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pith:BWTFCH7V

pith:2026:BWTFCH7VGAEULCSKHRREWT5CYV
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Optimal Spatio-Temporal Decoupling for Bayesian Conformal Prediction

Chia-Yen Lee, Yu-Hsueh Fang

State-Adaptive Bayesian Conformal Prediction gates temporal inertia with spatial kernel-density evidence to balance coverage and efficiency.

arxiv:2605.00432 v2 · 2026-05-01 · cs.LG · stat.ML

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Claims

C1strongest claim

We rigorously prove this mechanism's optimality, identifying a minimax bias-variance tradeoff governed by an evidence threshold K. ... SA-BCP resolves the systematic under-coverage inherent to ACI variants while simultaneously reducing the uncalibrated interval bloat of Bayesian CP by 10% to 37% under high-confidence requests.

C2weakest assumption

That spatial kernel-density evidence can accurately and proactively identify historical regimes to gate temporal inertia without introducing new lag or calibration errors, as stated in the description of the SA-BCP mechanism.

C3one line summary

SA-BCP achieves optimal spatio-temporal decoupling in Bayesian conformal prediction by gating temporal inertia with spatial kernel-density evidence, governed by a minimax bias-variance threshold K, and outperforms ACI and Bayesian CP baselines on financial datasets.

Receipt and verification
First computed 2026-06-12T00:07:49.195151Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

0da6511ff53009458a4a3c624b4fa2c570979d4f815d24e6e03de6ec7fb6a1f5

Aliases

arxiv: 2605.00432 · arxiv_version: 2605.00432v2 · doi: 10.48550/arxiv.2605.00432 · pith_short_12: BWTFCH7VGAEU · pith_short_16: BWTFCH7VGAEULCSK · pith_short_8: BWTFCH7V
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/BWTFCH7VGAEULCSKHRREWT5CYV \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 0da6511ff53009458a4a3c624b4fa2c570979d4f815d24e6e03de6ec7fb6a1f5
Canonical record JSON
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    "abstract_canon_sha256": "6aeca0658de8cd5c8a8c69ae6d3a8efc258c43da12d8095d2f6621485ad49bca",
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    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "cs.LG",
    "submitted_at": "2026-05-01T06:07:07Z",
    "title_canon_sha256": "c9aae07ddd7cee857dc3ff27b02a09764d4a50965e91ceec61b322d539752097"
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