124 citations · 657 across the 40 of their papers we have counts for
6 papers · 1 filter
An Asymptotic Test for Conditional Independence using Analytic Kernel Embeddings
Meyer Scetbon, Laurent Meunier, Yaniv Romano
We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of tw…
Calibrated Multiple-Output Quantile Regression with Representation Learning
Shai Feldman, Stephen Bates, Yaniv Romano
We develop a method to generate predictive regions that cover a multivariate response variable with a user-specified probability. Our work is composed of two components. First, we…
Searching for consistent associations with a multi-environment knockoff filter
Shuangning Li, Matteo Sesia, Yaniv Romano +2
This paper develops a method based on model-X knockoffs to find conditional associations that are consistent across diverse environments, controlling the false discovery rate. The…
Improving Conditional Coverage via Orthogonal Quantile Regression
Shai Feldman, Stephen Bates, Yaniv Romano
We develop a method to generate prediction intervals that have a user-specified coverage level across all regions of feature-space, a property called conditional coverage. A typica…
Conformal Prediction using Conditional Histograms
Matteo Sesia, Yaniv Romano
This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learn…
Testing for Outliers with Conformal p-values
Stephen Bates, Emmanuel Candès, Lihua Lei +2
This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belo…