arXiv:2606. 31915v1 Announce Type: cross Abstract: While conformal prediction provides a general framework for uncertainty quantification in predictive inference, its application is often limited by computational cost.
By Jiachen Cong, Jingbo Liu
arXiv:2608. 17333v1 Announce Type: cross Abstract: Modern probabilistic time-series forecasters often express uncertainty through forecast samples.
By Baishi Li, Kelvin J. L. Koa, Ke-Wei Huang
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:2607. 10008v1 Announce Type: cross Abstract: We introduce a new conformal prediction method that constructs calibrated prediction sets over collections of spatial events, such as tropical cyclone genesis and earthquake locations.
By Collin Nill, Trevor Harris, Jason Adams
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:2508. 13362v2 Announce Type: replace Abstract: Conformal prediction (CP) is well-suited for uncertainty quantification in time series forecasting due to its distribution-free coverage guarantees.
By Ruipu Li, Daniel Menacho, Alexander Rodr\'iguez
arXiv:2606. 09923v1 Announce Type: cross Abstract: Neural operators such as the Fourier Neural Operator (FNO) have emerged as powerful surrogates for solving partial differential equations (PDEs), achieving speedups of several orders of magnitude over traditional numerical solvers.
By Michael Chin
arXiv:2607. 23165v1 Announce Type: cross Abstract: We propose ABF-T-GLCP, a model-agnostic framework for forecasting and uncertainty quantification in nonstationary multivariate time series.
By Ziling Ma, Junshu Jiang, \'Angel L\'opez-Oriona, Ying Sun, Hernando Ombao
arXiv:2602. 14913v2 Announce Type: replace Abstract: Conformal prediction (CP) offers distribution-free marginal coverage guarantees under an exchangeability assumption, but these guarantees can fail if the data distribution shifts.
By Farbod Siahkali, Ashwin Verma, Vijay Gupta
arXiv:2606. 08654v1 Announce Type: new Abstract: In this paper, we propose a perturbation-based conformal prediction framework for uncertainty quantification in operator learning, with a focus on the 2D Navier--Stokes equations.
By Weinan Wang, Bowen Gang, Hao Deng
arXiv:2607. 16675v1 Announce Type: cross Abstract: A point prediction that is well calibrated on average can still be systematically biased conditional on its own value, undermining its use in downstream decision-making.
By Daniel Bensimon, Sean Xiang Yu, Eric D. Kolaczyk, Archer Y. Yang
arXiv:2606. 15950v1 Announce Type: cross Abstract: Conformal prediction gives prediction intervals with finite-sample coverage when the data are exchangeable.
By Jeffery Opoku, David Banahene