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Functional Data Analysis represents a field of growing interest in statistics. Despite several studies have been proposed leading to fundamental results, the problem of obtaining valid and efficient prediction sets has not been thoroughly…

Methodology · Statistics 2021-04-13 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

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

Conformal prediction (CP) is a powerful framework for uncertainty quantification, generating prediction sets with coverage guarantees. Split conformal prediction relies on labeled data in the calibration procedure. However, the labeled data…

Machine Learning · Computer Science 2026-03-11 Xuanning Zhou , Zihao Shi , Hao Zeng , Xiaobo Xia , Bingyi Jing , Hongxin Wei

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 prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

Machine Learning · Statistics 2024-12-30 Aleksandr Podkopaev , Darren Xu , Kuang-Chih Lee

Existing evaluations of conformal prediction, such as prediction efficiency and test-conditional coverage, are defined in expectation over the calibration data. In practice, when only one calibration set of limited size is available,…

Methodology · Statistics 2026-05-05 Yinjie Min , Liuhua Peng , Changliang Zou

Conformal prediction has been explored as a general and efficient way to provide uncertainty quantification for time series. However, current methods struggle to handle time series data with change points - sudden shifts in the underlying…

Machine Learning · Computer Science 2025-12-02 Sophia Sun , Rose Yu

Conformal prediction (CP) provides powerful, distribution-free prediction sets, but its guarantees rely on the exchangeability of training and test data, which is often violated in practice due to covariate shifts. While weighted conformal…

Machine Learning · Computer Science 2026-05-05 James Wang , Surbhi Goel

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

While existing depression prediction methods based on deep learning show promise, their practical application is hindered by the lack of trustworthiness, as these deep models are often deployed as black box models, leaving us uncertain on…

Machine Learning · Computer Science 2024-08-28 Yonghong Li , Xiuzhuang Zhou

Conformal prediction provides distribution-free prediction intervals with finite-sample coverage guarantees, and recent work by Snell \& Griffiths reframes it as Bayesian Quadrature (BQ-CP), yielding powerful data-conditional guarantees via…

Machine Learning · Computer Science 2026-04-09 Xiayin Lou , Peng Luo

Conformal prediction uses past experience to determine precise levels of confidence in new predictions. Given an error probability $\epsilon$, together with a method that makes a prediction $\hat{y}$ of a label $y$, it produces a set of…

Machine Learning · Computer Science 2019-04-23 Glenn Shafer , Vladimir Vovk

Conformal prediction (CP) is a distribution-free method to construct reliable prediction intervals that has gained significant attention in recent years. Despite its success and various proposed extensions, a significant practical feature…

Statistics Theory · Mathematics 2026-02-02 Louis Allain , Sébastien Da Veiga , Brian Staber

Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces…

Machine Learning · Computer Science 2026-05-13 Senrong Xu , Yanke Zhou , Yuhao Tan , Zenan Li , Yuan Yao , Taolue Chen , Feng Xu , Xiaoxing Ma

Conformal prediction (CP) is an important tool for distribution-free predictive uncertainty quantification. Yet, a major challenge is to balance computational efficiency and prediction accuracy, particularly for multiple predictions. We…

Machine Learning · Statistics 2025-04-17 Kiljae Lee , Yuan Zhang

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

Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…

Machine Learning · Computer Science 2022-05-31 Yu Bai , Song Mei , Huan Wang , Yingbo Zhou , Caiming Xiong

Dynamic prediction, which typically refers to the prediction of future outcomes using historical records, is often of interest in biomedical research. For datasets with large sample sizes, high measurement density, and complex correlation…

Methodology · Statistics 2024-12-04 Ying Jin , Andrew Leroux

Conformer-based models have become the dominant end-to-end architecture for speech processing tasks. With the objective of enhancing the conformer architecture for efficient training and inference, we carefully redesigned Conformer with a…

We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n+m$ items are to be ranked by some ``black box'' algorithm. It is assumed that the…

Machine Learning · Computer Science 2025-12-04 Jean-Baptiste Fermanian , Pierre Humbert , Gilles Blanchard