4 accepted papers
We introduce a framework for robust uncertainty quantification in situations where labeled training data are corrupted, through noisy or missing labels. We build on conformal prediction, a statistical tool for generating prediction sets that cover the test label with a pre-specified probability. The…
We develop a framework to quantify predictive uncertainty in survival analysis, providing a reliable lower predictive bound (LPB) for the true, unknown patient survival time. Recently, conformal prediction has been used to construct such valid LPBs for *type-I right-censored data*, with the guarante…
We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to construct prediction sets that are valid under the i.i.d assum…
We develop a method to generate prediction intervals that have a user-specified coverage level across all regions of feature-space, a property called conditional coverage. A typical approach to this task is to estimate the conditional quantiles with quantile regression---it is well-known that this l…