5 papers · 1 filter
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…
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…
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…