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We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…

Machine Learning · Statistics 2024-01-30 Charles Guille-Escuret , Eugene Ndiaye

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

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 (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

To quantify uncertainty, conformal prediction methods are gaining continuously more interest and have already been successfully applied to various domains. However, they are difficult to apply to time series as the autocorrelative structure…

Machine Learning · Computer Science 2023-11-03 Andreas Auer , Martin Gauch , Daniel Klotz , Sepp Hochreiter

Conformal prediction has shown spurring performance in constructing statistically rigorous prediction sets for arbitrary black-box machine learning models, assuming the data is exchangeable. However, even small adversarial perturbations…

Machine Learning · Computer Science 2024-03-19 Mintong Kang , Nezihe Merve Gürel , Linyi Li , Bo Li

We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to form hyperrectangular prediction regions, which allow for easy…

Methodology · Statistics 2024-06-10 Max Sampson , Kung-Sik Chan

Conformal Prediction (CP) is a popular uncertainty quantification method that provides distribution-free, statistically valid prediction sets, assuming that training and test data are exchangeable. In such a case, CP's prediction sets are…

Logic in Computer Science · Computer Science 2024-11-19 Linus Jeary , Tom Kuipers , Mehran Hosseini , Nicola Paoletti

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 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

Deep Learning predictions with measurable confidence are increasingly desirable for real-world problems, especially in high-risk settings. The Conformal Prediction (CP) framework is a versatile solution that guarantees a maximum error rate…

Machine Learning · Computer Science 2023-08-08 Julia A. Meister , Khuong An Nguyen , Stelios Kapetanakis , Zhiyuan Luo

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

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

In this paper we apply Conformal Prediction (CP) to the k-Nearest Neighbours Regression (k-NNR) algorithm and propose ways of extending the typical nonconformity measure used for regression so far. Unlike traditional regression methods…

Machine Learning · Computer Science 2014-01-17 Harris Papadopoulos , Vladimir Vovk , Alex Gammerman

Conformal Prediction (CP) is a popular method for uncertainty quantification that converts a pretrained model's point prediction into a prediction set, with the set size reflecting the model's confidence. Although existing CP methods are…

Machine Learning · Computer Science 2025-08-18 Shuqi Liu , Jianguo Huang , Luke Ong

Conformal prediction is a model-free machine learning method for constructing prediction regions at a guaranteed coverage probability level. However, a data scientist often faces three challenges in practice: (i) the determination of a…

Machine Learning · Statistics 2026-03-31 Liang Hong , Noura Raydan Nasreddine

Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…

Methodology · Statistics 2023-07-19 Niccolò Ajroldi , Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

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 is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend…

Machine Learning · Computer Science 2023-06-02 Charles Lu , Yaodong Yu , Sai Praneeth Karimireddy , Michael I. Jordan , Ramesh Raskar

The Super Learner (SL) is a widely used ensemble method that combines predictions from a library of learners based on their predictive performance. Interval predictions are of considerable practical interest because they allow uncertainty…

Machine Learning · Statistics 2026-04-27 Zhanli Wu , Fabrizio Leisen , Miguel-Angel Luque-Fernandez , F. Javier Rubio