Re: [theory students] CS Theory Seminar this Wed, Nov 5: Liren Shan "Computing Small Volume Confidence Set for Arbitrary Distributions"


Date: Wed, 5 Nov 2025 03:46:49 +0000
From: Sandeep Silwal <silwal@xxxxxxxxxxx>
Subject: Re: [theory students] CS Theory Seminar this Wed, Nov 5: Liren Shan "Computing Small Volume Confidence Set for Arbitrary Distributions"
Hi everyone!

We have the seminar tomorrow, see you there! There are still some meeting spots with Liren if you want to chat with him. Please sigh up here: https://docs.google.com/spreadsheets/d/1yyB6znjmxrTtMgpTBhOhX-HDdsrBxaDNh8U3gBviFio/edit?gid=0#gid=0


On Nov 3, 2025, at 9:19âAM, Sandeep Silwal <silwal@xxxxxxxxxxx> wrote:


This week (Wed Nov 5) we have a visitor Liren Shan (https://lirenshan.github.io/)  from TTIC! If you would like to meet with Liren, please sign up here: https://docs.google.com/spreadsheets/d/1yyB6znjmxrTtMgpTBhOhX-HDdsrBxaDNh8U3gBviFio/edit?usp=sharing

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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