paper-with-me

Papers

Spatial Conformal Inference through Localized Quantile Regression

2024-12-02 · Hanyang Jiang, Yao Xie

Reliable uncertainty quantification at unobserved spatial locations, especially in the presence of complex and heterogeneous datasets, remains a core challenge in spatial statistics. Traditional approaches like Kriging rely heavily on assumptions such as normality, which often break down in large-scale, diverse datasets, leading to unreliable prediction intervals. While machine learning methods have emerged as powerful alternatives, they primarily focus on point predictions and provide limited mechanisms for uncertainty quantification. Conformal prediction, a distribution-free framework, offers valid prediction intervals without relying on parametric assumptions. However, existing conformal prediction methods are either not tailored for spatial settings, or existing ones for spatial data have relied on rather restrictive i.i.d. assumptions. In this paper, we propose Localized Spatial Conformal Prediction (LSCP), a conformal prediction method designed specifically for spatial data. LSCP leverages localized quantile regression to construct prediction intervals. Instead of i.i.d. assumptions, our theoretical analysis builds on weaker conditions of stationarity and spatial mixing, which is natural for spatial data, providing finite-sample bounds on the conditional coverage gap and establishing asymptotic guarantees for conditional coverage. We present experiments on both synthetic and real-world datasets to demonstrate that LSCP achieves accurate coverage with significantly tighter and more consistent prediction intervals across the spatial domain compared to existing methods.

📄 PDF Abstract BibTeX arXiv:2412.01098

Code (0)

등록된 구현이 없습니다.

Tasks

Conformal PredictionPredictionPrediction Intervalsquantile regressionregressionUncertainty Quantification

Methods 이 논문이 사용한 방법론

Focus 설명 없음

Similar Papers 제목 키워드 기반

Conformalized Unconditional Quantile Regression

2023-04-04 · Ahmed M. Alaa, Zeshan Hussain, David Sontag

We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence fu…

Conformal PredictionEconometricsquantile regressionregression

QUTCC: Quantile Uncertainty Training and Conformal Calibration for Imaging Inverse Problems

2025-07-19 · Cassandra Tong Ye, Shamus Li, Tyler King, Kristina Monakhova arxiv

While deep learning offers tremendous promise for scientific and medical imaging, any failures and hallucinations (predictions that do not coincide with reality) are hard to pinpoint and can have serious downstream conse…

Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction

2026-08-06 · Anton Conrad, Rustam Isaev, Denis Belomestny, Eric Moulines 외 arxiv

Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscalibration, while exact distribution-free c…

Sequential Predictive Conformal Inference for Time Series

2022-12-07 · Chen Xu, Yao Xie

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the na…

Conformal PredictionPredictionquantile regressionTime Series+2

Error-quantified Conformal Inference for Time Series

2025-02-02 · Junxi Wu, Dongjian Hu, Yajie Bao, Shu-Tao Xia 외

Uncertainty quantification in time series prediction is challenging due to the temporal dependence and distribution shift on sequential data. Conformal inference provides a pivotal and flexible instrument for assessing t…

PredictionTime SeriesTime Series PredictionUncertainty Quantification+1