第74回統計的機械学習セミナー / The 74th Statistical Machine Learning Seminar (Hybrid)
- 【Date & Time】
- 4 June, 2026 (Thursday) 16:00 - 17:30
Admission Free, No Booking Necessary
- 【Place】
- Seminar Room 2 (D208, 2nd floor), The Institute of Statistical Mathematics
Online :
Please register from the URL below to get a Zoom link:
https://forms.gle/mbuhzR23b7bnRW2HA
- 【Speaker】
- Wenkai Xu (University of Warwick)
- 【Title】
- Conformal prediction under data corruption, with extension to multi-variate uncertainty quantification
- 【Abstract】
-
Conformal prediction provides powerful nonparametric techniques for constructing prediction intervals or prediction sets that are data-adaptive and model-free. One key assumption for conformal set guarantee is the exchangeability of the data. With the presence of corrupted observations, exchangeability assumptions are violated. We present techniques to adapt conformal prediction techniques into the general Huber contamination setting and provide the revised coverage guarantees. In addition, extending beyond univariate residuals, we present how an ordering of multivariate residuals based on reproducing kernels can help us better understand uncertainty quantification in complex data scenarios.
