2024-09-10-jonkers24a.md

title	booktitle	year	volume	series	month	publisher	pdf	url	abstract	layout	issn	id	tex_title	firstpage	lastpage	page	order	cycles	bibtex_editor	editor	bibtex_author	author	date	address	container-title	genre	issued	extras
Conformal Predictive Systems Under Covariate Shift	Proceedings of the Thirteenth Symposium on Conformal and Probabilistic Prediction with Applications	2024	230	Proceedings of Machine Learning Research	0	PMLR	https://raw.githubusercontent.com/mlresearch/v230/main/assets/jonkers24a/jonkers24a.pdf	https://proceedings.mlr.press/v230/jonkers24a.html	Conformal predictive systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering to the independent and identically distributed (IID) model assumption. This paper extends CPS to accommodate scenarios characterized by covariate shifts. We therefore propose weighted CPS (WCPS), akin to weighted conformal prediction (WCP), leveraging likelihood ratios between training and testing covariate distributions. This extension enables the construction of nonparametric predictive distributions capable of handling covariate shifts. We present theoretical underpinnings and conjectures regarding the validity and efficacy of WCPS and demonstrate its utility through empirical evaluations on both synthetic and real-world datasets. Our simulation experiments indicate that WCPS are probabilistically calibrated under covariate shift.	inproceedings	2640-3498	jonkers24a	Conformal Predictive Systems Under Covariate Shift	406	423	406-423	406	false	Vantini, Simone and Fontana, Matteo and Solari, Aldo and Bostr\"{o}m, Henrik and Carlsson, Lars	given family Simone Vantini given family Matteo Fontana given family Aldo Solari given family Henrik Boström given family Lars Carlsson	Jonkers, Jef and Van Wallendael, Glenn and Duchateau, Luc and Van Hoecke, Sofie	given family Jef Jonkers given family Glenn Van Wallendael given family Luc Duchateau given family Sofie Van Hoecke	2024-09-10		Proceedings of the Thirteenth Symposium on Conformal and Probabilistic Prediction with Applications	inproceedings	date-parts 2024 9 10