12 papers
Conformal Novelty Detection via Data-enhanced Localization
Xiaoyang Wu, Jiajun Liu, Haojie Ren +1
Novelty detection is an important area of research in both statistics and machine learning. In this paper, we focus on the conditional novelty detection problem, where novelties ar…
Controlling the False Discovery Rate via Model-Agnostic Importance Measures
Mengtao Wen, Haojie Ren, Changliang Zou
Selecting covariates while controlling the false discovery rate (FDR) is critical for interpretable scientific discovery, especially with complex machine learning models. Tradition…
Minimum Volume Optimal Transport for Multivariate Conformal Prediction
Chuchen Zhang, Haojie Ren, Zhaojun Wang +2
Optimal transport (OT) enables multivariate conformal prediction (CP) to construct flexible prediction sets that reflect the underlying complex distributional geometry while retain…
Shape-Adaptive Conditional Calibration for Conformal Prediction via Minimax Optimization
Yajie Bao, Chuchen Zhang, Zhaojun Wang +2
Achieving valid conditional coverage in conformal prediction is challenging due to the theoretical difficulty of satisfying pointwise constraints in finite samples. Building upon t…
Aggregating Conformal Prediction Sets via α-Allocation
Congbin Xu, Yue Yu, Haojie Ren +2
Conformal prediction offers a distribution-free framework for constructing prediction sets with finite-sample coverage. Yet, efficiently leveraging multiple conformity scores to re…
Feedback-Enhanced Online Multiple Testing with Applications to Conformal Selection
Lin Lu, Yuyang Huo, Haojie Ren +2
This work studies online multiple testing with feedback, where decisions are made sequentially, and the true state of the hypothesis is revealed after decisions are made, either in…
Unified Conformalized Multiple Testing with Full Data Efficiency
Yuyang Huo, Xiaoyang Wu, Changliang Zou +1
Conformalized multiple testing offers a model-free way to control predictive uncertainty in decision-making. Existing methods typically use only part of the available data to build…
Optimal Model Selection for Conformalized Robust Optimization
Yajie Bao, Yang Hu, Haojie Ren +2
In decision-making under uncertainty, Contextual Robust Optimization (CRO) provides reliability by minimizing the worst-case decision loss over a prediction set. While recent advan…
e-GAI: e-value-based Generalized -Investing for Online False Discovery Rate Control
Yifan Zhang, Zijian Wei, Haojie Ren +1
Online multiple hypothesis testing has attracted a lot of attention in many applications, e.g., anomaly status detection and stock market price monitoring. The state-of-the-art gen…
Conformal Prediction with Cellwise Outliers: A Detect-then-Impute Approach
Qian Peng, Yajie Bao, Haojie Ren +2
Conformal prediction is a powerful tool for constructing prediction intervals for black-box models, providing a finite sample coverage guarantee for exchangeable data. However, thi…
Error-quantified Conformal Inference for Time Series
Junxi Wu, Dongjian Hu, Yajie Bao +2
Uncertainty quantification in time series prediction is challenging due to the temporal dependence and distribution shift on sequential data. Conformal inference provides a pivotal…
CAP: A General Algorithm for Online Selective Conformal Prediction with FCR Control
Yajie Bao, Yuyang Huo, Haojie Ren +1
We study the problem of post-selection predictive inference in an online fashion. To avoid devoting resources to unimportant units, a preliminary selection of the current individua…