math.ST · 2026-09-22 · No. 121

Statistics Theory, 2026-09-22.

1 new papers in math.ST. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Conformalized Quantile Regression and Minimax Limits of Fixed-Score Calibration under Known Covariate Shift

    Rustam Isaev, Anton Conrad, Denis Belomestny, Eric Moulines, Sergey Samsonov

    math.ST · cs.LG · stat.ML

    In this paper, we study nonasymptotic $L^p$ error bounds for interval length and conditional coverage in split conformalized quantile regression (CQR). Our bounds rely on local regularity conditions and accuracy guarantees for the estimated quantiles. We further instantiate our bounds for quantile regression with sparse ReLU neural networks. We also consider covariate shift, where the calibration and test covariates have different...

    arxiv.org/abs/2609.24929 · PDF

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