On Oct 29, 2025, at 11:34âAM, Sandeep Silwal via Theory-faculty <theory-faculty@xxxxxxxxxxx> wrote:
Hi everyone,
Details: Wed Nov 5 at 2:30-3:30pm, Morgridge Hall 3610
Title:
Computing Small Volume Confidence Set for Arbitrary Distributions
Abstract: We study the problem of learning a high-density region of an arbitrary distribution. Given a target coverage level, and sample access to an arbitrary distribution D, we want to output a confidence set S such
that S achieves the desired coverage and the volume of S is as small as possible. We show that this problem is statistically intractable in the most general setting. Then, we restrict our attention to competing with sets from a set family C with bounded VC
dimension and provide approximation algorithms to compute a small volume set with desired coverage. Finally, we demonstrate the application of our results to conformal prediction.
See you there!
Sandeep
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