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stat.ML2025
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…
stat.ML2025
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…
stat.ML2025
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…