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Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Machine Learning · Statistics 2024-09-27 Ruijiang Gao , Mingzhang Yin , James McInerney , Nathan Kallus

Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…

Methodology · Statistics 2025-09-09 Jingsen Kong , YIming Liu , Guangren Yang

Uncertainty-aware prediction is essential for safe motion planning, especially when using learned models to forecast the behavior of surrounding agents. Conformal prediction is a statistical tool often used to produce uncertainty-aware…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Allen Emmanuel Binny , Anushri Dixit

While Conformal Prediction (CP) has proven to be a powerful framework for uncertainty quantification, guaranteeing conditional coverage remains a central challenge. Although finite-sample, distribution-free conditional validity is known to…

Methodology · Statistics 2026-05-27 Félix Laplante

Conformal prediction (CP), a distribution-free uncertainty quantification (UQ) framework, reliably provides valid predictive inference for black-box models. CP constructs prediction sets that contain the true output with a specified…

Machine Learning · Computer Science 2025-03-12 Xiaofan Zhou , Baiting Chen , Yu Gui , Lu Cheng

Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by…

Over the last few decades, various methods have been proposed for estimating prediction intervals in regression settings, including Bayesian methods, ensemble methods, direct interval estimation methods and conformal prediction methods. An…

Machine Learning · Statistics 2024-04-02 Nicolas Dewolf , Bernard De Baets , Willem Waegeman

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang

Post-hoc calibration of pre-trained models is critical for ensuring reliable inference, especially in safety-critical domains such as healthcare. Conformal Prediction (CP) offers a robust post-hoc calibration framework, providing…

Machine Learning · Computer Science 2025-05-22 Haifeng Wen , Hong Xing , Osvaldo Simeone

Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…

Methodology · Statistics 2023-07-04 Siddhaarth Sarkar , Arun Kumar Kuchibhotla

In this work, we consider the problem of building distribution-free prediction intervals with finite-sample conditional coverage guarantees. Conformal prediction (CP) is an increasingly popular framework for building such intervals with…

Methodology · Statistics 2024-10-29 Rohan Hore , Rina Foygel Barber

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

Machine Learning · Computer Science 2024-02-01 Matteo Fontana , Gianluca Zeni , Simone Vantini

Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…

Machine Learning · Computer Science 2025-11-24 Misgina Tsighe Hagos , Claes Lundström

Highly accurate numerical or physical experiments are often time-consuming or expensive to obtain. When time or budget restrictions prohibit the generation of additional data, the amount of available samples may be too limited to provide…

Numerical Analysis · Mathematics 2021-12-22 Mengwu Guo , Andrea Manzoni , Maurice Amendt , Paolo Conti , Jan S. Hesthaven

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for…

Machine Learning · Statistics 2022-03-23 Burim Ramosaj , Justus Tulowietzki , Markus Pauly

Inspired by recent advances in the field of expert-based approximations of Gaussian processes (GPs), we present an expert-based approach to large-scale multi-output regression using single-output GP experts. Employing a deeply structured…

Machine Learning · Computer Science 2021-08-03 Zhongjie Yu , Mingye Zhu , Martin Trapp , Arseny Skryagin , Kristian Kersting

We extend conformal inference to general settings that allow for time series data. Our proposal is developed as a randomization method and accounts for potential serial dependence by including block structures in the permutation scheme. As…

Machine Learning · Statistics 2019-07-09 Victor Chernozhukov , Kaspar Wuthrich , Yinchu Zhu

Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…

Methodology · Statistics 2023-05-30 Ying Jin , Emmanuel J. Candès

Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…

Machine Learning · Computer Science 2024-10-15 Yuko Kato , David M. J. Tax , Marco Loog

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