3 papers
stat.ML2025
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…
stat.ML2025
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…
stat.ML2025
From Risk to Uncertainty: Generating Predictive Uncertainty Measures via Bayesian Estimation
Nikita Kotelevskii, Vladimir Kondratyev, Martin TakÃ¡Ä +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…