Occupancy Prediction

Performativity of predictions refers to the phenomenon where prediction-informed decisions influence the very targets they aim to predict—a dynamic commonly observed in policy-making, social sciences, and economics. In this paper, we initiate an end-to-end framework of statistical inference under performativity. Our contributions are twofold. First, we establish a central limit theorem for estimation and inference in the performative setting, enabling standard inferential tasks such as constructing confidence intervals and conducting hypothesis tests in policy-making contexts. Second, we leverage this central limit theorem to study prediction-powered inference (PPI) under performativity. This approach yields more precise estimates and tighter confidence regions for the model parameters (i.e., policies) of interest in performative prediction. We validate the effectiveness of our framework through numerical experiments. To the best of our knowledge, this is the first work to establish a complete statistical inference under performativity, introducing new challenges and inference settings that we believe will provide substantial value to policy-making, statistics, and machine learning.

Predictions in the form of sets of probability distributions, so-called credal sets, provide a suitable means to represent a learner's epistemic uncertainty. In this paper, we propose a theoretically grounded approach to credal prediction based on the statistical notion of relative likelihood: The target of prediction is the set of all (conditional) probability distributions produced by the collection of plausible models, namely those models whose relative likelihood exceeds a specified threshold. This threshold has an intuitive interpretation and allows for controlling the trade-off between correctness and precision of credal predictions. We tackle the problem of approximating credal sets defined in this way by means of suitably modified ensemble learning techniques. To validate our approach, we illustrate its effectiveness by experiments on benchmark datasets demonstrating superior uncertainty representation without compromising predictive performance. We also compare our method against several state-of-the-art baselines in credal prediction.

When a prediction algorithm serves a collection of users, disparities in prediction quality are likely to emerge. If users respond to accurate predictions by increasing engagement, inviting friends, or adopting trends, repeated learning creates a feedback loop that shapes both the model and the population of its users. In this work, we introduce evolutionary prediction games, a framework grounded in evolutionary game theory which models such feedback loops as natural-selection processes among groups of users. Our theoretical analysis reveals a gap between idealized and real-world learning settings: In idealized settings with unlimited data and computational power, repeated learning creates competition and promotes competitive exclusion across a broad class of behavioral dynamics. However, under realistic constraints such as finite data, limited compute, or risk of overfitting, we show that stable coexistence and mutualistic symbiosis between groups becomes possible. We analyze these possibilities in terms of their stability and feasibility, present mechanisms that can sustain their existence, and empirically demonstrate our findings.

Human cognition is punctuated by abrupt, spontaneous shifts between topics—driven by emotional, contextual, or associative cues—a phenomenon known as spontaneous thought in neuroscience. In contrast, self-attention-based models rely on structured patterns over their inputs to predict each next token, lacking spontaneity. Motivated by this distinction, we characterize *spontaneous topic changes* in self-attention architectures and reveal divergences from *spontaneous human thought*. First, we establish theoretical results under a simplified, single-layer self-attention model with suitable conditions by defining a topic as a set of Token Priority Graphs (TPGs). Specifically, we demonstrate that (1) the model maintains the priority order of tokens related to the input topic, (2) a spontaneous topic change can occur only if lower-priority tokens outnumber all higher-priority tokens of the input topic, and (3) unlike human cognition, the longer context length or the more ambiguous input topic does not increase the likelihood of spontaneous change. Second, we empirically validate that the effect of input length or topic ambiguity persists in modern, state-of-the-art LLMs, underscoring a fundamental disparity between human cognition and AI behavior in the context of spontaneous topic changes. To the best of our knowledge, no prior work has explored these questions with a focus so closely aligned to human thought.

Predicting disease risk from DNA presents an unprecedented emerging challenge as biobanks approach population scale sizes ($N>10^6$ individuals) with ultra-high-dimensional features ($L>10^5$ genotypes). Current methods, often linear and reliant on summary statistics, fail to capture complex genetic interactions and discard valuable individual-level information. We introduce **PRSformer**, a scalable deep learning architecture designed for end-to-end, multitask disease prediction directly from million-scale individual genotypes. PRSformer employs neighborhood attention, achieving linear $O(L)$ complexity per layer, making Transformers tractable for genome-scale inputs. Crucially, PRSformer utilizes a stacking of these efficient attention layers, progressively increasing the effective receptive field to model local dependencies (e.g., within linkage disequilibrium blocks) before integrating information across wider genomic regions. This design, tailored for genomics, allows PRSformer to learn complex, potentially non-linear and long-range interactions directly from raw genotypes. We demonstrate PRSformer's effectiveness using a unique large private cohort ($N \approx 5$M) for predicting 18 autoimmune and inflammatory conditions using $L \approx 140$k variants. PRSformer significantly outperforms highly optimized linear models trained on the *same individual-level data* and state-of-the-art summary-statistic-based methods (LDPred2) derived from the *same cohort*, quantifying the benefits of non-linear modeling and multitask learning at scale. Furthermore, experiments reveal that the advantage of non-linearity emerges primarily at large sample sizes ($N > 1$M), and that a multi-ancestry trained model improves generalization, establishing PRSformer as a new framework for deep learning in population-scale genomics.

Eliciting reliable human feedback is essential for many machine learning tasks, such as learning from noisy labels and aligning AI systems with human preferences. Peer prediction mechanisms incentivize truthful reporting without ground truth verification by scoring agents based on correlations with peers. Traditional mechanisms, which ensure that truth-telling maximizes the \textbf{expected scores} in equilibrium, can elicit honest information while assuming agents' utilities are \textbf{linear functions} of their scores. However, in practice, non-linear payment rules are usually preferred, or agents' utilities are inherently non-linear. We propose \emph{stochastically dominant truthfulness (SD-truthfulness)} as a stronger guarantee: the score distribution of truth-telling stochastically dominates all other strategies, incentivizing truthful reporting for a wide range of monotone utility functions. Our first observation is that no existing peer prediction mechanism naturally satisfies this criterion without strong assumptions. A simple solution - rounding scores into binary lotteries — can enforce SD-truthfulness, but often degrades \emph{sensitivity}, a key property related to fairness and statistical efficiency. We demonstrate how a more careful application of rounding can better preserve sensitivity. Furthermore, we introduce a new enforced agreement (EA) mechanism that is theoretically guaranteed to be SD-truthful in binary-signal settings and, under mild assumptions, empirically achieves the highest sensitivity among all known SD-truthful mechanisms.

We introduce a novel conformal prediction framework for constructing conformal prediction bands with high probability around biomarker trajectories observed at subject-specific, randomly-timed follow-up visits. Existing conformal methods typically assume fixed time grids, limiting their applicability in longitudinal clinical studies. Our approach addresses this limitation by defining a time-varying nonconformity score that normalizes prediction errors using model-derived uncertainty estimates, enabling conformal inference at arbitrary time points. We evaluate our method on two well-established brain biomarkers—hippocampal and ventricular volume—using a range of standard and state-of-the-art predictors. Across models, our conformalized predictors consistently achieve nominal coverage with tighter prediction intervals compared to baseline uncertainty estimates. To further account for population heterogeneity, we develop group-conditional conformal bands with formal coverage guarantees across clinically relevant and high-risk subgroups. Finally, we demonstrate the clinical utility of our approach in identifying subjects at risk of progression to Alzheimer’s disease. We introduce an uncertainty-aware progression metric based on the lower conformal bound and show that it enables the identification of 17.5\% more high-risk subjects compared to standard slope-based methods, highlighting the value of uncertainty calibration in real-world clinical decision making. We make the code available at \href{https://github.com/vatass/ConformalBiomarkerTrajectories}{\texttt{github.com/vatass/ConformalBiomarkerTrajectories}}.

For any black-box model, conformal prediction (CP) returns prediction *sets* guaranteed to include the true label with high adjustable probability. Robust CP (RCP) extends the guarantee to the worst case noise up to a pre-defined magnitude. For RCP, a well-established approach is to use randomized smoothing since it is applicable to any black-box model and provides smaller sets compared to deterministic methods. However, smoothing-based robustness requires many model forward passes per each input which is computationally expensive. We show that conformal prediction attains some robustness even with *a single forward pass on a randomly perturbed input*. Using any binary certificate we propose a single sample robust CP (RCP1). Our approach returns robust sets with smaller average set size compared to SOTA methods which use many (e.g. $\sim 100$) passes per input. Our key insight is to certify the conformal procedure itself rather than individual conformity scores. Our approach is agnostic to the task (classification and regression). We further extend our approach to smoothing-based robust conformal risk control.

3D occupancy prediction is crucial for robust autonomous driving systems as it enables comprehensive perception of environmental structures and semantics. Most existing methods employ dense voxel-based scene representations, ignoring the sparsity of driving scenes and resulting in inefficiency. Recent works explore object-centric representations based on sparse Gaussians, but their ellipsoidal shape prior limits the modeling of diverse structures. In real-world driving scenes, objects exhibit rich geometries (e.g., cuboids, cylinders, and irregular shapes), necessitating excessive ellipsoidal Gaussians densely packed for accurate modeling, which leads to inefficient representations. To address this, we propose to use geometrically expressive superquadrics as scene primitives, enabling efficient representation of complex structures with fewer primitives through their inherent shape diversity. We develop a probabilistic superquadric mixture model, which interprets each superquadric as an occupancy probability distribution with a corresponding geometry prior, and calculates semantics through probabilistic mixture. Building on this, we present QuadricFormer, a superquadric-based model for efficient 3D occupancy prediction, and introduce a pruning-and-splitting module to further enhance modeling efficiency by concentrating superquadrics in occupied regions. Extensive experiments on the nuScenes and KITTI-360 datasets demonstrate that QuadricFormer achieves state-of-the-art performance while maintaining superior efficiency. Code is available at https://github.com/zuosc19/QuadricFormer.

Conformal prediction methods are statistical tools designed to quantify uncertainty and generate predictive sets with guaranteed coverage probabilities. This work introduces an innovative refinement to these methods for classification tasks, specifically tailored for scenarios where multiple observations (multi-inputs) of a single instance are available at prediction time. Our approach is particularly motivated by applications in citizen science, where multiple images of the same plant or animal are captured by individuals. Our method integrates the information from each observation into conformal prediction, enabling a reduction in the size of the predicted label set while preserving the required class-conditional coverage guarantee. The approach is based on the aggregation of conformal p-values computed from each observation of a multi-input. By exploiting the exact distribution of these p-values, we propose a general aggregation framework using an abstract scoring function, encompassing many classical statistical tools. Knowledge of this distribution also enables refined versions of standard strategies, such as majority voting. We evaluate our method on simulated and real data, with a particular focus on Pl@ntNet, a prominent citizen science platform that facilitates the collection and identification of plant species through user-submitted images.

When agents trade in a Duality-based Cost Function prediction market, they collectively implement the learning algorithm Follow-The-Regularized-Leader [Abernethy et al., 2013]. We ask whether other learning algorithms could be used to inspire the design of prediction markets. By decomposing and modifying the Duality-based Cost Function Market Maker's (DCFMM) pricing mechanism, we propose a new prediction market, called the Smooth Quadratic Prediction Market, the incentivizes agents to collectively implement general steepest gradient descent. Relative to the DCFMM, the Smooth Quadratic Prediction Market has a better worst-case monetary loss for AD securities while preserving axiom guarantees such as the existence of instantaneous price, information incorporation, expressiveness, no arbitrage, and a form of incentive compatibility. To motivate the application of the Smooth Quadratic Prediction Market, we independently examine agents' trading behavior under two realistic constraints: bounded budgets and buy-only securities. Finally, we provide an introductory analysis of an approach to facilitate adaptive liquidity using the Smooth Quadratic Prediction Market. Our results suggest future designs where the price update rule is separate from the fee structure, yet guarantees are preserved.

We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split conformal'' methods achieve near desired coverage levels with high probability, a guarantee conditional on the validation data rather than marginal over it. In addition, we directly consider (approximate) conditional coverage, where, e.g., conditional on a covariate $X$ belonging to some group of interest, we seek a guarantee that a predictive set covers the true outcome $Y$. We show that the natural method of performing quantile regression on a held-out (validation) dataset yields minimax optimal guarantees of coverage in these cases. Complementing these positive results, we also provide experimental evidence highlighting work that remains to develop computationally efficient valid predictive inference methods.

We propose Conformal Mixed-Integer Constraint Learning (C-MICL), a novel framework that provides probabilistic feasibility guarantees for data-driven constraints in optimization problems. While standard Mixed-Integer Constraint Learning methods often violate the true constraints due to model error or data limitations, our C-MICL approach leverages conformal prediction to ensure feasible solutions are ground-truth feasible with probability at least $1{-}\alpha$, under a conditional independence assumption. The proposed framework supports both regression and classification tasks without requiring access to the true constraint function, while avoiding the scalability issues associated with ensemble-based heuristics. Experiments on real-world applications demonstrate that C-MICL consistently achieves target feasibility rates, maintains competitive objective performance, and significantly reduces computational cost compared to existing methods. Our work bridges mathematical optimization and machine learning, offering a principled approach to incorporate uncertainty-aware constraints into decision-making with rigorous statistical guarantees.

Large Language Models (LLMs) are increasingly deployed in high-stakes domains such as science, law, and healthcare, where accurate expressions of uncertainty are essential for reliability and trust. However, current LLMs are often observed to generate incorrect answers with high confidence—a phenomenon known as "overconfidence". Recent efforts have focused on calibrating LLMs' verbalized confidence: i.e., their expressions of confidence in text form, such as "I am 80% confident that...". Existing approaches either rely on prompt engineering or fine-tuning with heuristically generated uncertainty estimates, both of which have limited effectiveness and generalizability. Motivated by the notion of proper scoring rules for calibration in classical machine learning models, we introduce ConfTuner, a simple and efficient fine-tuning method that introduces minimal overhead and does not require ground-truth confidence scores or proxy confidence estimates. ConfTuner relies on a new loss function, tokenized Brier score, which we theoretically prove to be a proper scoring rule, intuitively meaning that it "correctly incentivizes the model to report its true probability of being correct". ConfTuner improves calibration across diverse reasoning tasks and generalizes to black-box models such as GPT-4o. Our results further show that better-calibrated confidence enables downstream gains in self-correction and model cascade, advancing the development of trustworthy LLM systems. The code is available at https://github.com/liushiliushi/ConfTuner.

Even in controlled settings, understanding instance-wise geometries is a challenging task for a wide range of visual models. Although specialized systems exist, modern arts rely on expensive input formats (category labels, binary segmentation masks) and inference costs (a quadratic amount of forward passes). We mitigate these limitations by proposing InstaFormer, a network capable of holistic order prediction. That is, solely given an input RGB image, InstaFormer returns the full occlusion and depth orderings for all the instances in the scene in a single forward pass. At its core, InstaFormer relies on interactions between object queries and latent mask descriptors that semantically represent the same objects while carrying complementary information. We comprehensively benchmark and ablate our approach to highlight its effectiveness. Our code and models are open-source and available at this URL: https://github.com/SNU-VGILab/InstaOrder.

Visual autoregressive modeling has recently demonstrated potential in image tasks by enabling coarse-to-fine, next-level prediction. Most indoor 3D occupancy prediction methods, however, continue to rely on dense voxel grids and convolution-heavy backbones, which incur high computational costs when applying such coarse-to-fine frameworks. In contrast, cost-efficient alternatives based on Gaussian representations—particularly in the context of multi-scale autoregression—remain underexplored. To bridge this gap, we propose DFGauss, a dynamic focused masking framework for multi-scale 3D Gaussian representation. Unlike conventional approaches that refine voxel volumes or 2D projections, DFGauss directly operates in the 3D Gaussian parameter space, progressively refining representations across resolutions under hierarchical supervision. Each finer-scale Gaussian is conditioned on its coarser-level counterpart, forming a scale-wise autoregressive process. To further enhance efficiency, we introduce an importance-guided refinement strategy that selectively propagates informative Gaussians across scales, enabling spatially adaptive detail modeling. Experiments on 3D occupancy benchmarks demonstrate that DFGauss achieves competitive performance, highlighting the promise of autoregressive modeling for scalable 3D occupancy prediction.

Offline Learning from Observations (LfO) focuses on enabling agents to imitate expert behavior using datasets that contain only expert state trajectories and separate transition data with suboptimal actions. This setting is both practical and critical in real-world scenarios where direct environment interaction or access to expert action labels is costly, risky, or infeasible. Most existing LfO methods attempt to solve this problem through state or state-action occupancy matching. They typically rely on pretraining a discriminator to differentiate between expert and non-expert states, which could introduce errors and instability—especially when the discriminator is poorly trained. While recent discriminator-free methods have emerged, they generally require substantially more data, limiting their practicality in low-data regimes. In this paper, we propose IOSTOM ($\textit{Imitation from Observation via State Transition Occupancy Matching}$), a novel offline LfO algorithm designed to overcome these limitations. Our approach formulates a learning objective based on the joint state visitation distribution. A key distinction of IOSTOM is that it first excludes actions entirely from the training objective. Instead, we learn an $\textit{implicit policy}$ that models transition probabilities between states, resulting in a more compact and stable optimization problem. To recover the expert policy, we introduce an efficient action inference mechanism that $\textit{avoids training an inverse dynamics model}$. Extensive empirical evaluations across diverse offline LfO benchmarks show that IOSTOM substantially outperforms state-of-the-art methods, demonstrating both improved performance and data efficiency.

Given a large pool of unlabelled data and a smaller amount of labels, prediction-powered inference (PPI) leverages machine learning predictions to increase the statistical efficiency of confidence interval procedures based solely on labelled data, while preserving fixed-time validity. In this paper, we extend the PPI framework to the sequential setting, where labelled and unlabelled datasets grow over time. Exploiting Ville's inequality and the method of mixtures, we propose prediction-powered confidence sequence procedures that are asymptotically valid uniformly over time and naturally accommodate prior knowledge on the quality of the predictions to further boost efficiency. We carefully illustrate the design choices behind our method and demonstrate its effectiveness in real and synthetic examples.

This study raises and addresses the problem of time-delayed feedback in learning in games. Because learning in games assumes that multiple agents independently learn their strategies, a discrepancy in optimization often emerges among the agents. To overcome this discrepancy, the prediction of the future reward is incorporated into algorithms, typically known as Optimistic Follow-the-Regularized-Leader (OFTRL). However, the time delay in observing the past rewards hinders the prediction. Indeed, this study firstly proves that even a single-step delay worsens the performance of OFTRL from the aspects of social regret and convergence. This study proposes the weighted OFTRL (WOFTRL), where the prediction vector of the next reward in OFTRL is weighted $n$ times. We further capture an intuition that the optimistic weight cancels out this time delay. We prove that when the optimistic weight exceeds the time delay, our WOFTRL recovers the good performances that social regret is constant in general-sum normal-form games, and the strategies last-iterate converge to the Nash equilibrium in poly-matrix zero-sum games. The theoretical results are supported and strengthened by our experiments.

World models are critical for autonomous driving to simulate environmental dynamics and generate synthetic data. Existing methods struggle to disentangle ego-vehicle motion (perspective shifts) from scene evolvement (agent interactions), leading to suboptimal predictions. Instead, we propose to separate environmental changes from ego-motion by leveraging the scene-centric coordinate systems. In this paper, we introduce COME: a framework that integrates scene-centric forecasting Control into the Occupancy world ModEl. Specifically, COME first generates ego-irrelevant, spatially consistent future features through a scene-centric prediction branch, which are then converted into scene condition using a tailored ControlNet. These condition features are subsequently injected into the occupancy world model, enabling more accurate and controllable future occupancy predictions. Experimental results on the nuScenes-Occ3D dataset show that COME achieves consistent and significant improvements over state-of-the-art (SOTA) methods across diverse configurations, including different input sources (ground-truth, camera-based, fusion-based occupancy) and prediction horizons (3s and 8s). For example, under the same settings, COME achieves 26.3% better mIoU metric than DOME and 23.7% better mIoU metric than UniScene. These results highlight the efficacy of disentangled representation learning in enhancing spatio-temporal prediction fidelity for world models. Code is available at https://github.com/synsin0/COME.