arXiv Statistics ML

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.

arXiv Statistics ML
6d ago

Isotonic Conformal Inference

arXiv:2607.16675v2 Announce Type: replace Abstract: A predictor with small overall bias can still exhibit systematic bias conditional on its predicted value, limiting its reliability for downstream u...

By Daniel Bensimon, Zhiquan Liu, Sean X. Yu, Eric D. Kolaczyk, Archer Y. Yang
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 Machine Learning
Jul 1

Conformalized Regression for Continuous Bounded Outcomes

arXiv:2507. 14023v2 Announce Type: replace-cross Abstract: Regression problems with bounded continuous outcomes frequently arise in statistical and machine learning applications, such as the analysis of rates and proportions.

By Zhanli Wu, Fabrizio Leisen, F. Javier Rubio
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 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 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
Jul 7

Robust Bayes-Assisted Conformal Prediction

arXiv:2607. 04236v1 Announce Type: cross Abstract: Bayes-assisted conformal prediction combines the strengths of Bayesian modelling with exact, distribution-free frequentist coverage guarantees.

By Kianoosh Ashouritaklimi, Stefano Cortinovis, Fran\c{c}ois Caron
arXiv Machine Learning
Jul 9

Approximate full conformal prediction in an RKHS

arXiv:2601. 13102v3 Announce Type: replace-cross Abstract: Full conformal prediction is a framework that implicitly formulates distribution-free confidence prediction regions for a wide range of estimators.

By Davidson Lova Razafindrakoto, Alain Celisse, J\'er\^ome Lacaille
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