arXiv:2602. 13848v2 Announce Type: replace Abstract: We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting.
By Shalev Shaer, Yarin Bar, Drew Prinster, Yaniv Romano
arXiv:2607. 08347v1 Announce Type: cross Abstract: Active testing provides a label--efficient approach to risk estimation by adaptively selecting which test points should be labelled.
By Kianoosh Ashouritaklimi, Valentin Kilian, Daolang Huang, Tom Rainforth, Fran\c{c}ois Caron
arXiv:2505. 04608v5 Announce Type: replace-cross Abstract: Responsibly deploying artificial intelligence (AI) / machine learning (ML) systems in high-stakes settings arguably requires not only proof of system reliability, but also continual, post-deployment monitoring to quickly detect and address any unsafe behavior.
By Drew Prinster, Xing Han, Anqi Liu, Suchi Saria
arXiv:2607. 22985v1 Announce Type: cross Abstract: Conformalized selection has been widely applied to select high-quality candidates from large datasets with rigorous uncertainty quantification, such as reliable labeling, drug discovery, and the alignment of large language models.
By Chengyao Yu, Hongxin Wei, Bingyi Jing
arXiv:2606. 14506v1 Announce Type: cross Abstract: Understanding how a prediction model will perform in a new environment before deployment is essential to preventing harm when algorithms inform decision-making.
By Annie Ulichney, Amanda Coston
Active testing provides a label--efficient approach to risk estimation by adaptively selecting which test points should be labelled. However, existing estimators fail to exploit the informative predictions of powerful black--box models, even though such predictions are increasingly available in settings where labels remain expensive.
arXiv:2608. 00701v1 Announce Type: cross Abstract: Reweighting source samples to match a target covariate distribution is a standard response to distribution shift when generalizing evidence from one population to another.
By Ying Jin, Ying Jin, Dominik Rothenh\"ausler
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.
By Mingxuan Yi, Vidal Mehra, Jing Chen, John Cartlidge
arXiv:2608. 15783v1 Announce Type: cross Abstract: In transfer-learning settings, a model derived from abundant surrogate labels may be deployed in a target population where gold-standard outcomes are unobserved.
By Longtian Shi, Molei Liu, Doudou Zhou
arXiv:2606. 07789v1 Announce Type: new Abstract: Data stream mining is fundamentally challenged by concept drift, where distributional changes can degrade model performance.
By Vitor Cerqueira, Heitor Murilo Gomes, Marco Heyden, Bernhard Pfahringer, Albert Bifet
arXiv:2511. 04275v2 Announce Type: replace-cross Abstract: Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption.
By Jungbin Jun, Ilsang Ohn
arXiv:2601. 15036v4 Announce Type: replace Abstract: Factorizable joint shift (FJS) represents a type of distribution shift (or dataset shift) that comprises both covariate and label shift.
By Dirk Tasche