Conformal inference for online prediction with arbitrary distribution shifts

I Gibbs, EJ Candès - Journal of Machine Learning Research, 2024 - jmlr.org
We consider the problem of forming prediction sets in an online setting where the
distribution generating the data is allowed to vary over time. Previous approaches to this …

Deup: Direct epistemic uncertainty prediction

S Lahlou, M Jain, H Nekoei, VI Butoi, P Bertin… - arXiv preprint arXiv …, 2021 - arxiv.org
Epistemic Uncertainty is a measure of the lack of knowledge of a learner which diminishes
with more evidence. While existing work focuses on using the variance of the Bayesian …

Sequential predictive conformal inference for time series

C Xu, Y Xie - International Conference on Machine Learning, 2023 - proceedings.mlr.press
We present a new distribution-free conformal prediction algorithm for sequential data (eg,
time series), called the sequential predictive conformal inference (SPCI). We specifically …

Knowing when to stop: Delay-adaptive spiking neural network classifiers with reliability guarantees

J Chen, S Park, O Simeone - IEEE Journal of Selected Topics …, 2024 - ieeexplore.ieee.org
Spiking neural networks (SNNs) process time-series data via internal event-driven neural
dynamics. The energy consumption of an SNN depends on the number of spikes exchanged …

Sparse deep learning for time series data: theory and applications

M Zhang, Y Sun, F Liang - Advances in Neural Information …, 2024 - proceedings.neurips.cc
Sparse deep learning has become a popular technique for improving the performance of
deep neural networks in areas such as uncertainty quantification, variable selection, and …

Online conformal prediction with decaying step sizes

AN Angelopoulos, RF Barber, S Bates - arXiv preprint arXiv:2402.01139, 2024 - arxiv.org
We introduce a method for online conformal prediction with decaying step sizes. Like
previous methods, ours possesses a retrospective guarantee of coverage for arbitrary …

Calibrating AI models for wireless communications via conformal prediction

KM Cohen, S Park, O Simeone… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
When used in complex engineered systems, such as communication networks, artificial
intelligence (AI) models should be not only as accurate as possible, but also well calibrated …

Conformal prediction for multi-dimensional time series by ellipsoidal sets

C Xu, H Jiang, Y Xie - arXiv preprint arXiv:2403.03850, 2024 - arxiv.org
Conformal prediction (CP) has been a popular method for uncertainty quantification
because it is distribution-free, model-agnostic, and theoretically sound. For forecasting …

Conformal Prediction: A Data Perspective

X Zhou, B Chen, Y Gui, L Cheng - arXiv preprint arXiv:2410.06494, 2024 - arxiv.org
Conformal prediction (CP), a distribution-free uncertainty quantification (UQ) framework,
reliably provides valid predictive inference for black-box models. CP constructs prediction …

Conformalized Adaptive Forecasting of Heterogeneous Trajectories

Y Zhou, L Lindemann, M Sesia - arXiv preprint arXiv:2402.09623, 2024 - arxiv.org
This paper presents a new conformal method for generating simultaneous forecasting bands
guaranteed to cover the entire path of a new random trajectory with sufficiently high …