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
Aug 28

A Unified Descriptive-Complexity Framework for Model Selection under Correlated Designs

The paper introduces the Descriptive‑Complexity Information Criterion (DCIC), a new framework for selecting models when predictors are highly correlated and the model class is uncertain. DCIC uses Kraft‑admissible code lengths to regularize large collections of candidate models, achieving selection consistency under sub‑Weibull noise without requiring RIP‑type conditions and providing non‑asymptotic oracle risk bounds even when the model is misspecified. The approach also unifies heterogeneous model classes on a common complexity scale, enables class–model recovery under identifiability conditions, and offers a complexity‑guided search path that balances computational effort with statistical accuracy, as demonstrated by numerical experiments.

By Yanhang Zhang, Wei Liu, Yuhong Yang