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Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

Conformal prediction (CP) provides distribution-free, finite-sample coverage guarantees but critically relies on exchangeability, a condition often violated under distribution shift. We study the robustness of split conformal prediction…

Machine Learning · Statistics 2025-12-23 Xunlei Qian , Yue Xing

In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…

Methodology · Statistics 2023-01-31 Wenyu Chen , Kelli-Jean Chun , Rina Foygel Barber

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

Conformal Prediction (CP) stands out as a robust framework for uncertainty quantification, which is crucial for ensuring the reliability of predictions. However, common CP methods heavily rely on data exchangeability, a condition often…

Conformal Prediction (CP) is a popular framework for constructing prediction bands with valid coverage in finite samples, while being free of any distributional assumption. A well-known limitation of conformal prediction is the lack of…

Machine Learning · Computer Science 2025-05-28 Louis Allain , Sébastien da Veiga , Brian Staber

Continual Learning (CL) is essential for enabling self-evolving large language models (LLMs) to adapt and remain effective amid rapid knowledge growth. Yet, despite its importance, little attention has been given to establishing statistical…

Machine Learning · Computer Science 2025-10-29 Xiaofan Zhou , Lu Cheng

We introduce Neural Conditional Probability (NCP), an operator-theoretic approach to learning conditional distributions with a focus on statistical inference tasks. NCP can be used to build conditional confidence regions and extract key…

Machine Learning · Computer Science 2025-06-03 Vladimir R. Kostic , Karim Lounici , Gregoire Pacreau , Pietro Novelli , Giacomo Turri , Massimiliano Pontil

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

This paper proposes an extension to conventional regression Neural Networks (NNs) for replacing the point predictions they produce with prediction intervals that satisfy a required level of confidence. Our approach follows a novel machine…

Machine Learning · Computer Science 2023-12-18 Harris Papadopoulos , Haris Haralambous

Operating System (OS) fingerprinting is critical for network security, but conventional methods do not provide formal uncertainty quantification mechanisms. Conformal Prediction (CP) could be directly wrapped around existing methods to…

Cryptography and Security · Computer Science 2026-02-16 Rubén Pérez-Jove , Osvaldo Simeone , Alejandro Pazos , Jose Vázquez-Naya

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

We introduce the Markov Distributional Conformal Prediction (MDCP) method that extends the distributional conformal prediction (previously developed for regression) to the setting of a strictly stationary Markov process. Instead of relying…

Methodology · Statistics 2026-05-26 Dehao Dai , Kejin Wu , Dimitris N. Politis

The conformalClassification package implements Transductive Conformal Prediction (TCP) and Inductive Conformal Prediction (ICP) for classification problems. Conformal Prediction (CP) is a framework that complements the predictions of…

Machine Learning · Statistics 2018-04-17 Niharika Gauraha , Ola Spjuth

Modern software-defined networks, such as Open Radio Access Network (O-RAN) systems, rely on artificial intelligence (AI)-powered applications running on controllers interfaced with the radio access network. To ensure that these AI…

Signal Processing · Electrical Eng. & Systems 2025-02-06 Seonghoon Yoo , Sangwoo Park , Petar Popovski , Joonhyuk Kang , Osvaldo Simeone

Large Reasoning Models (LRMs) have recently demonstrated significant improvements in complex reasoning. While quantifying generation uncertainty in LRMs is crucial, traditional methods are often insufficient because they do not provide…

Artificial Intelligence · Computer Science 2026-04-16 Yangyi Li , Chenxu Zhao , Mengdi Huai

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

Changepoint localization aims to provide confidence sets for a changepoint (if one exists). Existing methods either relying on strong parametric assumptions or providing only asymptotic guarantees or focusing on a particular kind of…

Statistics Theory · Mathematics 2026-02-18 Swapnaneel Bhattacharyya , Aaditya Ramdas

Conformal Prediction (CP) allows to perform rigorous uncertainty quantification by constructing a prediction set $C(X)$ satisfying $\mathbb{P}(Y \in C(X))\geq 1-\alpha$ for a user-chosen $\alpha \in [0,1]$ by relying on calibration data…

Machine Learning · Computer Science 2023-10-25 David Stutz , Abhijit Guha Roy , Tatiana Matejovicova , Patricia Strachan , Ali Taylan Cemgil , Arnaud Doucet
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