arXiv Machine Learning

Conformalized Physics-Informed Weak Regression for Parameter Estimation in Epidemic Models

The paper introduces physics-informed weak regression (PIWR) for estimating parameters in compartmental epidemic models, avoiding the need for data derivatives and jointly estimating initial states. PIWR, combined with split conformal prediction, provides distribution‑free uncertainty intervals with finite‑sample coverage guarantees. Across eleven benchmark models and real influenza outbreak data, PIWR achieves orders of magnitude higher accuracy than existing physics‑informed neural networks while delivering calibrated confidence bands in under two minutes per fit.

arXiv Machine Learning
Oct 23

Prediction Uncertainty Controlled Computer Model Calibration

The paper introduces a two‑layer framework for computer‑model calibration that directly controls predictive miscoverage. First, a conditional flow‑matching model learns an amortized posterior for calibration parameters using simulator outputs perturbed with Gaussian‑process discrepancies. Second, conformal risk control arranges posterior draws into nested candidate sets and selects the smallest set whose fixed‑rank pointwise bands achieve a prescribed time‑averaged miscoverage on a synthetic calibration sample. The method yields bands that are about 20% the width of traditional KOH‑MCMC bands while maintaining near‑nominal miscoverage, and when applied to an age‑structured SEIR model of the 2010 Malawi measles outbreak, the bands are sharper and highlight structural inadequacies in the mechanistic model.

By Ryan Heejoon Byun, Dayeon Yoon, Won Chang
arXiv Statistics ML
Oct 23

Multiply Robust Conformal Risk Control with Coarsened Data

The paper introduces two new methods for conformal prediction when training data are coarsened or partially missing. Robust Split Prediction (RSP) extends doubly robust estimating equations to general coarsening patterns, producing multiply robust prediction sets. Robust Split Conformal Prediction (RSCP) combines semiparametric theory with conformal risk control by fixing a preliminary threshold estimate to restore monotonicity, enabling higher‑order bias‑controlled coverage guarantees. The authors provide theoretical results for various missingness scenarios and demonstrate the methods with simulations and a rheumatoid‑arthritis study.

By Manit Paul, Arun Kumar Kuchibhotla, Eric J. Tchetgen Tchetgen
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
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
arXiv Machine Learning
Jul 1

On Optimal Data Splitting for Split Conformal Prediction

arXiv:2606. 31600v1 Announce Type: cross Abstract: Conformal prediction and its variants, including the split conformal prediction, provide a distribution-free framework for uncertainty quantification by constructing prediction intervals or sets with finite-sample coverage guarantees.

By Sayan Das, Bahram Yaghooti, Todd A. Kuffner, Soumendra N. Lahiri
arXiv AI
Sep 18

Physical knowledge on historical data matters more than enforcing physical constraints on the forecast

The paper introduces a Physics Informed Recurrent Neural Network (PIRNN) that simultaneously predicts target time series and unobservable intermediate physical variables, enhancing robustness and interpretability. It adapts to any physical model with multiple equations and variables, demonstrated on groundwater level predictions using the Gardenia model. Experiments on twelve real‑world datasets show PIRNN outperforming several neural network baselines and the Gardenia model, with an ablation study confirming the value of physical knowledge.

By Etienne Lehembre (CA, LIFO), Pascal Audigane (BRGM), Vincent Nguyen (LIFO), Christel Vrain (LIFO, CA), Thi-Bich-Hanh Dao (LIFO, CA)
arXiv Machine Learning
Sep 10

Conformalized Super Learner

arXiv:2604.22391v2 Announce Type: replace-cross Abstract: The Super Learner (SL) is a widely used ensemble method that combines point predictions from a library of learners based on their predictive...

By Zhanli Wu, Fabrizio Leisen, Miguel-Angel Luque-Fernandez, F. Javier Rubio
arXiv Machine Learning
Jul 21

Differentiable latent structure discovery for interpretable forecasting in clinical time series

arXiv:2604. 27967v2 Announce Type: replace Abstract: Background: We introduce StructGP, a continuous-time multi-task Gaussian process that couples process convolutions with differentiable structure learning to uncover a sparse, ordered directed acyclic graph (DAG) of inter-variable dependencies while preserving principled uncertainty.

By Ivan Lerner, Jean Feydy, Alexandre Kalimouttou, Anita Burgun, Francis Bach