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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 (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

Neural weather models have shown immense potential as inexpensive and accurate alternatives to physics-based models. However, most models trained to perform weather forecasting do not quantify the uncertainty associated with their…

We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…

Statistics Theory · Mathematics 2020-07-08 Leying Guan

Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…

Machine Learning · Computer Science 2025-11-24 Misgina Tsighe Hagos , Claes Lundström

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

Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, we propose an alternative conformal causal inference…

Methodology · Statistics 2024-10-03 Bingkai Wang , Fan Li , Mengxin Yu

Predicting the response at an unobserved location is a fundamental problem in spatial statistics. Given the difficulty in modeling spatial dependence, especially in non-stationary cases, model-based prediction intervals are at risk of…

Methodology · Statistics 2025-07-09 Huiying Mao , Ryan Martin , Brian Reich

The safe integration of machine learning modules in decision-making processes hinges on their ability to quantify uncertainty. A popular technique to achieve this goal is conformal prediction (CP), which transforms an arbitrary base…

Machine Learning · Computer Science 2024-01-23 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Fredrik Hellström

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

In this work, we study some novel applications of conformal inference techniques to the problem of providing machine learning procedures with more transparent, accurate, and practical performance guarantees. We provide a natural extension…

Machine Learning · Statistics 2020-07-10 Matthew J. Holland

Automatic anatomical landmark localization in medical imaging requires not just accurate predictions but reliable uncertainty quantification for effective clinical decision support. Current uncertainty quantification approaches often fall…

Computer Vision and Pattern Recognition · Computer Science 2025-03-19 Jef Jonkers , Frank Coopman , Luc Duchateau , Glenn Van Wallendael , Sofie Van Hoecke

We propose several prediction intervals procedures for the individual treatment effect with either finite-sample or asymptotic coverage guarantee in a non-parametric regression setting, where non-linear regression functions,…

Methodology · Statistics 2020-06-03 Danijel Kivaranovic , Robin Ristl , Martin Posch , Hannes Leeb

Conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed coverage probability under the standard IID assumption regardless of whether the…

Machine Learning · Computer Science 2014-04-09 Evgeny Burnaev , Vladimir Vovk

Conformal prediction is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend…

Machine Learning · Computer Science 2023-06-02 Charles Lu , Yaodong Yu , Sai Praneeth Karimireddy , Michael I. Jordan , Ramesh Raskar

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

Reliable uncertainty quantification (UQ) is essential for developing machine-learned interatomic potentials (MLIPs) in predictive atomistic simulations. Conformal prediction (CP) is a statistical framework that constructs prediction…

Chemical Physics · Physics 2025-10-02 Cheuk Hin Ho , Christoph Ortner , Yangshuai Wang

Precision agriculture in general, and precision weeding in particular, have greatly benefited from the major advancements in deep learning and computer vision. A large variety of commercial robotic solutions are already available and…

Computer Vision and Pattern Recognition · Computer Science 2025-01-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…

Methodology · Statistics 2020-07-08 Ryan J. Tibshirani , Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas

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