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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

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

The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable…

Statistics Theory · Mathematics 2023-01-19 Michael Bian , Rina Foygel Barber

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

When deploying machine learning models in high-stakes robotics applications, the ability to detect unsafe situations is crucial. Early warning systems can provide alerts when an unsafe situation is imminent (in the absence of corrective…

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance…

Machine Learning · Statistics 2025-10-15 Santiago Mazuelas

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

Building on top of a regression model, Conformal Prediction methods produce distribution free prediction sets, requiring only i.i.d. data. While R packages implementing such methods for the univariate response framework have been developed,…

Methodology · Statistics 2022-06-30 Paolo Vergottini , Matteo Fontana , Jacopo Diquigiovanni , Aldo Solari , Simone Vantini

Time series forecasting is critical for many applications, where deep learning-based point prediction models have demonstrated strong performance. However, in practical scenarios, there is also a need to quantify predictive uncertainty…

Machine Learning · Computer Science 2025-05-14 Xiannan Huang , Shuhan Qiu

We propose a localized conformal model selection framework that integrates local adaptivity with post-selection validity for distribution-free prediction. By performing model selection symmetrically across calibration points using upper and…

Methodology · Statistics 2026-02-24 Yuhao Wang , Tengyao Wang

In the steel production domain, recycling ferrous scrap is essential for environmental and economic sustainability, as it reduces both energy consumption and greenhouse gas emissions. However, the classification of scrap materials poses a…

Computer Vision and Pattern Recognition · Computer Science 2024-04-22 Paulo Henrique dos Santos , Valéria de Carvalho Santos , Eduardo José da Silva Luz

Quantifying a model's predictive uncertainty is essential for safety-critical applications such as autonomous driving. We consider quantifying such uncertainty for multi-object detection. In particular, we leverage conformal prediction to…

Computer Vision and Pattern Recognition · Computer Science 2024-07-31 Alexander Timans , Christoph-Nikolas Straehle , Kaspar Sakmann , Eric Nalisnick

Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…

Machine Learning · Statistics 2024-11-27 Eshant English , Christoph Lippert

Forecasting surgical instrument trajectories and predicting the next surgical action recently started to attract attention from the research community. Both these tasks are crucial for automation and assistance in endoscopy surgery. Given…

Computer Vision and Pattern Recognition · Computer Science 2025-03-13 Sara Sangalli , Gary Sarwin , Ertunc Erdil , Alessandro Carretta , Victor Staartjes , Carlo Serra , Ender Konukoglu

Conformal Prediction provides distribution-free prediction intervals with guaranteed coverage, but its reliance on a single global calibration threshold obscures the sources of uncertainty at the instance level. In particular, it conflates…

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…

Methodology · Statistics 2020-07-08 Ryan J. Tibshirani , Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas

Large-scale optimization problems are ubiquitous in the physical sciences; yet, high-fidelity models can often be complex and computationally prohibitive for optimization. A practical alternative is to use a low-fidelity model to facilitate…

Numerical Analysis · Mathematics 2026-04-03 Madhusudan Madhavan , Joseph Hart , Bart van Bloemen Waanders
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