Conformal Prediction

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Period ending 2026-09-21

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278 papers

Latest in Conformal Prediction

Jun 9, 2026cs.LG

SPACR: Single-Pass Adaptive Training of Uncertainty-Aware Conformal Regressors

Conformal Prediction (CP) provides robust uncertainty guarantees for predictive models, but is typically applied post hoc, which misaligns model training with the conformal goal of producing efficient (i.e., narrow) intervals. We propose SPACR (Single-Pass Adaptive Conformal Regressor), a novel method for directly training uncertainty-aware regressors within a differentiable loss. SPACR jointly optimizes accuracy, efficiency, and validity without batch-splitting or a predefined confidence level during training. As a result, a single SPACR model yields valid prediction intervals at multiple confidence levels during inference, avoiding the costly retraining required by methods like Directly Optimized Inductive Conformal Regression (DOICR). Experiments on diverse tabular and image datasets show that SPACR consistently gives tighter intervals and better coverage-efficiency trade-offs compared to standard CP and DOICR, while significantly reducing computational costs relative to retraining-dependent baselines.
Soundouss Messoudi, Sylvain Rousseau, Sébastien Destercke
Jun 8, 2026stat.ML

Decision-Calibrated Conformal Uncertainty for Pacing Decisions in Streaming Advertising

We develop a decision-calibrated conformal framework for pacing decisions in streaming advertising. Pacing depends on uncertain future inventory, demand pressure, incremental response, and member-experience load. Instead of calibrating a generic forecast residual, the framework measures forecast error by its largest impact on the policies that could actually be deployed. The main theorem shows that the proposed score is the smallest valid uncertainty measure that uniformly protects all deployable pacing policies. Geometrically, it is the support function of the signed policy sensitivity set. Split conformal calibration gives finite-sample coverage for this score. A high-dimensional separation theorem shows that traditional residual calibration can be arbitrarily more conservative by paying for nuisance inventory dimensions, and a robust pacing result combines inventory, response, and experience uncertainty. On public-data-calibrated pacing replays built from Criteo Uplift and KuaiRand datasets, traditional conformal pacing remains unresolved with high residual radii of 7236.7 on Criteo and 4629.4 on KuaiRand. With the proposed decision calibration approach, the uncertainty radii are reduced to 18.4 and 278.6 respectively, with separate margins for value, delivery, budget, and member load. On Criteo, the proposed method certifies a less aggressive pacing policy than the point-forecast baseline, and reduces held-out any-violation rate from 16.7% to 3.3%, with zero budget and member-load violations. On KuaiRand, the choice remains unresolved. In a nutshell, the paper establishes that forecasts, response estimates, and member-experience models should be judged by whether they shrink the uncertainty that the pacing decision uses, as this leads to confident decisions that are not overly conservative.
Prashant Shekhar, Caroline Howard
Jun 8, 2026stat.ML

Report the Floor: A Training-Free Conformal Interval Is a Mandatory Baseline for Probabilistic Time-Series Forecasting

Probabilistic forecasters are increasingly learned, yet the baselines they are compared against are often weak or omitted. We show that the simplest possible conformal interval - a last-value point forecast wrapped in a finite-sample split-conformal residual quantile, with no parameters and no training - is a far stronger baseline than its near-total absence from recent learned-forecasting and conformal-time-series comparisons would suggest. In one-step-ahead online forecasting across 2,217 real series from nine public sources (Monash, LOTSA, the LTSF traffic/electricity/weather suites, METR-LA, BOOM, nips/probts), this ConformalNaive interval decisively beats the naive value-quantile baselines, the entire NPTS family (NPTS 73%, SeasonalNPTS 64% of series), and the published Conformal Seasonal Pools (CSP) method (71% of series, bootstrap 95% CI [69,73], paired Wilcoxon p approx 7.6e-135); it is on par with the simpler learned conformal predictors (RCI, quantile regression; median relative Winkler within 2%) and is beaten only by the adaptive-online and ensemble methods (SPCI, ACI, AgACI), which track distribution shift and lead by 9-33% relative Winkler. It is also better calibrated than a trained neural forecaster: on the six datasets that introduced DeepNPTS, the trivial floors cover the truth 84-85% of the time at a nominal 95%, versus DeepNPTS's 66%. At multi-step seasonal horizons the picture inverts: the random-walk floor is the weakest method and the seasonal pool (CSP) wins - a boundary we map. Finally we give ConformalNaive+, a one-line, training-free, horizon-adaptive selector that attains the better of two complementary floors at every horizon with restored coverage. We argue the matching conformal naive floor must be a mandatory baseline whenever a learned probabilistic forecaster claims gains.
Valery Manokhin
Jun 8, 2026cs.CL

CARE: A Conformal Safety Layer for Medical Summarization

Large language models (LLMs) are increasingly used for medical summarization, but their outputs can omit medically important information and introduce unsupported claims. Existing error-detection methods produce heuristic or uncalibrated scores, providing no formal control over missed errors and no principled way to trade off safety against clinician review burden. We introduce Conformal Assessment for Risk Evaluation (CARE), a post-hoc, model-agnostic safety layer that uses conformal risk control to overlay calibrated omission and hallucination flags onto summaries from any LLM without retraining. CARE provides finite-sample, distribution-free guarantees through two controllers: a hallucination controller that bounds the probability of a document containing any unflagged hallucinated sentence, and an omission controller that bounds the expected fraction of important omissions not surfaced for review. Unlike hallucination detection, omissions depend jointly on whether a source sentence is important and whether it is covered by the summary. We show that calibrating only one dimension can violate the target risk bound, while marginal decompositions remain valid but overly conservative. By jointly calibrating over the full (τ,γ)(τ,γ) threshold space, CARE preserves formal guarantees while surfacing up to 5×\times fewer sentences than alternative calibrated baselines. Across five medical summarization tasks, CARE satisfies the target risk bound at α=0.15α= 0.15 with 95% confidence across 100 calibration/test resplits, using only ~100 labeled documents per domain. In a preliminary clinician study (75 document reviews), calibrated flags improved omission detection by 28.6 percentage points on average. These results show that sentence-level safety guarantees are feasible for LLM-assisted medical summarization and offer a tunable mechanism for balancing residual risk and review effort.
Suhana Bedi, Bridget Lin, Anson Y. Zhou +5
Jun 7, 2026cs.AI

Inference-Time Conformal Reasoning with Valid Factuality Control for Large Language Models

Large language models (LLMs) increasingly perform multi-step reasoning, where intermediate claims form implicit directed acyclic graphs whose node correctness is structurally conditioned on their ancestors. This makes factuality uncertainty structural, rather than a trivial accumulation of node-wise errors, and necessitates inference-time uncertainty quantification over the reasoning structure. While conformal prediction (CP) offers flexible user-specified factuality control, existing work remains post-hoc and cannot intervene during generation. To fill the gap between CP's flexibility and its post-hoc limitation, we propose an \emph{Inference-Time Conformal Reasoning (ITCR)} framework that integrates CP directly into reasoning graph generation. ITCR learns a structure-level factuality uncertainty function that aggregates claim-level factuality signals over reasoning graphs without complex modeling assumptions. We then design the non-conformity score based on graph-level factuality uncertainty and calibrate the conformal threshold to decide when to stop generation. We theoretically show such generation is nested, yielding valid coverage guarantees for factuality control. Experiments over multiple datasets and coverage objectives demonstrate empirically valid coverage. In downstream reasoning tasks, inference-time calibrated graphs yield more accurate generation than post-hoc pruned graphs.
Ting Wang, Yuanjie Shi, Yan Yan +1
Jun 7, 2026cs.LG

Operator learning for the 2D incompressible Navier-Stokes equations: a conformal prediction approach in the data-scarce regime

In this paper, we propose a perturbation-based conformal prediction framework for uncertainty quantification in operator learning, with a focus on the 2D Navier--Stokes equations. While neural operators provide fast surrogates for expensive PDE solvers, they do not by themselves provide calibrated uncertainty for spatiotemporal field predictions. Our approach wraps a trained Fourier Neural Operator (FNO) with split conformal prediction and constructs the local uncertainty scale by comparing the predictions of two operators trained on nearly identical datasets: one on the original labels and one on labels perturbed by small Gaussian noise. We consider this procedure in the data-scarce regime, where the total label budget is fixed and methods that require a separate uncertainty network must divide training data between multiple models. On the 2D Navier--Stokes benchmark, the perturbation-based method produces substantially narrower conformal bands than existing methods under matched total data budgets while maintaining the target simultaneous coverage. These results suggest that perturbation sensitivity is a practical and sample-efficient uncertainty proxy for conformalized neural operators.
Weinan Wang, Bowen Gang, Hao Deng
Jun 7, 2026cs.LG

A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Control

Selective predictors answer on confident inputs and abstain elsewhere; deploying one safely needs a single finite-sample certificate that simultaneously upper-bounds the selected risk, lower-bounds the acceptance probability \pacc\pacc above a floor \pmin\pmin, and lower-bounds the deployment utility. This certificate must be valid under adaptive threshold selection from a finite grid of mm pairs on \ncert\ncert samples. We give such a certificate for bounded, possibly non-monotone losses by treating the selected risk directly as a ratio rather than through a Hoeffding-style range bound. The construction couples three confidence bounds: a variance-adaptive empirical-Bernstein bound on the ratio risk, a Clopper--Pearson bound on acceptance, and a two-sided closeness bound on utility. Together they lower-bound the certified policy's utility absolutely and to within 2\gammau2\gammau of the best over the \emph{certified set}, both non-vacuous whenever feasible; a regime-scoped third leg matches an external oracle, informative only where the risk margin \gammar<α\gammar < α and vacuous at the headline operating points. Relative to the range-only Hoeffding-ratio construction this sharpens the acceptance-floor dependence from 1/\pmin1/\pmin to 1/\pmin1/\sqrt{\pmin}, and a closed-form corollary identifies a per-pair regime in which our risk bound dominates a Hoeffding conformal risk control (Hoeffding--CRC) selective bound. Empirically, on ImageNet (three ResNets) and COCO val 2017 panoptic, the certificate opens a +22+22 pp certified-acceptance frontier over Hoeffding--CRC and is 10×{\approx}10{\times} tighter than a non-vacuous matched-valid baseline; these gains are regime-scoped, not universal, and absent on ADE20K. The certifier runs in O(\ncertm)O(\ncert m) time.
Xiaoli Yu, Jiamiao Liu
Jun 7, 2026cs.LG

Conformal Prediction for Neural Operators: Distribution-Free Uncertainty Quantification in Physics Simulation

Neural operators such as the Fourier Neural Operator (FNO) have emerged as powerful surrogates for solving partial differential equations (PDEs), achieving speedups of several orders of magnitude over traditional numerical solvers. However, deploying these models in safety-critical engineering applications -- such as thermal management of electronic components and battery systems -- requires not only accurate point predictions but also rigorous uncertainty guarantees. Existing uncertainty quantification (UQ) methods for neural operators, including Monte Carlo Dropout and Deep Ensembles, provide only relative uncertainty estimates without formal coverage guarantees. In this work, we propose the first application of split conformal prediction to neural operator-based physics simulation, providing distribution-free prediction intervals with finite-sample coverage guarantees. We further introduce a normalized conformal prediction scheme that leverages MC Dropout uncertainty to produce adaptive-width intervals, yielding tighter intervals in regions of low uncertainty and wider intervals where the model is less certain. Full-scale experiments (33.7M parameters, 800 training samples, 5 ensemble members, NVIDIA V100) on steady-state heat conduction benchmarks demonstrate that our method achieves 89.1% empirical coverage at the target level of alpha=0.1, while producing spatially adaptive prediction intervals that reflect the underlying physical uncertainty structure. We also provide an uncertainty decomposition framework that separates epistemic uncertainty (68% of total) from aleatoric uncertainty (32% of total), offering actionable guidance for data collection and model improvement. Our method is implemented in an open-source platform with REST API endpoints and interactive 3D visualization.
Michael Chin
Jun 6, 2026cs.CR

SoK: Reconstruction Attacks on Synthetic Tabular Data (Insights from Winning the NIST CRC)

Synthetic data is increasingly promoted as a privacy-preserving substitute for releasing sensitive tabular records, yet its central adversarial threat (reconstruction, the recovery of an individual's hidden attribute values from a synthetic release and a handful of known quasi-identifiers) has been studied only in scattered, hard-to-compare settings. We systematize reconstruction (equivalently, attribute inference) attacks on de-identified and synthetic tabular data. We contribute a taxonomy that organizes attacks by the structure they exploit; a broad, controlled empirical evaluation, pitting fourteen attacks against thirteen synthetic data generation (SDG) methods across five benchmark datasets; and a set of new attacks that fill gaps in the taxonomy, one of which (CoBP-RA) is the strongest attack we measure. We also introduce a methodology for interpreting what attack success means: a memorization test that distinguishes reconstruction of the population distribution from memorization of training records, and a reduction that places reconstruction and membership inference on a single comparable scale. Our findings: the choice of SDG method governs risk far more than the choice of attack; differential privacy reduces reconstruction steadily up to epsilon approximately 10, above which reconstruction risk levels off for all six DP mechanisms we sweep, bounded by what each synthesizer can represent rather than by its noise; de-identification methods are the most exposed, with diffusion the only synthesizer close behind; and most reconstruction reflects distributional structure rather than memorization, concentrating individual risk on atypical records. Our attacks and infrastructure are externally validated by our first-place finish in the 2025 National Institute of Standards and Technology (NIST) Collaborative Research Cycle.
Steven Golob, Sikha Pentyala, Martine De Cock
Jun 6, 2026cs.LG

Generative Frontier Planning for Adaptive Peer-Referral Recruitment under Covariate-Dependent Arrivals

Peer-referral recruitment systems such as respondent-driven sampling are critical for studying and intervening on hidden populations affected by infectious diseases. To accelerate recruitment, public health agencies must adaptively allocate limited referral resources across multiple rounds, where current decisions shape both the number and the covariates of future recruits. Prior work makes this problem tractable by assuming that referrals are drawn i.i.d.\ from a homogeneous population, an assumption that ignores the homophily and shared context that drive real peer recruitment. We instead consider a more realistic model in which both referral capacity and the covariates of newly referred individuals are conditioned on the referrer, learned from data with a censored count model and a conditional generative model. The resulting planning problem is challenging because each candidate allocation induces a different distribution over future recruits. We propose \emph{Generative Frontier Planning} (GFP), a model-based planner that replaces per-step Monte-Carlo sampling with a deterministic backup over a latent covariate-coverage value surrogate. The surrogate is designed so that the expected value of the next frontier depends on the offspring generative model only through finite-dimensional summaries that are amortized offline, and so that the resulting per-round objective is monotone with diminishing returns. Together, these two properties make planning tractable: the deterministic backup eliminates Monte-Carlo sampling, and the diminishing-returns structure lets a marginal greedy allocation achieve a (11/e)(1-1/e)-approximation for the per-round problem. On a simulation environment calibrated to a real respondent-driven sampling dataset, GFP outperforms random, reinforcement-learning, and i.i.d.\ dynamic-programming baselines across four discount factors.
Lingkai Kong, Hezi Jiang, Andrew Ma +3
Jun 4, 2026stat.ML

Conformal Risk Sharing: Certified Cost Allocation with Participation Guarantees

Sharing the financial impact of rare adverse events across a group can soften extreme individual burdens, but any participant made worse off by the arrangement has reason to leave. A credible mechanism must therefore provide each agent with a trustworthy cap on their future obligation and should be deployed only if the aggregate harm across participants is bounded. We formalise this as the Certified Allocation Problem: from finite data and without distributional assumptions, find a redistribution rule, produce obligation caps for every participant, and verify that no participant is made materially worse off. We propose Conformal Risk Sharing, which solves this problem by pairing an interpretable sharing policy with split conformal calibration. The sharing intensity is tuned on training data, while held-out calibration data produces distribution-free per-agent guarantees (valid under exchangeability). Experiments on synthetic and real-world data, including precipitation and energy-cooperative data, confirm that the framework can substantially reduce extreme obligations for high-risk agents while controlling harm to others.
Ieva Kazlauskaite
Jun 4, 2026stat.ML

Conformal Risk-Averse Decision Making with Action Conditional Guarantee

Reliable decision making pipelines powered by machine learning models require uncertainty quantification (UQ) methods that come with explicit safety guarantees. Conformal prediction provides such UQ by wrapping ML predictions into prediction sets, and recent work by Kiyani et al. (2025b) established that these sets can be translated into optimal risk-averse decision policies -- yet only inheriting marginal safety guarantees. We generalize and strengthen their results by (i) introducing action-conditional conformal prediction, which yields safety guarantees conditioned explicitly on each action taken by the decision maker, (ii) showing that action-conditional prediction sets serve as a proxy for the feasible decision space for risk-averse decision makers aiming to optimize action-conditional value-at-risk, and (iii) proposing a principled finite-sample algorithm based on pinball-loss minimization, connecting the framework of Gibbs et al. (2025) to action-conditional guarantees. Experiments on two real-world datasets confirm that our approach significantly improves action-conditional performance over conformal baselines.
Zihan Zhu, Shayan Kiyani, George Pappas +1
Jun 2, 2026cs.RO

Distribution-Free Risk-Aware Planning and Control Under Uncertainty Using Conformal Spectral Risk Control

Safe navigation in dynamic and uncertain environments often relies on accurate estimation of, or assumptions about, the true underlying uncertainty. However, accurately characterizing the true uncertainty distribution is often difficult due to limited data or imperfect information. An incorrect understanding of the uncertainty and its associated risk may lead to dangerous decisions even under high levels of risk aversion. To address this issue, we propose a risk-aware model predictive control (RA-MPC) framework that incorporates prediction sets to guarantee risk control below a user-specified threshold without requiring assumptions about the underlying uncertainty distribution. To generate the prediction sets, we develop a distribution-free risk quantification framework that extends conformal risk control (CRC) to general spectral risk measures. We then show that incorporating the prediction sets into the MPC framework provides statistical safety guarantees in terms of spectral risk constraint satisfaction even under uncertainty misspecification. We validate the proposed framework in simulated vehicle obstacle avoidance scenarios, demonstrating improved safety and reduced solve time compared to a baseline RA-MPC framework.
Junsik Eom, Tulga Ersal
Jun 2, 2026stat.ML

Privacy-Robust Incrementality Measurement for Advertising Systems under Signal Loss

Advertising platforms use randomized lift tests to measure incrementality, but privacy-preserving reporting systems degrade the observed signal through match-rate loss, linkability loss, attribution-window loss, aggregation-threshold suppression, randomized reporting noise, and segment-heterogeneous signal loss. This paper formulates privacy-constrained advertising measurement as a robust causal decision problem under the mentioned signal losses. Given a randomized experiment and an ambiguity set for privacy-induced degradation, the framework projects the observation-compatible fiber of clean/unfiltered experimental worlds onto the incrementality functional and returns certified, rejected, and unresolved decisions. The main result gives a sharp decision frontier. Reports outside the frontier support uniformly valid certification or rejection, whereas reports inside it contain too little information for any method to uniformly distinguish above-threshold incrementality from non-incrementality. Supporting results give finite-sample certification, sample-complexity guarantees, a minimax lower bound showing that signal loss reduces effective information, and a reporting-granularity tradeoff. On 2.0M Criteo Uplift rows and the 64K-row Hillstrom email experiment, clean conversion lift is positive in both datasets, with lifts 0.00112 and 0.00495, respectively. Population certification survives mild degradation in Criteo and severe degradation in Hillstrom, while all considered finite-sample stress settings in both datasets remain unresolved after simultaneous uncertainty and reporting noise are included. Overall, the research contributes a decision-theoretic layer for privacy-aware incrementality measurement whose output is the strongest causal-claim justified by degraded ads signals.
Prashant Shekhar, Caroline Howard
Jun 2, 2026cs.LG

Conformal Language Modeling via Posterior Sampling

Large Language Models remain plagued by hallucinations. Recent work has sought to tame their prevalence using statistical techniques based on conformal prediction, with both theoretical and empirical success. However, these methods operate in a post-hoc fashion, treating the sampling procedure itself as atomic and then surgically altering samples to remove hallucinated claims. This disconnect between filtering and generation can result in samples that are incoherent, inconsistent, or simply unlikely under the model itself. Moreover, post-hoc surgery is unable to shift probability mass towards more useful and helpful responses. To address these issues, we propose to instead sample from approximations to an LLM posterior, where the conditioning event corresponds to a calibrated, high-scoring region. We develop a calibration procedure tailored to the setting of conditional sequential generation that effectively identifies this region and achieves target risk control. Empirically, we apply our method to case studies focused on open-ended biography generation and mathematical problem solving; compared to prior work, we obtain the same statistical guarantees, with higher downstream utility.
Nicolas Emmenegger, Theo X. Olausson, Armando Solar-Lezama +1
Jun 2, 2026stat.ML

Set-Preserving Calibration from Conformal P-Values to E-Values

Standard conformal prediction (CP) procedures are typically formulated in terms of p-values, but reliance on p-values alone limits flexibility, for example, when combining dependent evidence across models or data splits. Recent work has explored e-value formulations for conformal inference, yet a direct connection between p- and e-value formulations in CP has been missing, especially regarding their statistical efficiency. We first identify limitations of classical p-to-e calibrators in the CP setting, showing that they are not set-preserving and can lead to overly conservative prediction sets. To address this, we propose a novel P2E calibrator that converts conformal p-values into e-values without altering the prediction set induced by the original conformal p-value. We establish both theoretically and empirically that our calibrator can yield significant efficiency gains over existing p-to-e calibrators. This e-value formulation enables principled use of recent advances in e-value merging and randomization, where we demonstrate its impact in two applications: cross-conformal prediction (CCP), whose variants typically provide only approximate 12α1-2α coverage, and conformal aggregation (CA). In both cases, our e-value-based methods satisfy the desired 1α1-α coverage guarantee while improving efficiency over standard baselines. More broadly, our approach expands the flexibility of CP and opens new directions for efficient, distribution-free uncertainty quantification.
Nabil Alami, Jad Zakharia, Souhaib Ben Taieb
Jun 2, 2026cs.LG

Bayesian Tensor Decomposition with Diffusion Model Prior

Low-rank tensor decomposition (TD) is usually effective on clean, fully observed data, but it often degrades under severe missingness or noise. Low-rankness is itself a useful but limited structural prior, and additional handcrafted priors (e.g., sparsity or smoothness) still fall short of capturing the rich statistics of real-world data. To compensate for this weak inductive bias under heavy corruption, one would like to inject a learned, data-driven prior; however, the state-of-the-art diffusion models are not readily compatible with current TD and tractable posterior inference. To address these challenges, we introduce DiffBCP, a hybrid-prior Bayesian CP decomposition framework that couples a cumulative shrinkage process prior over the CP factors for automatic rank selection with an off-the-shelf pre-trained diffusion model as an implicit data prior on the reconstructed tensor. To make posterior inference tractable despite the coupling among the likelihood, low-rank constraint, and diffusion prior, we develop a split Gibbs sampler: CP factors admit conjugate updates, while the diffusion block is sampled via low-rank-guided denoising. A noise-adaptive coupling schedule further reduces sensitivity to hand-tuned annealing. Experiments on image inpainting and denoising, including high-resolution out-of-distribution images, show consistent gains over Bayesian, nonlinear, and plug-and-play TD baselines.
Zerui Tao, Qibin Zhao
Jun 1, 2026cs.CL

The Ghost Annotator: a Framework to Explore Human Label Variation in Content Moderation through Conformal Prediction

Current research primarily focuses on model performance, while comparatively less attention has been devoted to uncertainty estimation, particularly in settings where LLMs are increasingly used to generate annotated data. We introduce a framework combining conformal prediction with Collaborative Filtering-style annotators' representation to model LLM behavior in relation to human annotators and to analyze patterns of agreement and disagreement. Using Non-Conformity Scores, we introduce the Ghost Prediction metric and the Ghost Annotator representation to quantify cases in which model predictions diverge from all available human annotations. We compute cosine similarity measures to explore differences in model behavior across sociodemographic axes. We evaluated four LLMs of different size and families across four content moderation datasets. Our finding shows that while we find that all models uncertainty increases with annotator disagreement, larger models tend to be more confident in the classification of texts that are not aligned with any human annotation. Finally, the Ghost Annotator framework reveals a consistent and robust pattern of demographic misalignment, suggesting a structural bias likely rooted in pretraining corpora.
Mirko Lai, Alessandra Urbinati, Simona Frenda +2
Jun 1, 2026astro-ph.EP

One Transit Is All You Need: Detecting Exoplanets Through Learned Stellar Behaviour with EXOVEIL

I present EXOVEIL, a transit detection system that learns what a star's brightness should look like and flags when reality disagrees. Unlike existing systems that require phase-folded input, EXOVEIL operates on raw flux time series and can detect planets that transit only once.A Transformer world model, trained on 16,499 Kepler light curves with transit-masked self-supervised learning, predicts expected stellar flux. A matched-filter detector with variance weighting extracts transit signals from the prediction residuals. A learned classifier (XGBoost) separates planets from false positives, achieving AUC 0.938 on Kepler DR25. Applied to single-transit injection-recovery, EXOVEIL recovers 32% of transits at 1000 ppm depth a task where all classification-based systems score 0% by construction. A blind search of 3,737 Kepler stars yields 179 new transit-like signals not present in the DR25 TCE catalogue, including 46 monotransit candidates. Applied withoutretraining to 47 confirmed TESS planets in the PLATO LOPS2 field, EXOVEIL achieves 100% recovery, demonstrating zero-shot cross-mission transfer. At PLATO's 25-second cadence, detection reaches 100 ppm -- approaching the Earth-analog regime. I provide the first application of conformal prediction to transit detection (95.9% empirical coverage) and release the system as pip install exoveil with pretrained weights and a candidate catalogue.
Pratik Priyanshu
Jun 1, 2026cs.AI

Does Compression Preserve Uncertainty? A Unified Benchmark for Quantized and Sparse LLMs via Conformal Prediction

Model compression techniques such as quantization and pruning are widely used to reduce the deployment cost of large language models (LLMs), with existing evaluations focusing almost exclusively on accuracy preservation. However, in safety-critical applications, a model's ability to reliably quantify its own uncertainty is equally important. We ask: does compression preserve this ability? To answer this question, we benchmark 12 LLMs under various compression configurations across five NLP tasks, using conformal prediction to provide a rigorous, distribution-free measure of uncertainty. Our experiments reveal that: (I) compression frequently decouples accuracy from uncertainty; (II) larger models absorb compression-induced uncertainty far more effectively than smaller ones; and (III) uncertainty inflation is often threshold-like rather than gradual. These results suggest that accuracy-only evaluation is insufficient for assessing the deployment readiness of compressed LLMs, and that uncertainty-aware benchmarking should be a standard component of model compression pipelines.
Yujia Tong, Yuxi Wang, Yunyang Wan +3
May 31, 2026cs.LG

Conformal Risk Prediction for Non-Alcoholic Fatty Liver Disease Using Gradient Boosting with Distribution-Free Coverages

Non-alcoholic fatty liver disease (NAFLD) affects roughly 25% of global adults, posing substantial hepatic and cardiovascular risks. Yet, population-level screening tools remain inadequate. We present Method, a machine-learning framework for NAFLD risk prediction coupling gradient-boosted decision trees with conformal prediction to yield calibrated, distribution-free coverage guarantees on individual risk estimates. It integrates a mutual-information-based stability selection procedure to identify a compact, clinically interpretable feature subset via bootstrap resampling, constructing prediction sets whose marginal coverage provably exceeds a user-specified confidence level. We evaluated Method on a multicenter cohort from Guangzhou, China (primary n=2,187; external validation n=412) using 78 candidate features across demographics, metabolic biomarkers, and lifestyle factors. Method achieves an AUROC of 0.912 internally and 0.891 externally, outperforming deep neural networks, TabNet, support vector machines, and logistic regression. Conformal prediction sets achieve 91.3% empirical coverage at the 90% nominal level. A three-tier risk stratification derived from these scores separates the population into distinct groups, with the high-risk subgroup showing a 12-month progression rate 4.7 times that of the low-risk tier. The selected features -- notably waist circumference, ALT, GGT, triglycerides, fasting glucose, and BMI -- align with established metabolic risk factors, providing biological plausibility.
Xinze Zhang
May 30, 2026cs.LG

Multi-Agent Conformal Prediction with Personalized Statistical Validity

Uncertainty quantification is essential in high-stakes machine learning tasks. However, one of the principled solutions, conformal prediction, faces challenges under limited local calibration data, privacy constraints, and data heterogeneity. In multi-agent settings, existing works do not simultaneously and satisfactorily address these challenges with guarantees either limited to averages across agents or losing validity in heterogeneous settings. Hence, we propose personalized federated weighted conformal prediction (PFWCP), a framework that combines local density ratio weighting with weighted quantile aggregation to correct for heterogeneity while preserving privacy. The method yields asymptotically valid marginal and calibration-conditional coverage guarantees for each participating agent and supports protocols with one-shot communication. Theoretical analysis presents an adjustment to the coverage variance, governed by an effective sample size expression, which is necessary in the context of weighted conformal prediction, and experiments on synthetic and real datasets show improved calibration quality over state-of-the-art federated conformal baselines.
Martin V. Vejling, Christophe A. N. Biscio, Adrien Mazoyer +2
May 30, 2026cs.LG

DistMatch: Adaptive Binning via Distribution Matching for Robust Sequential Conformal Prediction

Sequential conformal prediction (CP) provides valid uncertainty quantification under the assumption of residual exchangeability. However, this assumption is often violated in real-world time series due to temporal dependencies and distributional shifts. While recent methods attempt to approximate exchangeability through reweighting, identifying optimal weights remains an open challenge. To address this limitation, we propose DistMatch, a binning-based method that recursively partitions residuals within a binary tree using the Kolmogorov-Smirnov (KS) statistic. We theoretically show that this partitioning induces approximately exchangeable leaves, thereby avoiding the need for reweighting. By applying quantile regression with online updates within each leaf, DistMatch enables locally adaptive inference and improves robustness to distributional shifts. Extensive experiments demonstrate that DistMatch outperforms existing sequential CP methods.
Enver Menadjiev, Jihyeon Seong, Jisu Yeo +1
May 29, 2026stat.ML

Parameter-Free and Group Conditional Online Conformal Prediction

Uncertainty quantification (UQ) is critical for the deployment of machine learning predictors in real-world scenarios where the data distribution may shift over time (i.e., data may not be exchangeable). Online conformal prediction (OCP) methods address this issue at the expense of either (i) group-wise error control or (ii) learning-rate independent implementation. Group-conditional coverage is essential for fairness across different collections of data points and for providing finer UQ guarantees. Parameter-free optimization is crucial for robustness to adversarial and unknown data shifts. We propose a parameter-free algorithm for group-conditional OCP and demonstrate that it achieves the best group-conditional coverage guarantees. We evaluate our algorithm on synthetic and real-world data, demonstrating that our method not only improves the reliability of existing parameter-free OCP methods but also provides prediction intervals that are comparable in size to well-tuned group-conditional approaches. By unifying group-conditional coverage with parameter-free online algorithms, our work lays a foundation for fair and robust uncertainty quantification in shifting environments.
Beepul Bharti, Ambar Pal, Jacopo Teneggi +1
May 29, 2026cs.LG

Adversarially Robust Control of Conditional Value-at-Risk via Rockafellar-Uryasev Conformal Inference

We present an online, distribution-free framework for controlling the Conditional Value-at-Risk (CVaR), extending conformal tail risk control to non-stationary and adversarial environments. Unlike classical risk control methods, which rely on stationarity or linearity of expectation, our approach provides provable safety guarantees for a nonlinear tail risk functional under arbitrary data-generating processes that may drift or shift strategically over time. By leveraging deep connections between conformal tail risk control, online learning, and the variational representation of CVaR introduced by Rockafellar and Uryasev, we develop a novel procedure for online CVaR control with adversarial regret guarantees. The proposed method operates without assumptions on the underlying data-generating process, making it broadly applicable in modern high-stakes deployment settings. We prove that the realized empirical CVaR is asymptotically controlled at the target level, and that the resulting control is asymptotically tight up to a finite-sample conservatism gap. We demonstrate the effectiveness of our approach on portfolio risk management and toxicity mitigation for Large Language Models (LLMs), where rare but catastrophic failures dominate system risk.
Catherine Chen, Jingyan Shen, Zhun Deng +1
May 29, 2026stat.ML

Out-of-Distribution generalization of quantile regression with heavy tailed inputs: an SVM approach

We study quantile regression in an extrapolation regime where the covariate takes unusually large values. Under regular variation assumptions, extreme observations can be effectively characterized through their angular components, enabling learning strategies that focus on the angle of the most extreme observations. This approach is formalized through the minimization of an asymptotic conditional risk that localizes learning in the tail of the covariate distribution. We propose a novel Support Vector Machine (SVM) framework for extreme quantile regression, leveraging reproducing kernel Hilbert spaces to handle high-dimensional and nonlinear settings. Our method also accommodates unbounded response variables and avoids restrictive transformations. We establish finite-sample learning guarantees under mild regularity assumptions. The proposed framework unifies ideas from statistical learning and multivariate extremes, providing a tractable and theoretically grounded approach to extrapolation. We complement our theoretical findings with an empirical study on river flow data from the Danube, demonstrating the practical relevance of our methods.
Baptiste Leroux, Clément Dombry, Anne Sabourin
May 29, 2026cs.LG

Conformal Reliability: A New Evaluation Metric for Conditional Generation

Conditional generative models have recently achieved remarkable success in various applications. However, a suitable metric for evaluating the reliability of these models, which takes into account their inherent uncertainty, is still lacking. Existing metrics, which typically assess a single output, may fail to capture the variability or potential risks in generation. In this paper, we propose a novel evaluation metric called reliability score based on conformal prediction, which measures the worst-case performance within the prediction set at a pre-specified confidence level. However, computing this score is challenging due to the high-dimensional nature of the output space and the nonconvexity of both the metric function and the prediction set. To efficiently compute this score, we introduce Conformal ReLiability (CReL), a framework that can (i) construct the prediction set with desired coverage; and (ii) accurately optimize the reliability score within the constructed prediction set. We provide theoretical results on coverage and demonstrate empirically that our method produces more informative prediction sets than existing approaches. Experiments on synthetic data and the image-to-text and text-to-image tasks further demonstrate the interpretability of our new metric, and the validity and effectiveness of our computational framework. Source code can be found at https://ggc29.github.io/CReL/.
Yachen Gao, Xinwei Sun, Yikai Wang +4
May 28, 2026cs.LG

BOKBO (Best of K Bad Options): Calibrated Abstention for VLA Policies

Test-time scaling for vision-language-action (VLA) policies, methods such as RoboMonkey, SEAL, MG-Select, and V-GPS, samples K candidate action chunks at inference and executes the verifier-best. When all K candidates are unsafe, the system executes a violating action with no warning. We propose BOKBO, the first conformal abstention layer for K-sample VLA inference, providing finite-sample distribution-free guarantees on executed-violation rate. We provide both global and per-task (Mondrian) variants, with the per-task variant closing the conditional gap on the hardest tasks. Our analysis exposes a structural failure of policy-internal nonconformity scores under perturbation-based K-sampling: the base-policy confidence proxy and K-sample disagreement correlate at 0.98 with the action-noise hyperparameter σσ, while correlating at the noise floor with actual safety violations. We test the failure's scope by replicating the analysis under token-level temperature sampling and find the failure is mechanism-specific and partially mitigated under policy-stochasticity-based sampling. A learned violation predictor conditioned on semantic visual features and task identity supports tight calibration: at εε = 0.05 on libero_object_temp_x0.1 with OpenVLA-OFT, the conditional CRC bound holds on 86% of bootstrap splits with 78% coverage and 70% net task success. Mondrian-BOKBO raises the minimum per-task conditional hold fraction from 0.71 to 0.93. Results are stable across 5 training seeds, replicate within bootstrap noise on π0π_0-FAST, hold on libero_spatial_temp_x0.1 as a co-equal benchmark, and survive four within-suite distribution shifts. We additionally identify and correct a methodological pitfall: globally-set force thresholds well below expert-typical manipulation forces conflate unsafe behavior with normal manipulation, inflating violation rates by 5×5\times.
Anya Singh, Cabrel Happi, Jai Relan +2
May 28, 2026stat.ML

Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series

Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable and is treated symmetrically during training. However, these assumptions are impractical in many settings, such as time series, where temporal dependence violates exchangeability and it is preferable to use predictors that leverage dependence by treating data asymmetrically. Recent work shows that split conformal prediction is robust to these issues, but sample splitting can reduce accuracy, motivating the study of methods that do not rely on data splitting in the time series setting. In this work, we show that the vanilla leave-one-out jackknife can suffer arbitrary loss of coverage even in canonical time series models with mild temporal dependence. As a remedy, we propose a modification tailored to such settings, which we term the leave-a-window-out (LWO) method, and show that it can achieve valid coverage provided that the model-fitting procedure satisfies mild stability properties. Our proofs are based on quantifying the degree to which the data departs from cyclic exchangeability, which we introduce new coefficients to measure. Experiments on time series demonstrate that our method often enjoys valid coverage when the vanilla jackknife fails to cover, while producing much narrower intervals than split conformal prediction.
Hanyang Jiang, Rina Foygel Barber, Ashwin Pananjady +1
May 28, 2026cs.LG

UNIQ: Conformal Calibration for Adaptive Conservatism in Offline Reinforcement Learning

Offline reinforcement learning requires careful conservatism to mitigate distribution shift, yet most existing methods apply a fixed penalty uniformly across all states regardless of local data coverage. We present UNIQ (Uncertainty-Informed Quantile), an offline RL method that introduces state-adaptive conservatism through conformally calibrated uncertainty estimation. Built on the Implicit Q-Learning (IQL) backbone, UNIQ trains a multi-expectile value ensemble, computes distribution-free uncertainty estimates using split conformal prediction, and maps the resulting signal to a state-dependent expectile that relaxes conservatism in well-covered regions while strengthening it in uncertain regions near the data frontier. On D4RL MuJoCo benchmarks, UNIQ consistently improves over IQL, with the largest gains observed on Walker2d and replay-heavy tasks. At the same time, UNIQ operates at near-IQL memory cost (approximately 250 MB peak VRAM), providing roughly a 10x reduction compared to EDAC. Rather than pursuing overall state-of-the-art performance, we position UNIQ as a practical mechanism contribution that improves the performance-efficiency trade-off in offline reinforcement learning.
Aditya Upadhyay
May 28, 2026cs.AI

Conformal Certification of Reasoning Trace Prefixes

Language model reasoning traces are rarely all-or-nothing; they frequently contain valid intermediate steps before a critical error occurs. Existing uncertainty quantification methods typically certify final answers or entire responses, failing to provide statistical guarantees for the proportion of a sequential trace that can be safely retained. To address this, we introduce CROP (Conformal Reasoning Output Prefixes), a verifier-agnostic calibration procedure for clean-prefix certification. Given any step-level risk proxy, CROP selects a calibrated threshold and returns the longest contiguous prefix whose step risk proxies remain below it, routing the uncertified suffix for downstream review or repair. Assuming exchangeability, CROP rigorously controls the marginal probability that the returned prefix contains an annotated error. Across six process-labeled reasoning datasets, we demonstrate that standard step-level metrics such as AUROC do not fully capture prefix utility, suggesting verifiers should instead be evaluated by certified prefix length. Furthermore, CROP balances over- and under-withholding, improving downstream repair accuracy by preserving valid intermediate reasoning while discarding misleading suffixes. Ultimately, this work positions prefix certification as a rigorous, practical bridge between process supervision, abstention, and repair.
Matt Y. Cheung, Ashok Veeraraghavan, Hanjie Chen +1
May 27, 2026cs.LG

Conf-Gen: Conformal Uncertainty Quantification for Generative Models

Conformal prediction (CP) and its extension, conformal risk control (CRC), are established frameworks for quantifying uncertainty in supervised machine learning through formal guarantees. However, recent breakthroughs in artificial intelligence (AI) have been driven by unsupervised generative models, such as large language models (LLMs) and image generators, which are not directly compatible with CP or CRC. In this work we introduce conformal generation (Conf-Gen), a general framework adapting CRC to generative tasks while relaxing its theoretical assumptions. Conf-Gen unifies and generalizes previous attempts to apply CP to LLMs, and extends conformal methodology to entirely new domains. We demonstrate the flexibility of Conf-Gen through some novel applications, including obtaining conformal guarantees on: image generators producing non-memorized images, conversational AI systems having asked enough clarifying questions, and the output of AI agents being correct.
Gabriel Loaiza-Ganem, Kevin Zhang, Wei Cui +2
May 27, 2026cs.CV

Anomaly as Non-Conformity via Training-Free Graph Laplacian Energy Minimization

Detecting subtle visual anomalies in images remains challenging, particularly when only normal samples are available a priori. Such unsupervised anomaly detection is typically solved by measuring feature similarity of a query patch to a memory of normal patches. However, similarity alone does not reveal how strongly a query patch violates the structure of the normal feature manifold. We propose a training-free Laplacian graph energy optimization formulation, named ANoCo that scores Anomaly by the cost of Non-Conformity of a query patch to align with a fixed normal manifold. For each query patch, we construct a bipartite query to normal graph weighted by cosine affinity, explicitly removing query-query and normal-normal edges to prevent evidence dilution. We formulate anomaly scoring as a convex Laplacian energy with anchored normal nodes, and solve in closed form. In particular, we do not use the optimized features themselves-the anomaly score is the magnitude of the update required to satisfy normality constraints, reframing the graph Laplacian as a non-conformity operator rather than a smoothing prior. The proposed method introduces no learnable parameters, message passing, or sampling, and has complexity comparable to a single linear solve. Across standard benchmarks, it delivers strong image-level AUROC, stable localization maps, and improved robustness over prior methods, demonstrating the effectiveness of using optimization-induced feature drift as anomaly measure.
Jungwook Seo, Minjeong Kim, Younkwan Lee +2
May 27, 2026cs.LG

PINE: Pruning Boosted Tree Ensembles with Conformal In-Distribution Prediction Equivalence

Tree ensembles are machine learning models with strong predictive performance and interpretability, and remain widely used for tabular data. Standard pruning methods for tree ensembles typically optimize an accuracy-compression trade-off and may change a subset of predictions, potentially compromising decision consistency. Faithful pruning methods address this issue by preserving prediction equivalence over the entire input space, but this requirement leads to lower compression ratios. We propose PINE, a pruning method that provides strong guarantees within an in-distribution region. PINE preserves prediction equivalence within this region and controls the region size using a single parameter αα via conformal calibration. Experiments on 12 public tabular datasets show that PINE improves the compression ratio by up to 30% while preserving predictions at a comparable level to existing faithful pruning methods.
Haruki Yajima, Yusuke Matsui
May 27, 2026cs.RO

SAFEVPR: Patch-Based Conformal Verification for Safe Cross-Condition Sequence Visual Place Recognition

Sequence-based visual place recognition (VPR) for SLAM and robot relocalization must decide whether the retrieved top-1 candidate is safe to accept. Conformal prediction is a natural framework for this accept/reject decision, but its finite-sample guarantees rely on exchangeability between calibration and deployment (test) data, which is violated under cross-condition deployment. We introduce SAFEVPR, a non-trainable verification-and-calibration pipeline for safe cross-condition sequence VPR. SAFEVPR replaces the standard backbone cosine similarity with a mutual-nearest-neighbour (MNN) patch-matching score computed from frozen DINOv2 ViT features, and replaces flat Learn-Then-Test calibration with Mondrian conformal LTT, fitting separate Bonferroni-corrected thresholds across score bins. Under exchangeability, these thresholds would provide finite-sample false-discovery-rate (FDR) control; under condition shift, we evaluate empirical validity per deployment. Across 23 cross-condition setups from Oxford RobotCar, NCLT, and St Lucia datasets, using three frozen VPR backbones, SAFEVPR is empirically valid on 23/23 setups at target FDR alpha = 0.10, achieving mean accepted FDR 0.014 and mean true-positive rate (TPR) 0.75. The results show that raw discrimination alone is not sufficient for conformal validity: AnyLoc-VLAD and Super-Point+LightGlue reach comparable area under the receiver operating characteristic curve (AUROC) but fail more setups under the same calibration. On textureless repetitive scenery, SAFEVPR safely abstains rather than accepting unreliable matches. Code is available at https://github.com/Hasar12139/SafeVPR.
Ha Sier, Jiaqiang Zhang, Zhuo Zou +2
May 26, 2026cs.LG

Adversarial Training for Robust Coverage Network under Worst-case Facility Losses

The Maximal Covering Location-Interdiction Problem (MCLIP) is a classic bi-level optimization problem, which is fundamental to resilient infrastructure planning yet remains computationally intractable. Specifically, the upper level determines facility locations to maximize coverage, while the lower level executes worst-case interdiction to minimize the coverage. The strong coupling between the upper and lower levels, combined with their respective high combinatorial complexity, renders traditional methods ineffective. To bridge this gap, we propose a Dual-Agent Deep Reinforcement Learning (DADRL) framework based on adversarial learning, comprising a location agent corresponding to the upper level and an interdiction agent corresponding to the lower level. Our contributions are threefold: (1) The location agent is trained simultaneously against an evolving interdiction agent, making it effectively capture the dynamic competitive interplay between the upper and lower levels; (2) To fully exploit the learned capabilities of the interdiction agent, we propose a Surrogate-based Ensemble Inference Strategy that utilizes the trained interdiction agent as a high-fidelity surrogate to guide the decisions of location agent; (3) Extensive experiments on synthetic and real-world datasets demonstrate that our approach achieves superior computational efficiency while maintaining highly competitive solution quality compared to other baselines. Furthermore, our DADRL framework is model-agnostic to network structures, while its underlying adversarial learning paradigm demonstrates strong potential for solving other bi-level optimization problems.
Changhao Miao, Yuntian Zhang, Tongyu Wu +2
May 26, 2026cs.CR

Control Physiology: An Agent-Based Model of FAIR-CAM Dynamics

Security risk analysis typically treats control effectiveness as a static input, yet controls degrade through configuration drift, depend on monitoring systems that may themselves be degraded, and compete for finite remediation budgets. The FAIR Controls Analytics Model (FAIR-CAM) provides the theoretical framework for these dynamics but has so far remained theoretical. We present the first agent-based model to operationalize the core FAIR-CAM dynamics, making control physiology computationally observable, and release the implementation as open source. The simulation implements eight agent types, a multiplicative defense-in-depth susceptibility formula, a three-source variance model, budget-constrained remediation, and a narrative causation engine that produces a complete causal trace for every loss event. In a hospital ransomware scenario (N=1,000 iterations), three organizational dynamics emerge that static analysis cannot represent. First, emergent operational efficacy diverges from the analytical FAIR-CAM formula by approximately 17 percent, driven by correlated extrinsic variance; the divergence grows linearly with extrinsic frequency and vanishes under purely intrinsic drift. Second, a sharp queueing regime transition in the remediation pipeline approximately 2.8x expected loss when budget falls below a scenario-specific threshold (5-10 engineer-hours/month). Third, cascading monitoring failures propagate through the VMC topology: a single degraded VMC silently compounds undetected variance across the controls it manages. These dynamics are structural properties of the FAIR-CAM architecture and should generalize beyond the specific scenario studied.
Jack Jones, Laura Voicu
May 26, 2026cs.LG

Distribution-Aware Conformal Prediction: A Framework for generating efficient prediction intervals for time series

We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid and efficient prediction intervals. Leveraging a numerical inversion approach to construct interval bounds, DCP accommodates arbitrary combinations of distribution generating predictors and nonconformity scores. Benchmark analysis on synthetic and real-world time series data demonstrate DCP's ability to adaptively calibrate prediction intervals under varying uncertainty regimes. Crucially, DCP's modular design facilitates plug-and-play experimentation with different predictor-score pairings, quantitatively supported by a newly introduced modified Winkler score that balances validity and efficiency by explicitly penalizing undercoverage. While DCP generalizes and extends existing approaches like Conformalized Quantile Regression and Conformalized Monte Carlo, its modular design allows further extensions, setting a foundation for advancing uncertainty quantification in dynamic environments and high-risk applications.
Daniel Schweizer, Peter Kuhn, Jayant Sharma +3
May 26, 2026stat.ME

Structure-Adaptive Conformal Inference for Large-Scale Out-of-Distribution Testing

This paper addresses structured out-of-distribution (OOD) testing in high-stakes machine learning applications. Traditional conformal methods rely on joint exchangeability, making it difficult to incorporate auxiliary information such as spatiotemporal or grouping structures. To overcome this limitation, we propose the structure-adaptive conformal q-value (SCQ), a significance index that integrates individual test evidence with structural patterns. We also develop pseudo-score-guided transductive automated model selection (P-TAMS), which adapts conformalized model selection to structured OOD testing across a toolbox of candidate models. Together, SCQ and P-TAMS form a unified framework under pairwise exchangeability, providing finite-sample error-rate control, improved power, and enhanced interpretability. Experiments on simulated and real data demonstrate that the proposed approach controls the false discovery rate and performs well across diverse settings.
Rongyi Sun, Wenguang Sun, Zinan Zhao
May 25, 2026cs.CL

MiRD: Reliable Set-Valued Prediction for Open-Ended Question Answering via Miscoverage Risk Decomposition

Reliable set-valued prediction provides a principled way to mitigate hallucinations in open-ended question answering (QA), yet existing conformal approaches typically rely on a fragile premise: finite sampling must already produce at least one admissible candidate, or calibration examples violating this condition are discarded. In this paper, we introduce MiRD, a two-stage framework that decomposes overall miscoverage into sampling failure and conditional selection failure. In Stage I, MiRD establishes an expectation-level marginal upper bound on the probability that finite sampling produces no admissible answer under a fixed budget. In Stage II, conditioned on sampling success, MiRD calibrates a conformal selection threshold using admission-correlated nonconformity scores defined over the full calibration set, thereby preserving calibration-set integrity. Across three open-ended QA datasets and eight models, MiRD controls sampling risk, conditional selection risk, and overall miscoverage, while yielding tighter first-stage bounds than PAC-style alternatives and more adaptive prediction sets than successful-only calibration.
Anqi Hu, Zhiyuan Wang, Zijun Jia +1
May 25, 2026cs.LG

Conformalised imprecise inference for robust extrapolation under limited data

Recent advances in uncertainty quantification increasingly emphasise the distinction between aleatory and epistemic uncertainty in machine learning, motivating the need for more unified frameworks. However, despite much progress in producing reliable predictions, existing methods often lack rigorous guarantees when generalising beyond the training domain. We propose a conformalised imprecise inference framework for robust extrapolation, which is model-agnostic and augments predictive models with imprecision and distance awareness. The proposed approach yields imprecise predictions (probability boxes) that remain valid under distributional shift, maintaining coverage while adaptively expanding uncertainty in extrapolation regimes. Experiments on synthetic and benchmark datasets demonstrate improved robustness and reliable coverage compared to standard probabilistic approaches, particularly under limited data.
Yu Chen, Scott Ferson
May 25, 2026stat.ME

Geometry Adaptive Counterfactual Distribution Learning with Diffusion-Guided Smoothing

We study counterfactual distribution learning for high-dimensional outcomes whose counterfactual law may concentrate near lower-dimensional structure. Standard isotropic smoothing treats all ambient directions equally, leading to unfavorable scaling and unstable local inference. We propose two diffusion-guided estimators based on semiparametric debiasing: diffusion-informed smoothing for counterfactual densities and diffusion-informed score smoothing for counterfactual scores. The estimators combine causal nuisance adjustment with geometry-adaptive localization driven by diffusion score information, removing first-order nuisance bias while aligning smoothing with local outcome geometry. We establish asymptotic expansions, risk bounds, and inference procedures for smoothed density and score-based targets, with ambient density inference obtained under additional approximation conditions. Under structural geometry conditions, the leading stochastic error is governed by an effective dimension induced by the diffusion-guided kernel, rather than by the ambient dimension. Semi-synthetic experiments based on CelebA show steeper error decay for geometry-adaptive methods, supporting the proposed effective-dimension theory.
Kwangho Kim
May 24, 2026stat.ML

Choosing Online Experiment Designs under Interference in Ads, Recommendations, and Member-Experience Systems

Online experiments in ads, recommendation, and member-experience systems are often planned before the dominant interference mechanism is known. A treatment may propagate through budgets, inventory, producer exposure, graph spillovers, or temporal carryover, making the randomization design itself a statistical decision. We formulate this problem as robust design selection over uncertain exposure mechanisms. Given a finite catalog of six implementable designs, the selector compares each design by worst-case planning risk over an ambiguity set. The risk combines exposure bias, assignment-unit variance, minimum detectable effect, contamination or carryover, operational cost, and estimand mismatch. For theoretical justification, the paper develops a geometry-aware guarantee, stating that design bias is bounded by Wasserstein distance to the launch exposure distribution, and this penalty is minimax tight under Lipschitz exposure response. We also prove finite-catalog approximation and a robust selector theorem with excess-risk control, exact recovery under separation, and certified shortlists when the risk surface is flat. Empirically, the same selector gives different recommendations across samples from public datasets. It selects user-randomization on Criteo ads with dimensionless robust risk 1.295, switchbacks on Open Bandit-bts/men with risk 2.105, and cluster-randomization on KuaiRand with risk 2.240. The Open Bandit case stresses known but uneven logging support, with propensities from 0.00006 to 0.594 and a 5.17% IPS effective-sample share. Overall, the paper contributes an interference-aware experiment design framework based on mechanism-robust design decisions, where the output is either a justified design choice or an uncertainty shortlist.
Prashant Shekhar, Caroline Howard
May 24, 2026cs.LG

Cluster Frequency Conformal Prediction for Local Coverage

Conformal prediction provides distribution-free coverage guarantees, but in many-class classification it may still under-cover specific classes or subpopulations, preventing safe deployment in high-stakes applications. We propose Cluster Frequency Conformal Prediction (CFCP), a plug-in framework that adapts conformal prediction to local structure in a learned representation space. CFCP clusters learned embeddings, estimates cluster-level label-frequency distributions from calibration data, and for each test point constructs a sample-specific probability vector by softly mixing nearby cluster distributions regularized with global-prior and reliability-aware shrinkage. This vector is then conformalized using standard set constructors. In the disjoint-split regime, CFCP inherits standard finite-sample marginal validity. Under additional assumptions, CFCP further admits a local-validity interpretation. Since representation clusters aggregate locally similar samples, their empirical class frequencies provide a stable estimate of local label ambiguity. Across image and text benchmarks, CFCP achieves the best class coverage in 15/16 dataset/score-family comparisons and a competitive prediction set size efficiency, with several settings substantially more efficient. Overall, our results show that cluster-frequency information provides an effective localized signal for improving classwise reliability in many-class conformal prediction.
Tomer Lavi, Bracha Shapira, Nadav Rappoport
May 23, 2026cs.CR

Stream Assembly Is an Uncontrolled Treatment in Streaming Intrusion-Detection Benchmarks

Streaming intrusion-detection studies assemble evaluation streams from network captures by interleaving capture days, pooling captures, or replaying records round robin. We show on two benchmarks that this assembly is an uncontrolled experimental treatment changing what the evaluation measures. On CICIDS2017, reordering an identical record multiset under a fixed positional 70/15/15 split yields held-out samples sharing only 32.5% of their records, at prevalences of 68.235% and 25.2396% (42.9954 points apart), and reverses the measured ordering of the two deterministic scorers. Restricting both arms to the 78000 records both held out removes the reversal, so it is attributable to which records the assembly hands to the test set, not to the order in which the detector saw its history. That attribution assumes that history contributes no more on the records the arms do not share than on those they do. On LITNET-2020, pooling three temporally disjoint captures reports one 6.4982% operating point, the equal-weight mean of per-capture held-out prevalences from 0.176% to 15.7747%, an identity presented as an audit check. The evaluated detector's reset posterior P(r_t=0) equals the hazard rate exactly below the run-length cap, though evaluations spend nearly all their length at or beyond it, and its evaluated score is a function of P(r<=5), not of P(r=0). Its deployed max composition ranks worse than its tail term alone (0.103477 AP, 0.302658 AUC-ROC) because the auxiliary branch is inverted (AUC-ROC 0.281890) and the maximum lets it set the score wherever the tail is small. With evaluated records and fitted model fixed, changing only the accompanying batch moves the ECOD reference implementation's AUC-PR by 0.003063, so published ECOD numbers are not comparable across studies scoring different batches. Every measured value traces to an archived, hash-verified run manifest.
Michel A. Youssef
May 23, 2026stat.ML

Multicalibration Boosting: Theory, Convergence, and Transferability

Multicalibration extends classical calibration by requiring predictions to be unbiased over a rich collection of functions, encompassing both prediction slices and subpopulations. It has emerged as a powerful framework for fairness, robustness, and reliable prediction, yet the theoretical understanding of multicalibration boosting (MCBoost) remains fragmented and often relies on restrictive assumptions. In this work, we develop a unified and refined perspective on MCBoost that subsumes existing variants, including multiaccuracy, BatchGCP, and BatchMVP. We uncover several phenomena that provide new insights into its practical behavior: even highly accurate and flexible predictors can remain substantially miscalibrated; enforcing multicalibration introduces a calibration-risk trade-off; and early stopping plays a central role in controlling this trade-off. On the theoretical side, we establish a general framework for MCBoost under weaker and more realistic conditions. We show that the boosting iterates converge to a Bregman projection of the population-optimal predictor onto the cumulative span generated by the audit class, thereby explicitly characterizing the function space on which multicalibration is achieved. We further derive convergence rates under different smoothness assumptions, finite-sample guarantees, and principled stopping rules that ensure multicalibration at termination. Finally, we extend the theory of universal adaptability under covariate shift, providing more general transfer guarantees and clarifying when multicalibrated predictors generalize across domains. These results provide a more complete theoretical foundation and practical guidance for multicalibration boosting, positioning it as both a unifying framework and a reliable post-processing approach for modern predictive models.
Hanxuan Ye, Hongzhe Li
May 22, 2026cs.RO

Anisotropic Diffusion-Driven Ergodic Coverage in Multi-Robot Systems

We consider the problem of combining potential field and ergodic search on multi-robot systems. Traditional ergodic search algorithms use metrics for ergodicity that account for the desired distribution at different scales. Recently, a heat equation-driven ergodic approach was proposed, which adds flexibility to the smoothing of the ergodic metric. However, such an approach, as it is an isotropic diffusion, propagates the error uniformly in all directions, regardless of changes in the desired distribution. We introduce a general class of anisotropic diffusion formulation of the ergodicity problem, which generates a potential field for the ergodic search. We demonstrate that this approach generalizes previous results, which consider radial basis functions and the solution of the heat equation to represent the difference between the goal density distribution and the covered trajectories. In our solution, the agent movement is directed using the gradient of the solution of the Perona-Malik diffusion, and our formulation includes the heat equation as a special case. We demonstrate the methodology with a series of simulations in different scenarios.
Thales C. Silva, Anoop Kiran, Nora Ayanian
May 22, 2026cs.LG

Empirical Bayes Conformal Prediction for Vision and Language Models

Conformal prediction (CP) gives distribution-free coverage for modern vision and language models, but it is often forced to make a ranking decision from a single unstable nonconformity score. Standard CP uses one realization, while average-then-calibrate variants smooth multiple realizations into a point estimate. Both options discard the inconsistency that can help identify whether a candidate is indeed stable. A weak answer can enter the conformal set even if the evidence is not strong, simply because one posterior sample or prompt phrasing made it look strong. But variability can help distinguish a stable signal from noise-driven fluctuations. We describe an empirical Bayes conformal prediction framework that uses rr-values to convert score variability into an uncertainty informed nonconformity score. The resulting rr-value estimates how likely a candidate's latent score belongs to the top-ranked group after accounting for both its mean score and its uncertainty. It admits both a closed-form Normal-Normal empirical Bayes estimator and a nonparametric posterior-sampling estimator. Using the rr-value as the nonconformity score preserves the target conformal coverage while provably reducing the inclusion of high variance false candidates under mild regularity conditions. Across image classification, CLIP-based VLM benchmarks, and LLMs, we show that rr-value conformal prediction preserves target coverage while improving ranking stability and reducing set size when variability is informative, and reverting to CP-like behavior when variability vanishes.
Jiapeng Zeng, Yogesh Prabhu, Zhanpeng Zeng +2
May 22, 2026cs.CV

SLIP-RS: Structured-Attribute Language-Image Pre-Training for Remote Sensing Object Detection

Existing language-image pre-training for remote sensing object detection is constrained by Monolithic Label Learning, which relies on exhaustively enumerating open-set categories via black-box data to acquire fine-grained representations, creating a dependency incompatible with the domain's inherent data scarcity. To transcend this bottleneck, we propose SLIP-RS, establishing a Structured-Attribute Decoupling Paradigm that maps the open-ended category space into a finite, physically meaningful attribute space, unlocking fine-grained discriminability via explicit structural logic. This paradigm is realized via two technical pillars: (1) Structured-Attribute Contrastive Learning, which enforces the learning of decoupled intrinsic visual logic via combinatorial attribute augmentation; and (2) Conformal Attribute Reliability Engine, which leverages conformal prediction theory to rigorously distill high-fidelity supervision from noisy sources, yielding RS-Attribute-15M, the largest dataset with over 15 million attribute annotations. Extensive experiments demonstrate that SLIP-RS establishes unprecedented performance in fine-grained detection and cross-domain generalization, validating structured attributes as a vital foundation for remote sensing. Code: https://github.com/facias914/SLIP-RS.
Chenxu Wang, Yuxuan Li, Yunheng Li +3
May 21, 2026cs.LG

CausalGuard: Conformal Inference under Graph Uncertainty

Estimating treatment effects from observational data requires choosing an adjustment set, but valid adjustment depends on an unknown causal graph. Graph misspecification can cause under-coverage, while graph-agnostic conformal wrappers may regain nominal coverage only through large padding. We introduce CausalGuard, a structure-weighted conformal framework that calibrates after aggregating graph-conditional doubly robust pseudo-outcomes. Candidate DAGs are proposed from an LLM-derived edge prior, pruned by conditional-independence tests, and reweighted by Bayesian Information Criterion. A composite nonconformity score then calibrates the posterior-weighted pseudo-outcome. CausalGuard provides distribution-free finite-sample marginal coverage for this aggregated pseudo-outcome; under causal identification, overlap, conditional-mean nuisance stability, and concentration on target-aligned valid adjustment strategies, its conditional mean converges to the true Conditional Average Treatment Effect. Across five benchmarks, CausalGuard attains mean coverage above the nominal 90% level for the directly evaluable target and reduces width when graph-agnostic conformal baselines require large padding. Stress tests show that CausalGuard suppresses invalid collider adjustment and remains stable under misspecified priors when the retained candidate set is data-supported.
Vikash Singh, Weicong Chen, Debargha Ganguly +12
May 20, 2026cs.RO

Mind the Gaps: Multi-Robot Feedback-Driven Ergodic Coverage in Unknown Environments

In this work, we address the problem of multi-robot adaptive coverage, where teams of robots perform dynamic sampling by continuously adjusting their positions to collect data in an environment. This task can be challenging, particularly when robots must be efficiently allocated to new sampling locations over time. Ergodic search methods optimize robot trajectories by ensuring that the robots' time-averaged spatial distribution aligns with the spatial distribution of environmental information. While these methods promote effective exploration provided a target distribution, they often fail to account for unknown prior distributions of the environment. To overcome this limitation, we propose an adaptive coverage strategy that utilizes real-time feedback from an environmental model to adjust robot sampling behavior in response to unknown conditions. Our approach enhances traditional ergodic trajectory optimization by constructing a target spatial information distribution based on parametric models of the environment, which are updated online. This strategy assumes that the environment is either static or changes slowly compared to the robot's motion. Our framework allows robots to dynamically prioritize regions of high interest, improving coverage efficiency, synthesizing effective control policies for individual agents, and optimizing resource use in settings with unknown prior distributions. We validate our approach through simulations, demonstrating its effectiveness in enhancing coverage and resource allocation.
Thales Costa Silva, Nora Ayanian
May 20, 2026cs.RO

Distributed Multi-Coverage for Robot Swarms

Autonomous drone swarms deployed for surveillance, environmental monitoring, and infrastructure inspection must maintain reliable coverage of critical assets despite robot failures. This requires multicoverage: each asset must be observed by multiple robots for redundancy, with coverage requirements varying by asset importance. While recent work has solved the centralized problem optimally using integer programming, practical deployments face constraints that demand distributed solutions: robots operate with limited communication ranges, onboard computation restricts global planning, and partial system failures must not cause mission abort. We present a distributed multicoverage algorithm for robot swarms operating with local sensing, local communication, and no global coordination.
Mariem Guitouni, Aaron T. Becker
May 20, 2026cs.LG

A Deployment Audit of Release-Side Risk in Conformal Triage under Prevalence Shift

Conformal triage converts predictive scores into deployment actions that either release a case, flag it for urgent attention, or defer it to human review. Under prevalence shift, however, the usual summaries of marginal coverage and human-review rate can miss the safety-critical question of whether patients who truly experience the target event are released without review. To address this gap, we introduce a leakage-aware deployment audit for release-side conformal triage. It first assigns target subjects to three non-overlapping roles: prevalence correction, conformal calibration, and held-out release-safety evaluation. This separation then lets the audit evaluate release directly: how many event-positive patients are cleared without review, whether the pilot has enough event labels for calibration, and how the safety-review trade-off shifts. Applying this audit to a retrospective NSCLC pilot shows why lower review can be misleading: after prevalence correction, the pooled conformal branch lowers review by releasing more patients, some of whom are event-positive. Within the audit, the classwise branch acts as a scarcity diagnostic: the pilot has too few event labels to certify safe low-review release.
Chengze Li, Xiao Liu, Hanrong Zhang +7
May 20, 2026stat.ME

Everywhere Valid Bounds on False Discovery Proportions in Conformal Inference

Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is often measured by the false discovery proportion (FDP), defined as the fraction of incorrect selections. Existing approaches typically control the expected value of the FDP, using methods such as the Benjamini-Hochberg procedure. This approach fails to provide high-probability bounds on the realized false discovery proportion and invalidates statistical guarantees if the rejection threshold is selected after inspecting the data. This paper establishes finite-sample, distribution-free upper bounds on the FDP that hold simultaneously over all possible rejection thresholds, enabling arbitrary post hoc selection of the threshold. Simultaneous validity is achieved by constructing a high-probability envelope for the empirical distribution function of null conformal p-values by sampling from their joint distribution. Furthermore, our framework allows practitioners to modulate the envelope's shape, thereby producing tight bounds in rejection regions of primary interest. We use this flexible approach to derive simultaneous FDP upper bounds for both outlier detection and conformal selection. We demonstrate through synthetic and real-data experiments that the resulting bounds are both valid and substantially less conservative than those derived from existing approaches.
Ziang Song, Ying Jin, Emmanuel J. Candès
May 19, 2026cs.LG

Online Conformal Prediction with Corrupted Feedback

Modern artificial intelligence systems require calibrated uncertainty estimates that remain reliable in sequential and non-stationary environments. Online conformal prediction (OCP) addresses this challenge through adaptively updated prediction sets that provide deterministic long-run miscoverage guarantees. These guarantees, however, hinge on the assumption of perfect feedback about the coverage of past prediction sets. In practice, the observed miscoverage indicator may be corrupted by noise, communication failures, or adversarial manipulation, which can severely degrade OCP's calibration guarantees. In this paper, we study OCP under corrupted feedback. We first model feedback corruption as an arbitrary binary flip sequence, and analyze how feedback corruption affects and degrades the miscoverage performance of standard OCP. We then propose two robust schemes: robust OCP via filtering, which leverages the structural properties of the predicted threshold to filter corrupted feedback, and robust OCP via active compensation, which incorporates an active compensation mechanism to mitigate the effect of corrupted feedback. For both methods, we establish explicit miscoverage guarantees, which are further specialized for an independent stochastic flip model and for an arbitrary error model with memory bounds. Experiments on real-world datasets validate the proposed approach, showing markedly improved calibration and significantly smaller prediction sets compared with baseline OCP methods under corrupted feedback.
Bowen Wang, Matteo Zecchin, Osvaldo Simeone
May 19, 2026cs.LG

CASCADE Conformal Prediction: Uncertainty-Adaptive Prediction Intervals for Two-Stage Clinical Decision Support

Effective medication management in Parkinson's Disease (PD) is challenging due to heterogeneous disease progression, variable patient response, and medication side effects. While AI models can forecast levodopa equivalent daily dose (LEDD) as a measure of medication needs, standard uncertainty quantification often fails to communicate the reliability of these predictions, treating high and low confidence clinical decisions identically. We introduce CASCADE (Calibrated Adaptive Scaling via Conformal And Distributional Estimation), a novel conformal prediction framework that propagates epistemic uncertainty from a screening classifier to adapt downstream predictions. Unlike standard conformal methods that rely on auxiliary residual regression, we leverage epistemic uncertainty from a primary classification task (identifying whether a medication change is needed) to dynamically scale the prediction intervals of a secondary regression task (predicting how much change). By mapping Venn-Abers multi-probabilistic uncertainty directly to non-conformity scores, our framework achieves continuous risk adaptation. We demonstrate that this ``cascade effect'' produces highly efficient intervals for confident patients (38.9% narrower than standard conformal baselines) while automatically expanding intervals to ensure robust coverage for uncertain cases, bridging the gap between discrete clinical decision-making and continuous dose forecasting in PD.
Ricardo Diaz-Rincon, Muxuan Liang, Adolfo Ramirez-Zamora +1
May 19, 2026cs.AI

Distribution-Free Uncertainty Quantification for Continuous AI Agent Evaluation

We adapt split conformal prediction and adaptive conformal inference (ACI) to continuous AI agent evaluation, providing distribution-free coverage guarantees for forecasted quality scores. Conformal intervals achieve calibration error below 0.02 across all nominal levels at the 24h horizon, while ACI correctly widens intervals by 35% following agent releases then reconverges. We further develop compositional uncertainty bounds for multi-agent pipelines (validated via simulation across inter-stage correlations rho in [-0.5, 0.9]), a conformal abstention rule for pairwise rankings with controlled false-ranking rate, and FDR-corrected abstention for leaderboard-scale multiple testing. Evaluating 50 agents via 18 real-time signals collected hourly, we show that per-agent conditional coverage is well-concentrated around the nominal level (mean 80.4%, 90% of agents within [72%, 90%]), and that cross-source sentiment divergence predicts ranking instability (r=0.64, p<0.01). A circularity-controlled validation confirms the framework captures signal beyond benchmarks (rho_s=0.52, p<0.01, n=35). Code and data are released under CC BY 4.0.
Yuxuan Gao, Megan Wang, Yi Ling Yu
May 18, 2026cs.LG

Conformal Selective Acting: Anytime-Valid Risk Control for RLVR-Trained LLMs

A local specialist LLM, fine-tuned with reinforcement learning from verifiable rewards (RLVR) on operator-local data, is installed in a regulated organization with per-deployment error budget αα. The operator needs a safety certificate for this deployment's stream at every round: no pooling across deployments, no waiting for a long-run average. Existing wrappers cannot deliver this on adaptive, online-updated streams: offline conformal-risk methods require exchangeability; online-conformal methods bound only long-run averages; non-exchangeable extensions are marginally valid; and the closest anytime wrapper, A-RCPS, controls marginal rather than selective risk. Using a (test statistic, validity guarantee, deployment rule) framework, we identify one empty cell forced by deployment requirements: e-process per threshold, selective risk, anytime-pathwise validity, max-certified-threshold rule. Conformal Selective Acting (CSA) fills it as a per-round wrapper maintaining a Ville-type e-process per threshold on a Bonferroni grid, evaluated against the RLVR filtration. Under predictable updates and isotonic-calibrated monotone risk we prove (i) an anytime-pathwise selective-risk bound RTactα+O(NT1/2)R_T^{\mathrm{act}}\leα+O(N_T^{-1/2}), (ii) rate-optimal certification matching Θ(ηˉ2log(1/δ))Θ(\barη^{-2}\log(1/δ)), and (iii) a horizon-independent release-rate gap. Across eight specialist benchmarks (480480 streams), sixteen adversarial distribution-shift cells (160160 streams), and five live Expert-Iteration RLVR cells with online LoRA over four base models in three architecture families (10,30010{,}300 rounds), CSA is the only method among ten compared that satisfies pathwise validity and non-refusing deployment on every cell. We do not propose a new LLM, training algorithm, or policy class; CSA is the deployment-side complement, orthogonal to the model, for operators who cannot use a frontier API.
Hamed Khosravi, Xiaoming Huo
May 18, 2026stat.ML

Dual-Channel Tensor Neural Networks: Finite-Sample Theory and Conformal Structure Selection

Tensor-valued data arise naturally in neuroimaging, genomics, climate science, and spatiotemporal networks, where multilinear dependencies across modes carry information that is destroyed under vectorization. Existing approaches either impose a single low-rank structure, which can miss localized signal, or treat the tensor as a long vector, which discards its multiway geometry. We propose a Dual-Channel Tensor Neural Network (DC-TNN) that decomposes each tensor input into a low-rank core and a sparse refinement, and processes the two components through coupled neural channels. The framework is structure-agnostic and accommodates CP, Tucker, and tensor-train cores within a single architecture. For estimation, we establish non-asymptotic risk bounds for the DC-TNN estimator that decompose into network approximation, core estimation, and refinement-selection terms, and show that the effective dimension is determined jointly by the core rank and refinement sparsity rather than by the ambient tensor size. For inference, we develop a structure-aware conformal ROC procedure that calibrates within the core-refinement latent space and produces ROC and AUC confidence bands with finite-sample, distribution-free coverage. Building on this, we propose a conformal structure selector that, to our knowledge, is the first distribution-free procedure for choosing among candidate tensor decompositions with finite-sample validity. Simulations and an analysis of a protein dataset demonstrate competitive predictive accuracy, reliable uncertainty quantification, and consistent recovery of the tensor structure.
Elynn Chen, Jiayu Li, Zheshi Zheng +1
May 18, 2026stat.ML

Conformal Prediction via Transported Beta Laws

Split conformal prediction provides finite-sample marginal coverage under exchangeability, but this guarantee averages over the random calibration sample. We study instead the law of the calibration-conditional coverage induced by a realized conformal threshold. In the continuous i.i.d. setting this law is exactly Beta(k,n+1k)Beta(k,n+1-k), so the usual marginal guarantee corresponds to its mean. We take this beta law as a finite-sample reference object and quantify departures from it using Wasserstein distances on [0,1][0,1]. The framework yields direct bounds on marginal coverage gaps and on bad-calibration probabilities, and separates different sources of non-i.i.d. behavior according to how they deform the beta reference: test-side shift acts through a transport map on the coverage scale, while calibration dependence changes the order-statistic law itself. We instantiate the framework in scale-shift, clustered, and stationary mixing settings, where the induced deformations can be characterized explicitly or through Berry-Esseen approximations. Simulations on dependent processes confirm that the first-order approximation tracks the empirical Wasserstein distance even at moderate sample sizes.
Thiago R. Ramos, Helton Graziadei, Luben M. C. Cabezas