We propose the data augmented bootstrap (DAB), a framework for constructing confidence intervals from approximately invariant transformations of the data. As special cases, DAB recovers popular methods that rely on exact group symmetries, such as conformal prediction, wild bootstrap for Maximum Mean Discrepancy U-statistics and the recently proposed SymmPI.
arXiv:2606. 09049v1 Announce Type: cross Abstract: We propose the data augmented bootstrap (DAB), a framework for constructing confidence intervals from approximately invariant transformations of the data.
arXiv:2606. 24418v1 Announce Type: new Abstract: Data augmentation is a simple and model-agnostic approach for exploiting known invariances in learning problems.
arXiv:2505. 08784v2 Announce Type: replace-cross Abstract: As machine learning (ML) enters high-stakes domains, trustworthy uncertainty quantification (UQ) is essential for safety.
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.
arXiv:2602. 01733v3 Announce Type: replace-cross Abstract: Conformal Prediction (CP) provides a statistical framework for uncertainty quantification that constructs prediction sets with coverage guarantees.
arXiv:2606. 27269v1 Announce Type: cross Abstract: Reliably quantifying predictive uncertainty is difficult for complex, high-dimensional, or misspecified models.
arXiv:2601. 21455v2 Announce Type: replace-cross Abstract: Conformal prediction(CP) has become a cornerstone of distribution-free uncertainty quantification, conventionally evaluated by its coverage and interval length.
arXiv:2607. 15823v1 Announce Type: cross Abstract: We study aggregation of statistical evidence under unknown and potentially complex dependence using group-invariance.
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.
arXiv:2607. 06690v1 Announce Type: cross Abstract: Finance, sensing, and demand streams violate the exchangeability that IID conformal prediction and the IID bootstrap assume, and existing libraries implement either a general resampling engine or conformal calibration without the other.
arXiv:2606. 00419v1 Announce Type: cross Abstract: Uncertainty quantification (UQ) is critical for the deployment of machine learning predictors in real-world scenarios where the data distribution may shift over time (i.
arXiv:2406. 13944v2 Announce Type: replace-cross Abstract: This paper establishes the generalization error of pooled min-$\ell_2$-norm interpolation in transfer learning, where data from diverse distributions are available.