We develop a conformal inference method to construct joint confidence regions for structured groups of missing entries within a sparsely observed matrix. This method is useful to provide reliable uncertainty estimation for group-level collaborative filtering; for example, it can be applied to help suggest a movie for a group of friends to watch together. Unlike standard conformal techniques, which make inferences for one individual at a time, our method achieves stronger group-level guarantees by carefully assembling a structured calibration data set mimicking the patterns expected among the test group of interest. We propose a generalized weighted conformalization framework to deal with the lack of exchangeability arising from such structured calibration, and in this process we introduce several innovations to overcome computational challenges. The practicality and effectiveness of our method are demonstrated through extensive numerical experiments and an analysis of the MovieLens 100K data set.

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