arXiv Machine Learning

Locally Adaptive Conformal Inference for Operator Models

arXiv:2507. 20975v5 Announce Type: replace-cross Abstract: Operator models are regression algorithms between Banach spaces of functions.

arXiv Machine Learning
Sep 15

Noise-Adaptive Conformal Classification with Marginal Coverage

arXiv:2501.18060v2 Announce Type: replace-cross Abstract: Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated pr...

By Teresa Bortolotti, Y. X. Rachel Wang, Xin Tong, Alessandra Menafoglio, Simone Vantini, Matteo Sesia
arXiv Statistics ML
Sep 1

Elements of Conformal Prediction

arXiv:2603.23923v2 Announce Type: replace-cross Abstract: Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution an...

By Matteo Sesia, Stefano Favaro
arXiv AI
Aug 19

SPACE: Sample-cloud Predictive Adaptive Conformal Ellipsoids for Multivariate Time-Series Forecasting

SPACE is a conformal wrapper that creates ellipsoidal joint prediction regions for multivariate time‑series forecasts by estimating time‑local covariance directly from the current forecast sample cloud. It calibrates the region’s radius using a dynamic backward window‑selection scheme, avoiding reliance on historical residuals. Experiments on diverse datasets show that SPACE improves joint and rolling coverage, achieving better coverage‑efficiency tradeoffs than existing wrappers.

By Baishi Li, Kelvin J. L. Koa, Ke-Wei Huang
arXiv Machine Learning
Jun 3

Set-Preserving Calibration from Conformal P-Values to E-Values

arXiv:2606. 03600v1 Announce Type: cross Abstract: Standard conformal prediction (CP) procedures are typically formulated in terms of p-values, but reliance on p-values alone limits flexibility, for example, when combining dependent evidence across models or data splits.

By Nabil Alami, Jad Zakharia, Souhaib Ben Taieb
arXiv Machine Learning
Sep 14

Physics-Informed Conformal Prediction: Embedding PDE Consistency into Distribution-Free Uncertainty Quantification for Neural Operators

Physics-Informed Conformal Prediction (PI‑CP) embeds PDE residuals into the nonconformity score of split conformal prediction, yielding distribution‑free prediction intervals with provable coverage that adapt spatially to physics violations. The method demonstrates consistent 89‑91% coverage across six physics scenarios, outperforming MC Dropout and Deep Ensembles, while Fourier Neural Operators (FNO) achieve superior accuracy over CNN and DeepONet. Additionally, the authors prove that FNO’s translation equivariance limits its ability to solve PDEs with Dirichlet boundary conditions, and show that adding coordinate channels can reduce error by up to 63×.

By Michael Chin