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Conformal prediction provides rigorous distribution-free finite-sample guarantees for marginal coverage under the assumption of exchangeability, but may exhibit systematic undercoverage or overcoverage for specific subpopulations. Assessing…

Methodology · Statistics 2026-04-24 Zheng Zhou , Xiangfei Zhang , Chongguang Tao , Yuhong Yang

Uncertainty quantification is essential for deploying machine learning models in high-stakes domains such as scientific discovery and healthcare. Conformal Prediction (CP) provides finite-sample coverage guarantees under exchangeability, an…

Machine Learning · Computer Science 2026-03-30 Siddhartha Laghuvarapu , Rohan Deb , Jimeng Sun

Change point detection (CPD) and anomaly detection (AD) are essential techniques in various fields to identify abrupt changes or abnormal data instances. However, existing methods are often constrained to univariate data, face scalability…

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

Conformal prediction (CP) constructs uncertainty sets for model outputs with finite-sample coverage guarantees. A candidate output is included in the prediction set if its non-conformity score is not considered extreme relative to the…

Machine Learning · Statistics 2025-11-20 Eugene Ndiaye

Conformal Predictors (CP) are wrappers around ML models, providing error guarantees under weak assumptions on the data distribution. They are suitable for a wide range of problems, from classification and regression to anomaly detection.…

Machine Learning · Computer Science 2021-10-06 Giovanni Cherubin , Konstantinos Chatzikokolakis , Martin Jaggi

Surrogate models (including deep neural networks and other machine learning algorithms in supervised learning) are capable of approximating arbitrarily complex, high-dimensional input-output problems in science and engineering, but require…

Machine Learning · Computer Science 2025-12-17 Miguel Sánchez-Domínguez , Lucas Lacasa , Javier de Vicente , Gonzalo Rubio , Eusebio Valero

We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…

Machine Learning · Computer Science 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

Adaptive Conformal Inference (ACI) provides finite-sample coverage guarantees, enhancing the prediction reliability under non-exchangeability. This study demonstrates that these desirable properties of ACI do not require the use of…

Machine Learning · Statistics 2025-07-02 Johan Hallberg Szabadváry , Tuwe Löfström

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

Hyperdimensional Computing (HDC) offers a computationally efficient paradigm for neuromorphic learning. Yet, it lacks rigorous uncertainty quantification, leading to open decision boundaries and, consequently, vulnerability to outliers,…

Conformal prediction (CP) offers distribution-free marginal coverage guarantees under an exchangeability assumption, but these guarantees can fail if the data distribution shifts. We analyze the use of pseudo-calibration as a tool to…

Machine Learning · Computer Science 2026-02-17 Farbod Siahkali , Ashwin Verma , Vijay Gupta

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

Forecasting armed conflicts is a critical area of research with the potential to save lives and mitigate suffering. While existing forecasting models offer valuable point predictions, they often lack individual-level uncertainty estimates,…

Methodology · Statistics 2026-01-14 David Randahl , Jonathan P. Williams , Håvard Hegre

Preliminary detection of mild depression could immensely help in effective treatment of the common mental health disorder. Due to the lack of proper awareness and the ample mix of stigmas and misconceptions present within the society,…

We discuss a concept denoted as Conformal Prediction (CP) in this paper. While initially stemming from the world of machine learning, it was never applied or analyzed in the context of short-term electricity price forecasting. Therefore, we…

Econometrics · Economics 2020-11-17 Christopher Kath , Florian Ziel

Deep learning models for medical imaging often exhibit overconfidence, creating safety risks in ambiguous diagnostic scenarios. While Conformal Prediction (CP) provides distribution-free statistical guarantees, standard methods such as…

Computer Vision and Pattern Recognition · Computer Science 2026-05-14 One Octadion , Novanto Yudistira , Lailil Muflikhah

A wide variety of methods have been developed for identifying depression, but they focus primarily on measuring the degree to which individuals are suffering from depression currently. In this work we explore the possibility of predicting…

Machine Learning · Computer Science 2022-03-22 Guansong Pang , Ngoc Thien Anh Pham , Emma Baker , Rebecca Bentley , Anton van den Hengel

We study the problem of uncertainty quantification for time series prediction, with the goal of providing easy-to-use algorithms with formal guarantees. The algorithms we present build upon ideas from conformal prediction and control…

Machine Learning · Computer Science 2023-08-01 Anastasios N. Angelopoulos , Emmanuel J. Candes , Ryan J. Tibshirani