Selective Conformal Inference with FCR Control

Y Bao, Y Huo, H Ren, C Zou - arXiv preprint arXiv:2301.00584, 2023 - arxiv.org
Conformal inference is a popular tool for constructing prediction intervals (PI). We consider
here the scenario of post-selection/selective conformal inference, that is PIs are reported …

Selective conformal inference with false coverage-statement rate control

Y Bao, Y Huo, H Ren, C Zou - Biometrika, 2024 - academic.oup.com
Conformal inference is a popular tool for constructing prediction intervals. We consider here
the scenario of post-selection/selective conformal inference, that is, prediction intervals are …

Group-weighted conformal prediction

A Bhattacharyya, RF Barber - arXiv preprint arXiv:2401.17452, 2024 - arxiv.org
Conformal prediction (CP) is a method for constructing a prediction interval around the
output of a fitted model, whose validity does not rely on the model being correct--the CP …

Selecting informative conformal prediction sets with false coverage rate control

U Gazin, R Heller, A Marandon, E Roquain - arXiv preprint arXiv …, 2024 - arxiv.org
In supervised learning, including regression and classification, conformal methods provide
prediction sets for the outcome/label with finite sample coverage for any machine learning …

Post-selection inference for conformal prediction: Trading off coverage for precision

S Sarkar, AK Kuchibhotla - arXiv preprint arXiv:2304.06158, 2023 - arxiv.org
Conformal inference has played a pivotal role in providing uncertainty quantification for
black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal …

Conformal prediction with local weights: randomization enables local guarantees

R Hore, RF Barber - arXiv preprint arXiv:2310.07850, 2023 - arxiv.org
In this work, we consider the problem of building distribution-free prediction intervals with
finite-sample conditional coverage guarantees. Conformal prediction (CP) is an increasingly …

Length Optimization in Conformal Prediction

S Kiyani, G Pappas, H Hassani - arXiv preprint arXiv:2406.18814, 2024 - arxiv.org
Conditional validity and length efficiency are two crucial aspects of conformal prediction
(CP). Achieving conditional validity ensures accurate uncertainty quantification for data …

Design-based conformal prediction

J Wieczorek - arXiv preprint arXiv:2303.01422, 2023 - arxiv.org
Conformal prediction is an assumption-lean approach to generating distribution-free
prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite …

A comparison of some conformal quantile regression methods

M Sesia, EJ Candès - Stat, 2020 - Wiley Online Library
We compare two recent methods that combine conformal inference with quantile regression
to produce locally adaptive and marginally valid prediction intervals under sample …

Heteroskedastic conformal regression

N Dewolf, B De Baets, W Waegeman - arXiv preprint arXiv:2309.08313, 2023 - arxiv.org
Conformal prediction, and split conformal prediction as a specific implementation, offer a
distribution-free approach to estimating prediction intervals with statistical guarantees …