5 papers
Trustworthy Predictive Distributions for Tail Events with Semiparametric Diagnostic Transport Maps
Elizabeth Cucuzzella, Rafael Izbicki, Ann B. Lee
Machine learning forecast systems are moving beyond point predictions to full predictive distributions for future outcomes y conditional on complex inputs x. However, these distrib…
CP4SBI: Local Conformal Calibration of Credible Sets in Simulation-Based Inference
Luben M. C. Cabezas, Vagner S. Santos, Thiago R. Ramos +2
Current experimental scientists have been increasingly relying on simulation-based inference (SBI) to invert complex non-linear models with intractable likelihoods. However, poster…
CREDO: Epistemic-Aware Conformalized Credal Envelopes for Regression
Luben M. C. Cabezas, Sabina J. Sloman, Bruno M. Resende +3
Conformal prediction delivers prediction intervals with distribution-free coverage, but its intervals can look overconfident in regions where the model is extrapolating, because st…
Conformal Calibration of Statistical Confidence Sets
Luben M. C. Cabezas, Guilherme P. Soares, Thiago R. Ramos +2
Constructing valid confidence sets is a crucial task in statistical inference, yet traditional methods often face challenges when dealing with complex models or limited observed sa…
Epistemic Uncertainty in Conformal Scores: A Unified Approach
Luben M. C. Cabezas, Vagner S. Santos, Thiago R. Ramos +1
Conformal prediction methods create prediction bands with distribution-free guarantees but do not explicitly capture epistemic uncertainty, which can lead to overconfident predicti…