activity
20202026
most citedTesting for Outliers with Conformal p-values

92 citations · 151 across the 16 of their papers we have counts for

collaborators

17 papers

eess.SY2026

Conformal Prediction Regions for Continuous-Time Trajectories under Random Sampling

Joaquin Alvarez, Matteo Sesia, Jyotirmoy V. Deshmukh +1

Uncertainty quantification for continuous-time trajectories is a prerequisite in many safety-critical engineering domains. However, a major challenge in data-driven uncertainty qua…

stat.ML2026

Audited Conformal Prediction for Classification under Unknown Distribution Shift

Yanfei Zhou, Rizal Fathony, Nam H. Nguyen +1

We consider the problem of uncertainty quantification for a pretrained classification model deployed under unknown distribution shift. We propose Audited Conformal Prediction (ACP)…

stat.ML2025

Robust Conformal Outlier Detection under Contaminated Reference Data

Meshi Bashari, Matteo Sesia, Yaniv Romano

Conformal prediction is a flexible framework for calibrating machine learning predictions, providing distribution-free statistical guarantees. In outlier detection, this calibratio…

stat.ME2025

Noise-Adaptive Conformal Classification with Marginal Coverage

Teresa Bortolotti, Y. X. Rachel Wang, Xin Tong +3

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage gua…

stat.ML2024

Conformal Classification with Equalized Coverage for Adaptively Selected Groups

Yanfei Zhou, Matteo Sesia

This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen feat…

stat.ME2024

Structured Conformal Inference for Matrix Completion with Applications to Group Recommender Systems

Ziyi Liang, Tianmin Xie, Xin Tong +1

We develop a conformal inference method to construct a joint confidence region for a given group of missing entries within a sparsely observed matrix, focusing primarily on entries…

stat.ML2024

Conformalized Adaptive Forecasting of Heterogeneous Trajectories

Yanfei Zhou, Lars Lindemann, Matteo Sesia

This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high proba…

eess.SY2024

Conformal Predictive Programming for Chance Constrained Optimization

Yiqi Zhao, Xinyi Yu, Matteo Sesia +2

We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of…

stat.ME2023

Adaptive conformal classification with noisy labels

Matteo Sesia, Y. X. Rachel Wang, Xin Tong

This paper develops novel conformal prediction methods for classification tasks that can automatically adapt to random label contamination in the calibration sample, leading to mor…

cs.LG2023★ 3 cited

Derandomized Novelty Detection with FDR Control via Conformal E-values

Meshi Bashari, Amir Epstein, Yaniv Romano +1

Conformal inference provides a general distribution-free method to rigorously calibrate the output of any machine learning algorithm for novelty detection. While this approach has…

stat.ML2023★ 2 cited

Conformal inference is (almost) free for neural networks trained with early stopping

Ziyi Liang, Yanfei Zhou, Matteo Sesia

Early stopping based on hold-out data is a popular regularization technique designed to mitigate overfitting and increase the predictive accuracy of neural networks. Models trained…

stat.ME2022★ 2 cited

Integrative conformal p-values for powerful out-of-distribution testing with labeled outliers

Ziyi Liang, Matteo Sesia, Wenguang Sun

This paper develops novel conformal methods to test whether a new observation was sampled from the same distribution as a reference set. Blending inductive and transductive conform…

stat.ML2022★ 1 cited

Coordinated Double Machine Learning

Nitai Fingerhut, Matteo Sesia, Yaniv Romano

Double machine learning is a statistical method for leveraging complex black-box models to construct approximately unbiased treatment effect estimates given observational data with…

stat.ML2022★ 17 cited

Training Uncertainty-Aware Classifiers with Conformalized Deep Learning

Bat-Sheva Einbinder, Yaniv Romano, Matteo Sesia +1

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate re…

stat.ME2021★ 10 cited

Conformal Prediction using Conditional Histograms

Matteo Sesia, Yaniv Romano

This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learn…

stat.ME2021★ 92 cited

Testing for Outliers with Conformal p-values

Stephen Bates, Emmanuel Candès, Lihua Lei +2

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belo…

stat.ME2020★ 24 cited

Classification with Valid and Adaptive Coverage

Yaniv Romano, Matteo Sesia, Emmanuel J. Candès

Conformal inference, cross-validation+, and the jackknife+ are hold-out methods that can be combined with virtually any machine learning algorithm to construct prediction sets with…