mlsanityData to 14 Oct 2026

Conformal Prediction for Hierarchical Data

arXiv 2411.13479 ↗First posted 20 Nov 2024stat.ML cs.LG stat.APcited by 5

Not on the map. Why?

Abstract (arXiv)

We consider conformal prediction for multivariate data and focus on hierarchical data, where some components are linear combinations of others. Intuitively, the hierarchical structure can be leveraged to reduce the size of prediction regions for the same coverage level. We implement this intuition by including a projection step (also called a reconciliation step) in the split conformal prediction [SCP] procedure, and prove that the resulting prediction regions are indeed globally smaller. We do so both under the classic objective of joint coverage and under a new and challenging task: component-wise coverage, for which efficiency results are more difficult to obtain. The associated strategies and their analyses are based both on the literature of SCP and of forecast reconciliation, which we connect. We also illustrate the theoretical findings, for different scales of hierarchies on simulated data.

Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 16 of its 45 references that are in the map. First posted on arXiv 20 Nov 2024.

Builds on

16 of 45 references.

References · 16

  1. 2016Distribution-Free Predictive Inference For Regressioncited by 668
  2. 2019Conformal Prediction Under Covariate Shiftcited by 519
  3. 2021Adaptive Conformal Inference Under Distribution Shiftcited by 375
  4. 2022Adaptive Conformal Predictions for Time Seriescited by 161
  5. 2022Conformal Inference for Online Prediction with Arbitrary Distribution Shiftscited by 128
  6. 2021Copula-based conformal prediction for Multi-Target Regressioncited by 53
  7. 2021Calibrated Multiple-Output Quantile Regression with Representation Learningcited by 50
  8. 2021Conformal Uncertainty Sets for Robust Optimizationcited by 49
  9. 2024Conformal prediction for multi-dimensional time series by ellipsoidal setscited by 37
  10. 2018Distribution-Free Prediction Sets for Two-Layer Hierarchical Modelscited by 35
  11. 2023Distribution-free inference with hierarchical datacited by 15
  12. 2014Efficiency of conformalized ridge regressioncited by 13
4 more
  1. 2021Probabilistic forecast reconciliation under the Gaussian frameworkcited by 13
  2. 2020Online Hierarchical Forecasting for Power Consumption Datacited by 10
  3. 2024Predictive Inference in Multi-environment Scenarioscited by 4
  4. 2023Forecasting Electric Vehicle Charging Station Occupancy: Smarter Mobility Data Challengecited by 3

Built on by

Cited by year (2026 to 14 Oct)

Citing papers per year: 2025: 2; 2026: 3.

5 papers.

  1. 2025Conformal Calibration: Ensuring the Reliability of Black-Box AI in Wireless Systemscited by 12
  2. 2025Multivariate Standardized Residuals for Conformal Predictioncited by 6
  3. 2026Simulation-Augmented Multi-Step Split Conformal Prediction for Aggregated Forecastscited by 0
  4. 2026Multivariate conformal uncertainty propagation in multitask atomistic simulation: Successes and pitfallscited by 0
  5. 2026Probabilistic Forecasting of Electric Vehicle Charging in a Time-varying Hierarchical Infrastructurecited by 0