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Fanyi Wu

Publications and source records attributed to Fanyi Wu.

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Decoupled Conformal Optimisation: Efficient Prediction Sets via Independent Tuning and Calibration

Bayesian conformal optimisation methods often use the same held-out data both to search for efficient prediction sets and to certify coverage or risk. This coupling is natural for high-probability risk-control guarantees, but it is not necessary when the target is standard finite-sample marginal conformal coverage. We propose Decoupled Conformal Optimisation (DCO), a train-tune-calibrate design principle that uses an independent tuning split for efficiency-oriented structural selection and a fresh calibration split for the final conformal quantile. Conditional on the tuned structure, standard split-conformal exchangeability yields finite-sample marginal coverage for any candidate class, without a confidence parameter or multiple-testing correction. DCO therefore targets a different finite-sample guarantee from PAC-style methods: marginal conformal coverage rather than high-probability risk control. Under consistency assumptions on the coupled risk bound, the two approaches nevertheless converge to the same population threshold. Across classification and regression benchmarks, including ImageNet-A, CIFAR-100, Diabetes, California Housing, and Concrete, DCO tracks the nominal coverage level closely while often reducing average prediction-set size or interval width relative to PAC-style calibration. On ImageNet-A, for example, the average set size decreases from $26.52$ to $25.26$ and the 95th-percentile set size from $58.95$ to $53.73$; on Diabetes, the average interval width decreases from $2.098$ to $1.914$.

cs.LG

CREDO: Epistemic-Aware Conformalized Credal Envelopes for Regression

Conformal prediction delivers prediction intervals with distribution-free coverage, but its intervals can look overconfident in regions where the model is extrapolating, because standard conformal scores do not explicitly represent epistemic uncertainty. Credal methods, by contrast, make epistemic effects visible by working with sets of plausible predictive distributions, but they are typically model-based and lack calibration guarantees. We introduce CREDO, a simple "credal-then-conformalize" recipe that combines both strengths. CREDO first builds an interpretable credal envelope that widens when local evidence is weak, then applies split conformal calibration on top of this envelope to guarantee marginal coverage without further assumptions. This separation of roles yields prediction intervals that are interpretable: their width can be decomposed into aleatoric noise, epistemic inflation, and a distribution-free calibration slack. We provide a fast implementation based on trimming extreme posterior predictive endpoints, prove validity, and show on benchmark regressions that CREDO maintains target coverage while improving sparsity adaptivity at competitive efficiency.

stat.ML

Bayesian Conformal Prediction as a Decision Risk Problem

We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard quantile-threshold conformal methods often construct prediction sets using a single fixed threshold, which typically yields connected prediction sets. While valid, such sets can be inefficient when the posterior predictive distribution is multimodal, since they may span low-density regions between separated modes. The main contribution of BCP is to formulate conformal prediction as a decision-risk optimisation problem, extending standard fixed quantile-threshold sets to optimised highest posterior density (HPD) prediction sets. These sets can be disjoint, concentrating probability mass on separated high-density regions. Validity is enforced using a PAC-style risk constraint, which provides coverage control even when the Bayesian model is misspecified. In standard nested-threshold settings, BCP recovers the smallest feasible threshold, aligning with existing PAC-based approaches. In the multimodal experiment, HPD geometry substantially improves efficiency, reducing mean prediction set size from $4.82$ to $2.07$ while satisfying the target PAC pass rate. Across regression, classification, and distribution-shift experiments, BCP maintains reliable coverage under model misspecification, whereas Bayesian credible intervals can fail to preserve nominal coverage.

cs.LG

THCM-CAL: Temporal-Hierarchical Causal Modelling with Conformal Calibration for Clinical Risk Prediction

Automated clinical risk prediction from electronic health records (EHRs) demands modeling both structured diagnostic codes and unstructured narrative notes. However, most prior approaches either handle these modalities separately or rely on simplistic fusion strategies that ignore the directional, hierarchical causal interactions by which narrative observations precipitate diagnoses and propagate risk across admissions. In this paper, we propose THCM-CAL, a Temporal-Hierarchical Causal Model with Conformal Calibration. Our framework constructs a multimodal causal graph where nodes represent clinical entities from two modalities: Textual propositions extracted from notes and ICD codes mapped to textual descriptions. Through hierarchical causal discovery, THCM-CAL infers three clinically grounded interactions: intra-slice same-modality sequencing, intra-slice cross-modality triggers, and inter-slice risk propagation. To enhance prediction reliability, we extend conformal prediction to multi-label ICD coding, calibrating per-code confidence intervals under complex co-occurrences. Experimental results on MIMIC-III and MIMIC-IV demonstrate the superiority of THCM-CAL.

cs.CL

UAV-to-Device Underlay Communications: Age of Information Minimization by Multi-agent Deep Reinforcement Learning

In recent years, unmanned aerial vehicles (UAVs) have found numerous sensing applications, which are expected to add billions of dollars to the world economy in the next decade. To further improve the Quality-of-Service (QoS) in such applications, the 3rd Generation Partnership Project (3GPP) has considered the adoption of terrestrial cellular networks to support UAV sensing services, also known as the cellular Internet of UAVs. In this paper, we consider a cellular Internet of UAVs, where the sensory data can be transmitted either to base station (BS) via cellular links, or to mobile devices by underlay UAV-to-Device (U2D) communications. To evaluate the freshness of data, the age of information (AoI) is adopted, in which a lower AoI implies fresher data. Since UAVs' AoIs are determined by their trajectories during sensing and transmission, we investigate the AoI minimization problem for UAVs by designing their trajectories. This problem is a Markov decision problem (MDP) with an infinite state-action space, and thus we utilize multi-agent deep reinforcement learning (DRL) to approximate the state-action space. Then, we propose a multi-UAV trajectory design algorithm to solve this problem. Simulation results show that our algorithm achieves a lower AoI than greedy algorithm and policy gradient algorithm.

eess.SY

Device-to-Device Communications Underlaying Cellular Networks: To Use Unlicensed Spectrum or Not?

In this paper, we consider device-to-device (D2D) communications as an underlay to the cellular networks over both licensed and unlicensed spectrum, where Long Term Evolution (LTE) users utilize the spectrum orthogonally while D2D users share the spectrum with LTE users. In the system, each LTE and D2D user can access the licensed or unlicensed band for communications. To maximize the total throughput of the system, we leverage stochastic geometry to derive the throughput for each kind of users by modeling the deployment of users as Poisson point processes (PPPs), and investigate the spectrum access problem for these users. Since the problem is NP-hard, we propose a sequential quadratic programming (SQP) based algorithm to obtain the corresponding suboptimal solutions. Theoretically, we evaluate the system performance by analyzing the throughput regions. Simulation results validate the accuracy of the geometric analysis and verify the effectiveness of the proposed algorithm.

eess.SP