Occupancy-based Quantile Risk Control (OQRC) is a new method that extends conformal risk control to quantile-based risk measures. It partitions the loss space using ordered calibration losses, estimates the distribution of test losses in each bin, and upper-bounds the risk by the maximum loss per bin. The approach guarantees finite-sample validity, achieving tight risk control bounds that converge at a rate of σ(n^{-1/2}) and reducing the risk gap by up to 78.64% in experiments.
By Zihao Shi, Huajun Xi, Bingyi Jing, Hongxin Wei
arXiv:2609. 13040v1 Announce Type: new Abstract: We study loss-based filtering for finite-sum optimization with a subset of corrupted component functions whose gradients may be highly unreliable.
By Jamie Haddock, Anna Ma, Elizaveta Rebrova
arXiv:2510. 07750v3 Announce Type: replace-cross Abstract: Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient protection or overly conservative and costly solutions.
By Wenbin Zhou, Shixiang Zhu
arXiv:2609.24929v1 Announce Type: cross
Abstract: In this paper, we study nonasymptotic $L^p$ error bounds for interval length and conditional coverage in split conformalized quantile regression (CQR...
By Rustam Isaev, Anton Conrad, Denis Belomestny, Eric Moulines, Sergey Samsonov
arXiv:2608.29789v1 Announce Type: cross
Abstract: Uncertainty quantification from finite data is central to machine learning, optimization, and automation systems, where decisions must remain reliabl...
By Kehan Long, Yiqi Zhao, Pol Mestres, Lars Lindemann, Nikolay Atanasov, Jorge Cort\'es
arXiv:2607. 26577v1 Announce Type: new Abstract: Adaptive conformal inference (ACI) of Gibbs and Cand{\`e}s and its variants are the standard approach to online conformal prediction under distribution shift, but they suffer from three fundamental limitations.
By Rahul Vaze