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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Conformalized Large-Scale Selective Inference with Inform...
Wangcheng Li, Guanlan Zhao, Xu Guo, Wenguang Sun · 2026-05-26 · via math.ST updates on arXiv.org

In large-scale prediction problems, exhaustively following up on all test units is often impractical and inefficient, motivating a selective reporting strategy that fulfills the dual requirements of informativeness and trustworthiness. Within the InfoFCR (Informative prediction with False Coverage Rate control) framework, we propose SCIP (Selective Conformal Inference for Informative Predictions), a procedure built on three key components: (i) an informative set constructor that tailors prediction sets to individual test units according to user-specified informativeness constraints; (ii) a trust score that provides a principled quantification of the trustworthiness of candidate informative sets; and (iii) generalized conformal p-values that are used to perform FCR analysis for selecting the most promising candidates. We establish that SCIP guarantees finite-sample FCR control and is asymptotically anti-conservative, achieving higher statistical power than existing methods. The framework is highly versatile, accommodating a wide range of error metrics across both regression and classification tasks. Extensive numerical experiments on simulated and real data demonstrate the effectiveness of our approach.