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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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105210314419 · Jun 202019922001200920172026
48 results for validity guarantees

Develops methods for valid and validated confidence sets in multiclass and multilabel prediction.

problem Challenges of typical conformal prediction methods in multiclass and multilabel problems, especially uneven coverage.
method Leverages quantile regression to build methods that always guarantee correct coverage and asymptotically optimal conditional coverage, addressing label interactions with tree-structured classifiers.
result Empirical evaluation suggests more robust coverage of confidence sets.

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.

This work proposes validation diagnostics for SBI algorithms using Normalizing Flows.

problem Lack of appropriate validation methods for SBI algorithms with complex, high-dimensional data.
method Develops validation diagnostics based on Normalizing Flows with theoretical guarantees.
result Offers theoretical guarantees on consistency of NF-based estimators.

ConfHit provides valid guarantees for generative models without oracle access.

problem Reliable guarantees for novel candidate generation in generative models.
method Formalizes certification and refinement of generated sets, leveraging weighted exchangeability and density-ratio weighted conformal p-values.
result Consistently delivers valid coverage guarantees and compact certified sets across various generative tasks.

Proposes PFWCP for multi-agent tasks with privacy and validity guarantees.

problem Challenges in uncertainty quantification for multi-agent settings.
method Personalized federated weighted conformal prediction (PFWCP) combining local density ratio weighting and weighted quantile aggregation.
result Asymptotically valid coverage guarantees for each agent in heterogeneous settings.

Enhanced conformal methods improve validity of LLM outputs.

problem Lack of conditional validity and high false rejection rates in LLM validity guarantees.
method Adaptive conditional conformal procedure and improved scoring function differentiation.
result Demonstrated improved validity and utility on real datasets.

Meta-learning reduces set prediction size in conformal prediction for few-shot calibration.

problem Inefficient set prediction in conformal prediction for limited training data.
method Meta-learning approach using cross-validation-based conformal prediction.
result Meta-learning scheme reduces set prediction size and preserves formal guarantees.

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.

Posterior conformal prediction improves prediction interval validity for subgroups.

problem Marginal and conditional prediction interval validity for subgroups.
method Modeling conditional nonconformity score distribution as a mixture of cluster distributions.
result PCP produces tighter prediction intervals, especially for well-represented clusters.

A stability-based method selects the most desirable conformal prediction set.

problem Selecting the most desirable conformal prediction set from multiple valid sets invalidates coverage guarantees.
method A stability-based approach that ensures coverage for the selected prediction set.
result The stability-based approach maintains coverage guarantees for the selected prediction set.

Locally Valid and Discriminative prediction intervals for deep learning models.

problem Efficient and theoretically sound uncertainty quantification for deep learning models.
method Locally Valid and Discriminative prediction intervals (LVD) using kernel regression.
result Locally Valid and Discriminative prediction intervals (LVD) offer better performance and scalability compared to existing methods.

Chiseling finds valid subgroups interactively, improving on existing methods.

problem Finding valid subgroups with inferential guarantees in regression and causal inference.
method Interactive subgroup refinement with inferential validity guarantees.
result Chiseling identifies better subgroups than existing methods with inferential guarantees.

The paper develops time-uniform inference methods for stochastic approximation parameters.

problem Statistical inference for parameters in stochastic approximation problems.
method Analysis of averaged iterates convergence rates and construction of asymptotic confidence sequences.
result Valid asymptotic confidence sequences for parameters in stochastic approximation problems.

New framework ensures valid uncertainty estimates for any data stream changes.

problem Challenges of distribution shifts and adversarial actors in real-world data streams.
method Leveraging Blackwell approachability from game theory, the framework guarantees calibrated uncertainties for any compact space.
result Improves calibration and decision-making for energy systems.

Validates policies using past observational data with guarantees about out-of-sample performance.

problem Evaluating decision policies using past data observed under a different policy.
method Sample-splitting method to draw inferences about the entire loss distribution with finite-sample coverage guarantees.
result Valid inferences about out-of-sample loss with finite-sample coverage guarantees, accounting for model misspecifications.

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.

Paper develops new conformal prediction methods for sum or average of unknown labels.

problem Uncertainty quantification in joint distributions of random variables.
method Introduces novel conformal prediction methods for sum or average of unknown labels.
result Validates the proposed method for sum or average of unknown labels under permutation invariant assumptions.

Backward Conformal Prediction offers flexible control over prediction set sizes while ensuring coverage guarantees.

problem Providing reliable prediction sets with controlled sizes in applications like medical diagnosis.
method Defines a rule that constrains prediction set sizes based on observed data, adapting coverage levels.
result Maintains computable coverage guarantees while ensuring interpretable, well-controlled prediction set sizes.

New method tests conditional independence using spectral representations.

problem Untestable conditional independence in many settings.
method Spectral representations of partial covariance operators, bi-level contrastive learning.
result Asymptotic validity and power guarantees for CI testing.

Paper extends prediction-powered inference using conformal prediction for robust and valid imputation.

problem Safe use of black-box ML models for imputing missing data with strong guarantees.
method Connecting prediction-powered inference with conformal prediction for valid and additional guarantees.
result First general prediction-powered procedure for e-values operating off-line.

aLTT selects hyperparameters efficiently with statistical guarantees.

problem Statistical validity and efficiency in hyperparameter selection.
method Sequential data-dependent multiple hypothesis testing with early termination.
result Reduces testing rounds while maintaining statistical validity.

Improves decision tree performance by correcting split selection errors.

problem Invalid statistical guarantees in split selection for decision trees.
method Introduces anytime-valid inference to provide valid statistical guarantees.
result Provides anytime-valid control of false splits under arbitrary data streams.

The paper provides guarantees for clustering validity without distributional assumptions.

problem Validating clustering results without distributional assumptions.
method Generic method to obtain post-inference guarantees of near-optimality and stability for clustering.
result The guarantees do not depend on distributional assumptions but depend on the data set admitting a stable clustering.

Adaptive classification methods ensure correct prediction intervals.

problem Developing methods to ensure correct prediction intervals for classification problems.
method Specialized conformal inference techniques combining cross-validation+, jackknife+, and a novel conformity score.
result The methods provide guaranteed approximate conditional coverage for complex data distributions.

We solve ElasticNet regularization tuning across multiple instances with provable guarantees.

problem Tuning ElasticNet regularization coefficients across multiple problem instances.
method Characterized ElasticNet loss as a piecewise-rational function, derived structural complexity bounds, and showed generalization and online learning guarantees.
result First general learning-theoretic guarantees for ElasticNet tuning without strong data distribution assumptions.

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%.

Paper proposes a new method for predicting DER adoption with hierarchical guarantees.

problem Accurately predicting DER adoption in electric grids with uncertainty and spatial disparity.
method Multivariate Hawkes process for modeling DER adoption dynamics and split conformal prediction algorithm for hierarchical validity.
result Empirical evaluation shows superior predictive accuracy and uncertainty calibration compared to existing methods.

Bayesian online learning algorithm for one-pass data, achieving frequentist validity and uncertainty quantification.

problem Theoretical limitations in Bayesian online learning, especially in the one-pass setting.
method Proposed a new Bayesian online learning algorithm with a warm-start phase for the one-pass regime, establishing convergence rates and valid uncertainty quantification.
result The sequentially updated posterior attains optimal convergence rates and valid uncertainty quantification without diverging mini-batch sample sizes.

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.

Paper develops a method to predict spatial point processes with guarantees.

problem Predicting the number of events in space with uncertainty.
method Regularized method to learn spatial models with out-of-sample guarantees.
result Method provides valid prediction intervals even when model is misspecified.

We design a general framework for answering adaptive statistical queries that focuses on providing explicit confidence intervals along with point estimates. Prior work in this area has either focused on providing tight confidence intervals for specific analyses, or providing general worst-case bounds for point estimate…

2019-06-21abs ↗pdf ↗

The paper addresses errors in online selective conformal prediction and proposes new strategies to ensure valid inference.

problem Online selective conformal prediction's exchangeability issues and false coverage rate control problems.
method Evaluation and correction of existing calibration selection strategies, proposing new ones that preserve exchangeability.
result Novel calibration selection strategies ensure both selection-conditional coverage and FCR control.

Statsformer validates and adapts LLM-derived semantic priors for improved supervised learning.

problem Unreliable semantic priors from LLMs can degrade supervised learning performance.
method Adapts LLM-derived feature scores into a family of learner-specific prior-injection mechanisms, calibrating their influence using out-of-fold validation.
result Improves prediction performance by adaptively downweighting unreliable LLM priors, ensuring a guardrailed statistical learning system.

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.

The study assesses external validity by evaluating worst-case treatment effects across subpopulations.

problem Underrepresentation of marginalized groups and limited study populations.
method Develops a semiparametrically efficient estimator for worst-case treatment effects (WTE) and uses cross-fitting to guard against brittle findings.
result The proposed framework guards against invalid findings due to unanticipated population shifts.