arXiv:2303. 08777v3 Announce Type: replace-cross Abstract: Cross-validation is one of the most widely used tools for risk estimation and model selection in statistics and machine learning, yet its theoretical properties when embedded in a learning procedure remain insufficiently understood.
By Diego Marcondes, Cl\'audia Peixoto
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:2603. 20388v2 Announce Type: replace-cross Abstract: We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by $n$-fold cross-validation (CV).
By Karun Adusumilli, Maximilian Kasy, Ashia Wilson
arXiv:2408. 08998v4 Announce Type: replace-cross Abstract: Recent advances in machine learning have significantly improved prediction accuracy in various applications.
By Yan Sun, Pratik Chaudhari, Ian J. Barnett, Edgar Dobriban
arXiv:2608. 08424v1 Announce Type: cross Abstract: Conformal changepoint localization turns any score into a confidence set for the changepoint with finite-sample coverage.
By Chenchen Peng, Mixia Wu, Qijing Yan, Zhiqi Shen, Jie Zhang
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