Shankar Deka

Uncertainty Quantification via Invariant-Measure Conformal Prediction

Mohammadhossein Bakhtiaridoust, Dominik Baumann, Shankar Deka

Uncertainty quantification for learned stochastic dynamical systems is essential in safety-critical tasks such as control and monitoring. Standard conformal prediction provides finite-sample coverage guarantees under exchangeability, but this assumption is typically violated in d…Read more