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We propose a new conformal prediction method for time-series data with a guaranteed asymptotic conditional coverage rate, Sequential Conformalized Density Regions (SCDR), which is flexible enough to produce both prediction intervals and…

Methodology · Statistics 2026-04-09 M. Sampson , K. S. Chan

Conformal prediction is a statistical tool for producing prediction regions for machine learning models that are valid with high probability. A key component of conformal prediction algorithms is a \emph{non-conformity score function} that…

Machine Learning · Computer Science 2025-03-06 Renukanandan Tumu , Matthew Cleaveland , Rahul Mangharam , George J. Pappas , Lars Lindemann

Ensuring model calibration is critical for reliable prediction, yet popular distribution-free methods such as histogram binning and isotonic regression offer only asymptotic guarantees. We introduce a unified framework for Venn and…

Machine Learning · Statistics 2025-07-17 Lars van der Laan , Ahmed Alaa

We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to form hyperrectangular prediction regions, which allow for easy…

Methodology · Statistics 2024-06-10 Max Sampson , Kung-Sik Chan

Density estimation and reliable prediction regions for outputs are crucial in supervised and unsupervised learning. While conformal prediction effectively generates coverage-guaranteed regions, it struggles with multi-dimensional outputs…

Machine Learning · Statistics 2026-05-12 Zhenhan Fang , Aixin Tan , Jian Huang

Conformal prediction is a generic methodology for finite-sample valid distribution-free prediction. This technique has garnered a lot of attention in the literature partly because it can be applied with any machine learning algorithm that…

Methodology · Statistics 2024-04-12 Yachong Yang , Arun Kumar Kuchibhotla

Score-based generative modeling, informally referred to as diffusion models, continue to grow in popularity across several important domains and tasks. While they provide high-quality and diverse samples from empirical distributions,…

Machine Learning · Statistics 2023-12-29 Jacopo Teneggi , Matthew Tivnan , J. Webster Stayman , Jeremias Sulam

Predicting sets of outcomes -- instead of unique outcomes -- is a promising solution to uncertainty quantification in statistical learning. Despite a rich literature on constructing prediction sets with statistical guarantees, adapting to…

Methodology · Statistics 2023-06-21 Hongxiang Qiu , Edgar Dobriban , Eric Tchetgen Tchetgen

A typical desideratum for quantifying the uncertainty from a classification model as a prediction set is class-conditional singleton set calibration. That is, such sets should map to the output of well-calibrated selective classifiers,…

Machine Learning · Computer Science 2022-12-02 Allen Schmaltz , Danielle Rasooly

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

We introduce our method, conformal highest conditional density sets (CHCDS), that forms conformal prediction sets using existing estimated conditional highest density predictive regions. We prove the validity of the method, and that…

Methodology · Statistics 2025-04-09 Max Sampson , Kung-Sik Chan

Many learning problems require predicting sets of objects when the number of objects is not known beforehand. Examples include object detection, molecular modeling, and scientific inference tasks such as astrophysical source detection.…

Machine Learning · Computer Science 2026-01-30 Tin Hadži Veljković , Erik Bekkers , Michael Tiemann , Jan-Willem van de Meent

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

We study distribution free, nonparametric prediction bands with a special focus on their finite sample behavior. First we investigate and develop different notions of finite sample coverage guarantees. Then we give a new prediction band…

Methodology · Statistics 2012-03-27 Jing Lei , Larry Wasserman

Vovk (2015) introduced cross-conformal prediction, a modification of split conformal designed to improve the width of prediction sets. The method, when trained with a miscoverage rate equal to $\alpha$ and $n \gg K$, ensures a marginal…

Machine Learning · Statistics 2025-05-22 Matteo Gasparin , Aaditya Ramdas

Conformal prediction has recently emerged as a promising strategy for quantifying the uncertainty of a predictive model; these algorithms modify the model to output sets of labels that are guaranteed to contain the true label with high…

Machine Learning · Computer Science 2025-03-11 Botong Zhang , Shuo Li , Osbert Bastani

Contrastive learning produces coherent semantic feature embeddings by encouraging positive samples to cluster closely while separating negative samples. However, existing contrastive learning methods lack principled guarantees on coverage…

Machine Learning · Computer Science 2026-03-30 Yahya Alkhatib , Wee Peng Tay

Current instance segmentation models achieve high performance on average predictions, but lack principled uncertainty quantification: their outputs are not calibrated, and there is no guarantee that a predicted mask is close to the ground…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Kerri Lu , Dan M. Kluger , Stephen Bates , Sherrie Wang

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

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