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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

Conformal inference is a method that provides prediction sets for machine learning models, operating independently of the underlying distributional assumptions and relying solely on the exchangeability of training and test data. Despite its…

Methodology · Statistics 2025-10-01 Daniela Corbetta , Livio Finos , Ludwig Geistlinger , Davide Risso

Split conformal prediction is a computationally efficient method for performing distribution-free predictive inference in regression. It involves, however, a one-time random split of the data, and the result depends on the particular split.…

Methodology · Statistics 2021-07-22 Aldo Solari , Vera Djordjilović

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

Score-based explainable machine-learning techniques are often used to understand the logic behind black-box models. However, such explanation techniques are often computationally expensive, which limits their application in time-critical…

Machine Learning · Computer Science 2023-08-24 Amr Alkhatib , Henrik Boström , Sofiane Ennadir , Ulf Johansson

Conformal prediction constructs prediction sets with finite-sample coverage guarantees, but its calibration stage is structurally constrained to a scalar score function and a single threshold variable - forcing shapes of prediction sets to…

Machine Learning · Statistics 2026-05-13 Laura Lützow , Simone Garatti , Marco C. Campi , Lars Lindemann , Matthias Althoff

Conformal Prediction (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g.,…

Optimization and Control · Mathematics 2025-10-21 Han Wang , Chao Ning

Conformal Predictors (CP) are wrappers around ML models, providing error guarantees under weak assumptions on the data distribution. They are suitable for a wide range of problems, from classification and regression to anomaly detection.…

Machine Learning · Computer Science 2021-10-06 Giovanni Cherubin , Konstantinos Chatzikokolakis , Martin Jaggi

Conformal prediction (CP) can convert any model's output into prediction sets guaranteed to include the true label with any user-specified probability. However, same as the model itself, CP is vulnerable to adversarial test examples…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

Machine Learning · Computer Science 2024-03-29 A. A. Balinsky , A. D. Balinsky

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

Online conformal prediction has demonstrated its capability to construct a prediction set for each incoming data point that covers the true label with a predetermined probability. To cope with potential distribution shift, multi-model…

Machine Learning · Computer Science 2025-10-14 Erfan Hajihashemi , Yanning Shen

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

Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…

High Energy Physics - Phenomenology · Physics 2025-12-22 Jack Y. Araz , Michael Spannowsky

Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by…

Machine Learning · Computer Science 2019-11-05 Vladimir Vovk , Ivan Petej , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman

Given a sequence of observable variables $\{(x_1, y_1), \ldots, (x_n, y_n)\}$, the conformal prediction method estimates a confidence set for $y_{n+1}$ given $x_{n+1}$ that is valid for any finite sample size by merely assuming that the…

Machine Learning · Computer Science 2023-07-12 Etash Kumar Guha , Eugene Ndiaye , Xiaoming Huo

We consider the functional regression model with multivariate response and functional predictors. Compared to fitting each individual response variable separately, taking advantage of the correlation between the response variables can…

Methodology · Statistics 2026-02-04 Ruiyan Luo , Xin Qi

Conformal prediction (CP) provides model-agnostic uncertainty quantification with guaranteed coverage, but conventional methods often produce overly conservative uncertainty sets, especially in multi-dimensional settings. This limitation…

Machine Learning · Computer Science 2025-02-12 Minxing Zheng , Shixiang Zhu