold cross-validation.
result StackNet achieves mean squared errors of 82.42 on training/validation and 94.25 on testing.

Bayesian optimization selects wavelengths for sugar content estimation in NIR spectroscopy.

problem Improving prediction accuracy and interpretability of spectral data for sugar content estimation.
method Formulated as a binary black-box optimization problem, proposed method uses Bayesian optimization with a sparse quadratic surrogate model and Thompson sampling.
result Improves prediction accuracy of partial least squares regression and yields more consistent wavelength regions.

The paper tackles time series data by applying conformal prediction with nearest neighbors.

problem Time series data violates the exchangeability assumption required for conformal prediction.
method The approach uses the nearest neighbors method with fast parameter tuning and weighted nearest neighbors (FPTO-WNN) to construct reliable prediction intervals.
result Data analysis shows the effectiveness of the proposed approach.

Unified approach to structured prediction combining entropy regularization and neuro-symbolic logic.

problem Structured prediction challenges due to large output spaces and insufficient labeled data.
method Neuro-symbolic entropy regularization loss that restricts entropy regularization to valid structures.
result Models predict more accurately and are more likely to be valid.

Neural optimal transport improves multivariate conformal prediction.

problem Multivariate quantile regression challenges and existing methods ignore joint distribution geometry.
method Combines neural optimal transport with amortized optimization for efficient training and faster inference.
result Constructs tighter and more informative predictive regions for multivariate conformal prediction.

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.

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region. Unlike existing local partitioned GP approaches, we introduce a technique for patc…

2017-01-23abs ↗pdf ↗

Deep learning predicts availability of mobile crowdsourced services spatially and temporally.

problem Predicting the availability of mobile crowdsourced services in space and time.
method Two-stage prediction model: clustering services into regions, then forecasting availability duration using time series.
result Effectiveness validated through multiple experiments.

Proposes a new framework for deep learning conditional mean estimation with confidence regions.

problem Lack of asymptotic properties in deep nonparametric regression models.
method Transforms deep estimation into conditional diffusion model for conditional mean estimation.
result Developed end-to-end convergence rate and asymptotic normality for conditional diffusion model.

A new framework optimizes fMRI and behavioral data for better understanding of Autism.

problem Linking complex fMRI data to behavioral measures is challenging.
method Coupled manifold optimization framework projecting fMRI onto a shared manifold and mapping to behavioral measures.
result Framework outperforms traditional methods in predicting clinical severity of Autism.

JAPAN uses flow-based models to create adaptive prediction areas with better coverage guarantees.

problem Inadequate prediction areas from existing conformal prediction methods, especially for multimodal distributions.
method JAPAN employs density-based conformity scores using flow-based models to construct context-adaptive prediction areas.
result JAPAN produces more accurate and context-adaptive prediction areas compared to existing methods.

Study combines variational inference and transformers for seasonal climate predictions.

problem Lack of robust seasonal predictions due to limited historical records and computational constraints.
method Combines variational inference with transformer models trained on climate model output.
result Method provides skilful predictions beyond climate change-induced trends in various 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.

A new method improves quantile regression for high-dimensional data.

problem Handling heteroscedastic, multimodal, or skewed data in quantile regression.
method Dynamic prototypes-based probability density estimation with conformalized high-density quantile regression.
result Enhanced prediction regions with valid coverage guarantees and scalability to higher dimensions.

DFFL tackles federated learning with heterogeneous objectives and constraints.

problem Federated learning with clients having different objectives and feasible regions.
method Derived heterogeneity bounds for cost-vector distances and support-function/shape-distance terms. Lifted pointwise bounds to local-versus-federated excess-risk comparison.
result Federation is beneficial when the statistical advantage of pooling exceeds a client-specific heterogeneity penalty.