arXiv:2508.10336v3 Announce Type: replace-cross
Abstract: In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of Gibbs and Cand\`es (2021). For any given poi...
By Pierre Humbert, Ulysse Gazin, Ruth Heller, Etienne Roquain
The paper introduces HACK GPs, a method that treats kernel selection for Gaussian Processes as an online learning problem with expert advice. Each candidate kernel is viewed as a GP expert, and a distribution over these experts is updated online using AdaHedge based on a loss that reflects both function fit and task alignment. Two variants—Mixture of Gaussians and categorical sampling—are presented, with theoretical guarantees that the weight concentrates on the best kernel under a loss‑gap condition, and empirical results show robust performance across Bayesian optimization, level set estimation, and Bayesian active learning compared to standard kernels and simple ensembles.
By Kavin Aravindan, Mani Tej Sriram, Gautam Dasarathy, Tejas Bodas
arXiv:2605. 14953v2 Announce Type: replace Abstract: We address the problem of conformal selection, where an agent must select a minimal subset of options to ensure that at least one ``success'' is identified with a pre-specified target probability $\phi$.
By Sreenivas Gollapudi, Kostas Kollias, Kamesh Munagala, Ali Sinop
arXiv:2604. 06464v2 Announce Type: replace Abstract: Conformal prediction provides distribution-free prediction intervals with finite-sample coverage guarantees, and recent work by Snell \& Griffiths reframes it as Bayesian Quadrature (BQ-CP), yielding powerful data-conditional guarantees via Dirichlet posteriors over thresholds.
By Xiayin Lou, Peng Luo
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: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