5 papers · 1 filter
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…
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…
Regression Trees for Fast and Adaptive Prediction Intervals
Luben M. C. Cabezas, Mateus P. Otto, Rafael Izbicki +1
Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create…