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Reliable uncertainty quantification at unobserved spatial locations, especially in the presence of complex and heterogeneous datasets, remains a core challenge in spatial statistics. Traditional approaches like Kriging rely heavily on…

Machine Learning · Statistics 2025-02-18 Hanyang Jiang , Yao Xie

Conformal prediction is a framework that provides valid uncertainty quantification for general models with exchangeable data. However, in the online learning and time-series settings, exchangeability is not satisfied. Existing online…

Machine Learning · Computer Science 2026-05-11 Yuheng Lai , Garvesh Raskutti

Conformal prediction constructs prediction sets with finite-sample coverage guarantees, but its calibration stage is structurally constrained to a scalar score function and a single threshold variable - forcing shapes of prediction sets to…

Machine Learning · Statistics 2026-05-13 Laura Lützow , Simone Garatti , Marco C. Campi , Lars Lindemann , Matthias Althoff

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

We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split conformal'' methods achieve near desired coverage levels with high…

Statistics Theory · Mathematics 2025-03-04 John C. Duchi

This paper presents a unified framework for understanding the methodology and theory behind several different methods in the conformal prediction literature, which includes standard conformal prediction (CP), weighted conformal prediction…

Statistics Theory · Mathematics 2025-12-23 Rina Foygel Barber , Ryan J. Tibshirani

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 a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

Split conformal prediction provides distribution-free prediction intervals with finite-sample marginal coverage, but produces constant-width intervals that overcover in low-variance regions and undercover in high-variance regions. Existing…

Machine Learning · Computer Science 2026-02-16 Shreyas Fadnavis

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

Machine Learning · Statistics 2025-05-07 Gauthier Thurin , Kimia Nadjahi , Claire Boyer

Standard conformal prediction methods provide a marginal coverage guarantee, which means that for a random test point, the conformal prediction set contains the true label with a user-specified probability. In many classification problems,…

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…

Machine learning (ML) is transforming healthcare, but safe clinical decisions demand reliable uncertainty estimates that standard ML models fail to provide. Conformal prediction (CP) is a popular tool that allows users to turn heuristic…

Machine Learning · Computer Science 2025-12-18 Klaus-Rudolf Kladny , Bernhard Schölkopf , Lisa Koch , Christian F. Baumgartner , Michael Muehlebach

Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings,…

Machine Learning · Computer Science 2026-03-18 Haifeng Wen , Osvaldo Simeone , Hong Xing

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 methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

Machine Learning · Statistics 2024-05-30 Charles Guille-Escuret , Eugene Ndiaye

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

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

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

We introduce Longitudinal Predictive Conformal Inference (LPCI), a novel distribution-free conformal prediction algorithm for longitudinal data. Current conformal prediction approaches for time series data predominantly focus on the…

Machine Learning · Statistics 2023-10-05 Devesh Batra , Salvatore Mercuri , Raad Khraishi