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Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two main threads of development are conformal prediction and…

Statistics Theory · Mathematics 2025-05-19 Yiren Wang , Dimitris N. Politis

We present an application of conformal prediction, a form of uncertainty quantification with guarantees, to the detection of railway signals. State-of-the-art architectures are tested and the most promising one undergoes the process of…

Machine Learning · Statistics 2023-01-27 Léo Andéol , Thomas Fel , Florence De Grancey , Luca Mossina

Conformal prediction is a powerful distribution-free framework for constructing prediction sets with coverage guarantees. Classical methods, such as split conformal prediction, provide marginal coverage, ensuring that the prediction set…

Machine Learning · Computer Science 2025-08-01 Konstantina Bairaktari , Jiayun Wu , Zhiwei Steven Wu

Existing conformal prediction algorithms estimate prediction intervals at target confidence levels to characterize the performance of a regression model on new test samples. However, considering an autonomous system consisting of multiple…

Machine Learning · Computer Science 2023-09-25 Yunye Gong , Yi Yao , Xiao Lin , Ajay Divakaran , Melinda Gervasio

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.

Machine Learning · Computer Science 2014-06-24 Vladimir Vovk , Ivan Petej , Valentina Fedorova

Conformal prediction (CP) produces prediction regions with finite-sample, distribution free coverage guarantees, but its interpretation as a quantitative uncertainty tool is often left implicit. We develop a category-theoretic approach that…

Machine Learning · Statistics 2026-05-05 Michele Caprio

Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this note is computational evaluation of the performance of conformal testing in a model situation in which IID binary observations…

Machine Learning · Computer Science 2021-04-06 Vladimir Vovk

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

In Bayesian classification, it is important to establish a probabilistic model for each class for likelihood estimation. Most of the previous methods modeled the probability distribution in the whole sample space. However, real-world…

Machine Learning · Computer Science 2018-12-14 Chengsheng Mao , Lijuan Lu , Bin Hu

Conformal prediction is widely adopted in uncertainty quantification, due to its post-hoc, distribution-free, and model-agnostic properties. In the realm of modern deep learning, researchers have proposed Feature Conformal Prediction (FCP),…

Machine Learning · Computer Science 2024-12-03 Zihao Tang , Boyuan Wang , Chuan Wen , Jiaye Teng

Future trajectories play an important role across domains such as autonomous driving, hurricane forecasting, and epidemic modeling, where practitioners commonly generate ensemble paths by sampling probabilistic models or leveraging multiple…

Machine Learning · Computer Science 2025-08-20 Ruipu Li , Daniel Menacho , Alexander Rodríguez

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

Key to structured prediction is exploiting the problem structure to simplify the learning process. A major challenge arises when data exhibit a local structure (e.g., are made by "parts") that can be leveraged to better approximate the…

Machine Learning · Statistics 2019-06-03 Carlo Ciliberto , Francis Bach , Alessandro Rudi

Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point…

Machine Learning · Statistics 2024-02-14 Luben M. C. Cabezas , Mateus P. Otto , Rafael Izbicki , Rafael B. Stern

Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for…

Machine Learning · Computer Science 2026-03-23 Junghwan Lee , Chen Xu , Yao Xie

In the current insurance literature, prediction of insurance claims in the regression problem is often performed with a statistical model. This model-based approach may potentially suffer from several drawbacks: (i) model misspecification,…

Machine Learning · Statistics 2025-09-30 Liang Hong

As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…

Machine Learning · Computer Science 2025-06-12 Jake C. Snell , Thomas L. Griffiths

As large language models continue to be widely developed, robust uncertainty quantification techniques will become crucial for their safe deployment in high-stakes scenarios. In this work, we explore how conformal prediction can be used to…

Computation and Language · Computer Science 2023-07-11 Bhawesh Kumar , Charlie Lu , Gauri Gupta , Anil Palepu , David Bellamy , Ramesh Raskar , Andrew Beam

Machine learning applications often require calibrated predictions, e.g. a 90\% credible interval should contain the true outcome 90\% of the times. However, typical definitions of calibration only require this to hold on average, and offer…

Machine Learning · Statistics 2020-09-10 Shengjia Zhao , Tengyu Ma , Stefano Ermon

Modern black-box predictive models are often accompanied by weak performance guarantees that only hold asymptotically in the size of the dataset or require strong parametric assumptions. In response to this, split conformal prediction…

Machine Learning · Statistics 2022-10-27 Roel Hulsman