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This paper studies the use of conformal prediction (CP), an emerging probabilistic forecasting method, for day-ahead photovoltaic power predictions to enhance participation in electricity markets. First, machine learning models are used to…

Machine Learning · Computer Science 2024-04-01 Yvet Renkema , Nico Brinkel , Tarek Alskaif

This paper introduces a trajectory planning algorithm for search and coverage missions with an Unmanned Aerial Vehicle (UAV) based on an uncertainty map that represents prior knowledge of the target region, modeled by a Gaussian Mixture…

Robotics · Computer Science 2025-03-28 Hugo Matias , Daniel Silvestre

Conventional frequentist learning is known to yield poorly calibrated models that fail to reliably quantify the uncertainty of their decisions. Bayesian learning can improve calibration, but formal guarantees apply only under restrictive…

Machine Learning · Statistics 2022-10-07 Sangwoo Park , Kfir M. Cohen , Osvaldo Simeone

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

In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a…

Machine Learning · Computer Science 2026-01-07 Yuqi Yang , Ying Jin

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

Machine Learning · Computer Science 2023-04-11 Jiaye Teng , Chuan Wen , Dinghuai Zhang , Yoshua Bengio , Yang Gao , Yang Yuan

Conformal prediction is a statistical tool for producing prediction regions of machine learning models that are valid with high probability. However, applying conformal prediction to time series data leads to conservative prediction…

Systems and Control · Electrical Eng. & Systems 2024-01-10 Matthew Cleaveland , Insup Lee , George J. Pappas , Lars Lindemann

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

We present recent advances in formal verification and control for autonomous systems with practical safety guarantees enabled by conformal prediction (CP), a statistical tool for uncertainty quantification. This survey is particularly…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Lars Lindemann , Yiqi Zhao , Xinyi Yu , George J. Pappas , Jyotirmoy V. Deshmukh

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

Conformal prediction (CP) is a distribution-free framework for achieving probabilistic guarantees on black-box models. CP is generally applied to a model post-training. Recent research efforts, on the other hand, have focused on optimizing…

Machine Learning · Computer Science 2025-02-11 Sima Noorani , Orlando Romero , Nicolo Dal Fabbro , Hamed Hassani , George J. Pappas

Safety-critical control of uncertain, adaptive systems often relies on conservative, worst-case uncertainty bounds that limit closed-loop performance. Online conformal prediction is a powerful data-driven method for quantifying uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Daniel M. Cherenson , Dimitra Panagou

In astronomy, we frequently face the decision problem: does this data contain a signal? Typically, a statistical approach is used, which requires a threshold. The choice of threshold presents a common challenge in settings where signals and…

General Relativity and Quantum Cosmology · Physics 2024-06-10 Gregory Ashton , Nicolo Colombo , Ian Harry , Surabhi Sachdev

Constructing valid and informative conformal prediction regions for multi-dimensional outputs remains a fundamental challenge. While conformal prediction provides finite-sample, distribution-free coverage guarantees, its practical…

Machine Learning · Statistics 2026-05-11 Zhenhan Fang , Aixin Tan , Jian Huang

Accurate drug-target interaction (DTI) prediction with machine learning models is essential for drug discovery. Such models should also provide a credible representation of their uncertainty, but applying classical marginal conformal…

Machine Learning · Computer Science 2025-05-27 Morteza Rakhshaninejad , Mira Jurgens , Nicolas Dewolf , Willem Waegeman

Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

Conformal prediction is a powerful framework for constructing prediction sets with valid coverage guarantees in multi-class classification. However, existing methods often rely on a single score function, which can limit their efficiency…

Machine Learning · Statistics 2025-03-05 Rui Luo , Zhixin Zhou

Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J. B Brunel