Conformal Calibration Transfer addresses the challenge of applying conformal prediction when labeled calibration data is only available in a source space, while predictions are needed in a target space linked via unlabeled paired observations. The proposed Transported Conformal Calibration (TCC) method transports source calibration into the target domain and then corrects residual mismatches using only unlabeled target inputs, with two variants: TCC‑KS, which conservatively adjusts calibration based on a label‑free uncertainty surrogate, and weighted‑TCC, which reweights transported calibration for efficiency when weights are stable. Finite‑sample target‑domain coverage guarantees are provided, and experiments on CIFAR‑100‑C, Tiny‑ImageNet‑C, and SEN12MS demonstrate reliable coverage transfer without labeled target data, along with label‑free diagnostics to signal when correction is required.
By Achref Doula
Dynamic Regime-Aware Conformal Prediction (DRACP) is a new method that blends density‑ratio estimation, localized kernel weighting, and probabilistic regime‑aware weighting with a self‑tuning online significance controller to produce reliable prediction intervals under multiple distribution shifts. The authors prove finite‑sample validity with oracle weights, provide a coverage‑gap bound for estimated weights, and give deterministic or regret guarantees for the online controller. In experiments on 48 real forecasting series—including euro‑area inflation, US macroeconomic and energy indicators, and daily financial data—DRACP achieves the most reliable calibration, maintaining coverage close to the nominal 0.90 and never falling below 0.80, while other methods achieve narrower intervals but with higher under‑coverage.
whyItMatters":"DRACP offers a principled trade‑off between calibration and efficiency, ensuring that prediction intervals meet coverage standards even when economic data exhibit covariate shift, concept drift, and latent regimes."
By Bogdan Oancea
arXiv:2605.00126v2 Announce Type: replace
Abstract: Generative models for time-series imputation achieve strong reconstruction accuracy, yet provide no finite-sample reliability guarantees, a critica...
By Arnaud Zinflou
arXiv:2606. 09473v1 Announce Type: cross Abstract: Probabilistic forecasters are increasingly learned, yet the baselines they are compared against are often weak or omitted.
By Valery Manokhin
arXiv:2607. 02124v1 Announce Type: new Abstract: Conventional traction control architectures intervene only after the adhesion limit of a tire has already been breached.
By Varshith Roy Kotla
arXiv:2607. 11470v1 Announce Type: cross Abstract: Reliable uncertainty quantification is essential for integrating solar and wind generation into modern power systems, where operators must weigh risk rather than act on point forecasts alone.
By Shreedhar Gangwar (B. R. Ambedkar National Institute of Technology, Jalandhar, India), Abhinav Bains (B. R. Ambedkar National Institute of Technology, Jalandhar, India), Banalaxmi Brahma (B. R. Ambedkar National Institute of Technology, Jalandhar, India)