8 papers · 1 filter
Neural Optimal Transport Meets Multivariate Conformal Prediction
Vladimir Kondratyev, Alexander Fishkov, Nikita Kotelevskii +4
We propose a framework for conditional vector quantile regression (CVQR) that combines neural optimal transport with amortized optimization, and apply it to multivariate conformal…
Multidimensional Uncertainty Quantification via Optimal Transport
Nikita Kotelevskii, Maiya Goloburda, Vladimir Kondratyev +4
Most uncertainty quantification (UQ) approaches provide a single scalar value as a measure of model reliability. However, different uncertainty measures could provide complementary…
Adaptive Cumulative Mass Calibration with Conformal Prediction
Daniil Kazantsev, Eric Moulines, Maxim Panov +2
Reliable probability estimates by classifiers are essential in high-risk applications. In practice, however, predicted probabilities are often miscalibrated, and many existing post…
Rectifying Conformity Scores for Better Conditional Coverage
Vincent Plassier, Alexander Fishkov, Victor Dheur +4
We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score…
Probabilistic Conformal Prediction with Approximate Conditional Validity
Vincent Plassier, Alexander Fishkov, Mohsen Guizani +2
We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution . Existing…
From Risk to Uncertainty: Generating Predictive Uncertainty Measures via Bayesian Estimation
Nikita Kotelevskii, Vladimir Kondratyev, Martin Takáč +2
There are various measures of predictive uncertainty in the literature, but their relationships to each other remain unclear. This paper uses a decomposition of statistical pointwi…