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Conformal prediction has emerged as a widely used framework for constructing valid prediction sets in classification and regression tasks. In this work, we extend the split conformal prediction framework to hierarchical classification,…

Machine Learning · Statistics 2026-04-13 Thomas Mortier , Alireza Javanmardi , Yusuf Sale , Eyke Hüllermeier , Willem Waegeman

This book is about conformal prediction and related inferential techniques that build on permutation tests and exchangeability. These techniques are useful in a diverse array of tasks, including hypothesis testing and providing uncertainty…

Statistics Theory · Mathematics 2026-03-09 Anastasios N. Angelopoulos , Rina Foygel Barber , Stephen Bates

Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees. Recent work has shown that split conformal prediction can…

Machine Learning · Statistics 2024-05-01 Nicolas Dewolf , Bernard De Baets , Willem Waegeman

In real-world applications, the limited availability of labeled outcomes presents significant challenges for statistical inference due to high collection costs, technical barriers, and other constraints. In this work, we propose a method to…

Methodology · Statistics 2025-10-14 Menghan Yi , Yanlin Tang , Huixia Judy Wang

As a natural extension to the standard conformal prediction method, several conformal risk control methods have been recently developed and applied to various learning problems. In this work, we seek to control the conformal risk in…

Machine Learning · Computer Science 2024-05-02 Yunpeng Xu , Wenge Guo , Zhi Wei

Conformal Prediction (CP) provides distribution-free uncertainty quantification by constructing prediction sets that guarantee coverage of the true labels. This reliability makes CP valuable for high-stakes federated learning scenarios such…

Machine Learning · Computer Science 2025-10-21 Rui Xu , Xingyuan Chen , Wenxing Huang , Minxuan Huang , Yun Xie , Weiyan Chen , Sihong Xie

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…

Statistics Theory · Mathematics 2020-07-08 Leying Guan

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

Methodology · Statistics 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller

Conformal inference provides a rigorous statistical framework for uncertainty quantification in machine learning, enabling well-calibrated prediction sets with precise coverage guarantees for any classification model. However, its reliance…

Conformal predictions make it possible to define reliable and robust learning algorithms. But they are essentially a method for evaluating whether an algorithm is good enough to be used in practice. To define a reliable learning framework…

Machine Learning · Statistics 2024-03-18 Alberto Carlevaro , Teodoro Alamo Cantarero , Fabrizio Dabbene , Maurizio Mongelli

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

Matrix completion aims to estimate missing entries in a data matrix, using the assumption of a low-complexity structure (e.g., low rank) so that imputation is possible. While many effective estimation algorithms exist in the literature,…

Methodology · Statistics 2023-10-24 Yu Gui , Rina Foygel Barber , Cong Ma

This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…

Machine Learning · Statistics 2024-10-31 Yanfei Zhou , Matteo Sesia

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Methodology · Statistics 2026-03-12 Han Lin Shang

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

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

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Computation and Language · Computer Science 2023-06-13 Chrysoula Zerva , André F. T. Martins

Conformal prediction is a powerful distribution-free framework for constructing prediction sets with coverage guarantees. Classical methods, such as split conformal prediction, provide marginal coverage, ensuring that the prediction set…

Machine Learning · Computer Science 2025-08-01 Konstantina Bairaktari , Jiayun Wu , Zhiwei Steven Wu