{"ID":5675378,"CreatedAt":"2026-07-03T01:40:09.565152011Z","UpdatedAt":"2026-07-07T01:06:03.009715918Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2607.02173","arxiv_id":"2607.02173","title":"Conformal Bayes for Two-Sided Censored Gaussian Regression under Label Shift","abstract":"Prediction under label shift becomes nonstandard when responses are censored. In a two-sided censored Gaussian model, latent values below $L$ and above $U$ are recorded at the boundary values, so the observed predictive distribution is mixed, with atoms at $L$ and $U$ and a continuous density on $(L,U)$. In this paper we develop conformal Bayes for this mixed-space setting by combining posterior predictive tilting with weighted conformal calibration. Under a two-sided Tobit Gaussian Bayesian prediction head with a Laplace posterior approximation, the tilted predictive distribution has left-atom, interior, and right-atom components, with a three-term closed-form normalizer. The resulting prediction set is a mixed highest density region that can combine boundary atoms with an interior interval and can reduce to atom-only sets under strong censoring. The main technical issue is that latent label shift does not directly give an ordinary density ratio on the observed censored scale. A latent exponential tilt induces tail-averaged atom weights at the censored boundaries, while the interior ratio remains density based. This yields a mixed observed-space calibration weight with two atom ratios and one interior density ratio. The weight corrects the calibration measure, while predictive tilting gives target-adapted mixed-HDR geometry. Synthetic experiments show that weighted tilted conformal Bayes restores marginal coverage with smaller sets than weighted source-score calibration, while revealing a trade-off between marginal coverage and component-wise behavior across atoms and interior observations.","short_abstract":"Prediction under label shift becomes nonstandard when responses are censored. In a two-sided censored Gaussian model, latent values below $L$ and above $U$ are recorded at the boundary values, so the observed predictive distribution is mixed, with atoms at $L$ and $U$ and a continuous density on $(L,U)$. In this paper...","url_abs":"https://arxiv.org/abs/2607.02173","url_pdf":"https://arxiv.org/pdf/2607.02173v1","authors":"[\"Seungjin Choi\"]","published":"2026-07-02T13:45:24Z","proceeding":"stat.ME","tasks":"[\"stat.ME\",\"stat.ML\"]","methods":"[]","has_code":false}