2026 Constance van Eeden Seminar at UBC: Dr. Ryan Tibshirani
Invited Speaker: Dr. Ryan Tibshirani, Professor, Department of Statistics UC Berkeley
Title: Online Conformal Prediction, Multi-Level Quantile Tracking, and Gradient Equilibrium
Event Date: Thursday, April 2nd, 2026 - 10:30 am to 12:00 pm PT
Location: Online or ESB 5104/5106 at the University of British Columbia
Event registration:
(If you have any questions about your registration or about the seminar, please contact headsec@stat.ubc.ca)
Abstract:
This talk is about uncertainty quantification for time series prediction.
The overarching goal is to provide easy-to-use algorithms with formal guarantees. The algorithms we present build upon ideas from conformal prediction and control theory, are able to prospectively model conformal scores in an online setting, and adapt to the presence of systematic errors due to seasonality, trends, and general distribution shifts. We will then discuss an extension of these ideas to the setting of probabilistic forecasting, which is essentially a generalization of the framework to handle vector-valued predictions, i.e., predictions which take the form of a set of ordered quantile forecasts at different probability levels. Finally, we will generalize this even further to discuss an abstract property in online learning called gradient equilibrium, which encapsulates these settings, and more.
van Eeden Speaker:
Dr. Ryan Tibshirani has been invited to be this year鈥檚 van Eeden speaker by the graduate students in the Department of Statistics at the University of British Columbia. A van Eeden speaker is a prominent statistician who is chosen each year to give a lecture, supported by the . The 2026 seminar is additionally sponsored by the , the , and the .