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In a supervised learning problem, given a predicted value that is the output of some trained model, how can we quantify our uncertainty around this prediction? Distribution-free predictive inference aims to construct prediction intervals…

Statistics Theory · Mathematics 2025-07-01 Ruiting Liang , Rina Foygel Barber

The increasing use of generative ML foundation models for image restoration tasks such as super-resolution calls for robust and interpretable uncertainty quantification methods. We address this need by presenting a novel approach based on…

Computer Vision and Pattern Recognition · Computer Science 2025-11-05 Eduardo Adame , Daniel Csillag , Guilherme Tegoni Goedert

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

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Machine Learning · Computer Science 2024-11-05 Xiaoyi Su , Zhixin Zhou , Rui Luo

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

Conformal prediction has been a very popular method of distribution-free predictive inference in recent years in machine learning and statistics. Its popularity stems from the fact that it works as a wrapper around any prediction algorithm…

Methodology · Statistics 2021-06-07 Arun Kumar Kuchibhotla

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

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical…

Machine Learning · Computer Science 2024-03-20 Sophia Sun , Rose Yu

A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Xinliang Ma , Weihua Liu , Bingying Jin

Conformal predictors provide set or functional predictions that are valid under the assumption of randomness, i.e., under the assumption of independent and identically distributed data. The question asked in this paper is whether there are…

Machine Learning · Computer Science 2025-06-10 Vladimir Vovk

Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

Methodology · Statistics 2024-03-20 Ulysse Gazin , Gilles Blanchard , Etienne Roquain

Conformal prediction provides a principled framework for uncertainty quantification with finite-sample coverage guarantees. While recent work has extended conformal prediction to online and sequential settings, existing methods typically…

Machine Learning · Statistics 2026-05-14 Eduardo Ochoa Rivera , Ambuj Tewari

Background and objective: Uncertainty quantification is a pivotal field that contributes to realizing reliable and robust systems. It becomes instrumental in fortifying safe decisions by providing complementary information, particularly…

Image and Video Processing · Electrical Eng. & Systems 2024-03-19 Jamil Fayyad , Shadi Alijani , Homayoun Najjaran

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…

Machine Learning · Computer Science 2026-05-15 Alexis Bose , Jonathan Ethier , Paul Guinand

We introduce a framework for robust uncertainty quantification in situations where labeled training data are corrupted, through noisy or missing labels. We build on conformal prediction, a statistical tool for generating prediction sets…

Machine Learning · Computer Science 2026-02-27 Shai Feldman , Stephen Bates , Yaniv Romano

Regime transitions routinely break stationarity in time series, making calibrated uncertainty as important as point accuracy. We study distribution-free uncertainty for regime-switching forecasting by coupling Deep Switching State Space…

Machine Learning · Computer Science 2026-02-09 Echo Diyun LU , Charles Findling , Marianne Clausel , Alessandro Leite , Wei Gong , Pierric Kersaudy

Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by…

Machine Learning · Computer Science 2019-11-05 Vladimir Vovk , Ivan Petej , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman