ibismlの皆様
統計数理研究所の福水です。以下の通り第74回統計的機械学習セミナーをハイブリッドで開催します。ご関心のある方のご参加をお待ちしています。
The 68th Statistical Machine Learning Seminar
Date & Time: June 4th (Thursday) 2026, 16:00--17:30
Hybrid
- Room: Meeting Room 2 (D208, 2nd floor), ISM.
- Online: please register at the google forms,
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.