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Related papers: Conformal prediction with localization

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This book is about conformal prediction and related inferential techniques that build on permutation tests and exchangeability. These techniques are useful in a diverse array of tasks, including hypothesis testing and providing uncertainty…

Statistics Theory · Mathematics 2026-03-09 Anastasios N. Angelopoulos , Rina Foygel Barber , Stephen Bates

This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…

Machine Learning · Computer Science 2026-05-15 Alexis Bose , Jonathan Ethier , Paul Guinand

Existing inferential methods for small area data involve a trade-off between maintaining area-level frequentist coverage rates and improving inferential precision via the incorporation of indirect information. In this article, we propose a…

Methodology · Statistics 2022-04-19 Elizabeth Bersson , Peter D. Hoff

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Methodology · Statistics 2021-06-15 Edwin Fong , Chris Holmes

We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…

Methodology · Statistics 2021-12-10 Isaac Gibbs , Emmanuel Candès

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

Statistics Theory · Mathematics 2025-02-11 Ali Baheri , Marzieh Amiri Shahbazi

Full conformal prediction is a framework that implicitly formulates distribution-free confidence prediction regions for a wide range of estimators. However, a classical limitation of the full conformal framework is the computation of the…

Machine Learning · Statistics 2026-01-27 Davidson Lova Razafindrakoto , Alain Celisse , Jérôme Lacaille

Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye , Ichiro Takeuchi

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

Methodology · Statistics 2023-01-31 Wenyu Chen , Kelli-Jean Chun , Rina Foygel Barber

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…

Statistics Theory · Mathematics 2026-04-21 Alejandro Cholaquidis , Emilien Joly , Leonardo Moreno

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

Machine Learning · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

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 inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

Methodology · Statistics 2024-03-20 Ulysse Gazin , Gilles Blanchard , Etienne Roquain

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates