mlsanityData to 7 Oct 2026

Semiparametric conformal prediction

arXiv 2411.02114 ↗First posted 4 Nov 2024cs.LG stat.MLcited by 13

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Abstract (arXiv)

Many risk-sensitive applications require well-calibrated prediction sets over multiple, potentially correlated target variables, for which the prediction algorithm may report correlated errors. In this work, we aim to construct the conformal prediction set accounting for the joint correlation structure of the vector-valued non-conformity scores. Drawing from the rich literature on multivariate quantiles and semiparametric statistics, we propose an algorithm to estimate the 1-α quantile of the scores, where α is the user-specified miscoverage rate. In particular, we flexibly estimate the joint cumulative distribution function (CDF) of the scores using nonparametric vine copulas and improve the asymptotic efficiency of the quantile estimate using its influence function. The vine decomposition allows our method to scale well to a large number of targets. As well as guaranteeing asymptotically exact coverage, our method yields desired coverage and competitive efficiency on a range of real-world regression problems, including those with missing-at-random labels in the calibration set.

Key facts. Cited by 13 papers in the map (data through 7 Oct 2026). Builds on 18 of its 86 references that are in the map. First posted on arXiv 4 Nov 2024.

Builds on

18 of 86 references.

References · 18

  1. 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantificationcited by 777
  2. 2016Distribution-Free Predictive Inference For Regressioncited by 657
  3. 2019Conformalized Quantile Regressioncited by 620
  4. 2019Predictive inference with the jackknife+cited by 206
  5. 2022Semiparametric doubly robust targeted double machine learning: a reviewcited by 129
  6. 2013A Conformal Prediction Approach to Explore Functional Datacited by 85
  7. 2021Copula-based conformal prediction for Multi-Target Regressioncited by 53
  8. 2021Conformal Uncertainty Sets for Robust Optimizationcited by 49
  9. 2021Calibrated Multiple-Output Quantile Regression with Representation Learningcited by 49
  10. 2020Exchangeability, Conformal Prediction, and Rank Testscited by 40
  11. 2018Visually Communicating and Teaching Intuition for Influence Functionscited by 19
  12. 2023BOtied: Multi-objective Bayesian optimization with tied multivariate rankscited by 14
6 more
  1. 2017Nonparametric estimation of simplified vine copula models: comparison of methodscited by 13
  2. 2019Concepts and Applications of Conformal Prediction in Computational Drug Discoverycited by 13
  3. 2014Probit transformation for nonparametric kernel estimation of the copula densitycited by 9
  4. 2013Probit transformation for kernel density estimation on the unit intervalcited by 5
  5. 2022Nonparametric Copula Models for Multivariate, Mixed, and Missing Datacited by 4
  6. 2023Semiparametric posterior correctionscited by 3

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 1; 2025: 9; 2026: 3.

13 papers.

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  1. 2025Multivariate Conformal Prediction using Optimal Transportcited by 21
  2. 2025Optimal Transport-based Conformal Predictioncited by 19
  3. 2024Your copula is a classifier in disguise: classification-based copula density estimationcited by 8
  4. 2025Multivariate Conformal Selectioncited by 8
  5. 2025Diffusion and Flow-based Copulas: Forgetting and Remembering Dependenciescited by 7
  6. 2026Online Conformal Prediction with Adversarial Semi-bandit Feedback via Regret Minimizationcited by 4
  7. 2025Beyond Uncertainty Sets: Leveraging Optimal Transport to Extend Conformal Predictive Distributions to Multivariate Settingscited by 3
  8. 2025Vine Copulas as Differentiable Computational Graphscited by 2
  9. 2025Interpretable Multivariate Conformal Prediction with Fast Transductive Standardizationcited by 2
  10. 2025Throwing Vines at the Wall: Structure Learning via Random Searchcited by 1
  11. 2025Minimax Multi-Target Conformal Prediction with Applications to Imaging Inverse Problemscited by 0
  12. 2026Debiased Machine Learning for Conformal Prediction of Counterfactual Outcomes Under Runtime Confoundingcited by 0
1 more
  1. 2026Multivariate conformal uncertainty propagation in multitask atomistic simulation: Successes and pitfallscited by 0