arXiv Machine Learning

Conformal Prediction for Spatially Dependent Data via Sequential Whitening

arXiv Machine Learning
Sep 11

Conformal Calibration Transfer

Conformal Calibration Transfer addresses the challenge of applying conformal prediction when labeled calibration data is only available in a source space, while predictions are needed in a target space linked via unlabeled paired observations. The proposed Transported Conformal Calibration (TCC) method transports source calibration into the target domain and then corrects residual mismatches using only unlabeled target inputs, with two variants: TCC‑KS, which conservatively adjusts calibration based on a label‑free uncertainty surrogate, and weighted‑TCC, which reweights transported calibration for efficiency when weights are stable. Finite‑sample target‑domain coverage guarantees are provided, and experiments on CIFAR‑100‑C, Tiny‑ImageNet‑C, and SEN12MS demonstrate reliable coverage transfer without labeled target data, along with label‑free diagnostics to signal when correction is required.

By Achref Doula
arXiv Machine Learning
Aug 7

Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction

arXiv:2608. 06206v1 Announce Type: cross Abstract: Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscalibration, while exact distribution-free conditional coverage is finite-sample unattainable.

By Anton Conrad, Rustam Isaev, Denis Belomestny, Eric Moulines, Sergey Samsonov
arXiv Machine Learning
Jul 21

Isotonic Conformal Prediction

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 Machine Learning
6d ago

Co-optimization for Adaptive Conformal Prediction

arXiv:2603. 01719v2 Announce Type: replace-cross Abstract: In regression, conformal prediction often suffers from inefficiency under heteroscedasticity and skewness due to fixed, non-adaptive interval centering.

By Xiaoyi Su, Zhixin Zhou, Rui Luo
arXiv Statistics ML
Oct 28

Multi-Variable Conformal Prediction: Optimizing Prediction Sets using Multiple Calibration Variables

The paper introduces Multi-Variable Conformal Prediction (MCP), a framework that jointly optimizes and calibrates multiple prediction‑set parameters in a single optimization problem, thereby eliminating the need for a calibration data split while preserving finite‑sample coverage guarantees. Two tractable variants are proposed: RemMCP, which uses constrained optimization with constraint removal and generalizes split conformal prediction, and RelMCP, which employs penalized optimization with constraint relaxation and can handle non‑convex problems. Experiments on ellipsoidal and multi‑modal prediction sets show that both RemMCP and an adaptive version of RelMCP consistently achieve target coverage with lower variance across calibration runs and, in most cases, produce smaller or comparable prediction sets compared to baseline methods.

By Laura L\"utzow, Simone Garatti, Marco C. Campi, Lars Lindemann, Matthias Althoff
arXiv Machine Learning
Jul 14

Climate-Invariant Conformal Prediction Intervals for Multi-Horizon Solar and Wind Forecasting

arXiv:2607. 11470v1 Announce Type: cross Abstract: Reliable uncertainty quantification is essential for integrating solar and wind generation into modern power systems, where operators must weigh risk rather than act on point forecasts alone.

By Shreedhar Gangwar (B. R. Ambedkar National Institute of Technology, Jalandhar, India), Abhinav Bains (B. R. Ambedkar National Institute of Technology, Jalandhar, India), Banalaxmi Brahma (B. R. Ambedkar National Institute of Technology, Jalandhar, India)