3 papers
math.ST2025
Online selective conformal inference: adaptive scores, convergence rates and optimality
Pierre Humbert, Ulysse Gazin, Ruth Heller +1
In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of Gibbs and Candès (2021). For any given point-prediction algorithm, their method (AC…
stat.ME2024
Powerful batch conformal prediction for classification
Ulysse Gazin, Ruth Heller, Etienne Roquain +1
In a split conformal framework with classes, a calibration sample of labeled examples is observed for inference on the label of a new unlabeled example. We explore the sett…
math.ST2024
Asymptotics for conformal inference
Ulysse Gazin
Conformal inference is a versatile tool for building prediction sets in regression or classification. We study the false coverage proportion (FCP) in a simultaneous inference setti…