This paper proposes a new method of probabilistic prediction, which is based on conformal prediction. The method is applied to the standard USPS data set and gives encouraging results.
@article{arxiv.1406.5600,
title = {From conformal to probabilistic prediction},
author = {Vladimir Vovk and Ivan Petej and Valentina Fedorova},
journal= {arXiv preprint arXiv:1406.5600},
year = {2014}
}