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Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

Building on top of a regression model, Conformal Prediction methods produce distribution free prediction sets, requiring only i.i.d. data. While R packages implementing such methods for the univariate response framework have been developed,…

Methodology · Statistics 2022-06-30 Paolo Vergottini , Matteo Fontana , Jacopo Diquigiovanni , Aldo Solari , Simone Vantini

Conformal predictors are machine learning algorithms developed in the 1990's by Gammerman, Vovk, and their research team, to provide set predictions with guaranteed confidence level. Over recent years, they have grown in popularity and have…

Machine Learning · Computer Science 2025-08-12 Anthony Bellotti , Xindi Zhao

An important problem in network analysis is predicting a node attribute using both network covariates, such as graph embedding coordinates or local subgraph counts, and conventional node covariates, such as demographic characteristics.…

Methodology · Statistics 2023-02-24 Robert Lunde , Elizaveta Levina , Ji Zhu

We propose a novel approach to conformal prediction for generative language models (LMs). Standard conformal prediction produces prediction sets -- in place of single predictions -- that have rigorous, statistical performance guarantees. LM…

Computation and Language · Computer Science 2024-06-04 Victor Quach , Adam Fisch , Tal Schuster , Adam Yala , Jae Ho Sohn , Tommi S. Jaakkola , Regina Barzilay

This paper introduces Conformal Thresholded Intervals (CTI), a novel conformal regression method that aims to produce the smallest possible prediction set with guaranteed coverage. Unlike existing methods that rely on nested conformal…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…

Machine Learning · Statistics 2025-11-07 Jungbin Jun , Ilsang Ohn

Conformal prediction is a popular uncertainty quantification method that augments a base predictor to return sets of predictions with statistically valid coverage guarantees. However, current methods are often computationally expensive and…

Machine Learning · Computer Science 2026-03-05 Laura Lützow , Michael Eichelbeck , Mykel J. Kochenderfer , Matthias Althoff

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which may not hold and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap…

Machine Learning · Computer Science 2025-03-07 Rui Xu , Chao Chen , Yue Sun , Parvathinathan Venkitasubramaniam , Sihong Xie

Clinical decision-making demands uncertainty quantification that provides both distribution-free coverage guarantees and risk-adaptive precision, requirements that existing methods fail to jointly satisfy. We present a hybrid…

Machine Learning · Computer Science 2026-01-06 Marzieh Amiri Shahbazi , Ali Baheri , Nasibeh Azadeh-Fard

This paper introduces a boosted conformal procedure designed to tailor conformalized prediction intervals toward specific desired properties, such as enhanced conditional coverage or reduced interval length. We employ machine learning…

Methodology · Statistics 2024-11-12 Ran Xie , Rina Foygel Barber , Emmanuel J. Candès

This book chapter introduces regression approaches and regression adjustment for Approximate Bayesian Computation (ABC). Regression adjustment adjusts parameter values after rejection sampling in order to account for the imperfect match…

Methodology · Statistics 2017-07-06 Michael GB Blum

We give a simple, generic conformal prediction method for sequential prediction that achieves target empirical coverage guarantees against adversarially chosen data. It is computationally lightweight -- comparable to split conformal…

Machine Learning · Computer Science 2022-06-03 Osbert Bastani , Varun Gupta , Christopher Jung , Georgy Noarov , Ramya Ramalingam , Aaron Roth

Conformal prediction can yield statistically valid prediction intervals for any regression model, with no model modifications and small computational costs. To assess its practical value, we apply conformal methods to quantify uncertainty…

Atmospheric and Oceanic Physics · Physics 2026-03-31 Miriam Simm , Corinna Hoose , Tom Beucler

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

The safe integration of machine learning modules in decision-making processes hinges on their ability to quantify uncertainty. A popular technique to achieve this goal is conformal prediction (CP), which transforms an arbitrary base…

Machine Learning · Computer Science 2024-01-23 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Fredrik Hellström

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

Methodology · Statistics 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller