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Modern artificial intelligence systems require calibrated uncertainty estimates that remain reliable in sequential and non-stationary environments. Online conformal prediction (OCP) addresses this challenge through adaptively updated…

Machine Learning · Computer Science 2026-05-21 Bowen Wang , Matteo Zecchin , Osvaldo Simeone

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

Online conformal prediction (OCP) seeks prediction intervals that achieve long-run $1-\alpha$ coverage for arbitrary (possibly adversarial) data streams, while remaining as informative as possible. Existing OCP methods often require manual…

Machine Learning · Statistics 2026-02-04 Tuo Liu , Edgar Dobriban , Francesco Orabona

Conformal prediction is a framework that provides valid uncertainty quantification for general models with exchangeable data. However, in the online learning and time-series settings, exchangeability is not satisfied. Existing online…

Machine Learning · Computer Science 2026-05-11 Yuheng Lai , Garvesh Raskutti

Uncertainty quantification is crucial in safety-critical systems, where decisions must be made under uncertainty. In particular, we consider the problem of online uncertainty quantification, where data points arrive sequentially. Online…

Machine Learning · Computer Science 2026-04-21 Junyoung Yang , Kyungmin Kim , Sangdon Park

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

Uncertainty quantification has received considerable interest in recent works in Machine Learning. In particular, Conformal Prediction (CP) gains ground in this field. For the case of time series, Online Conformal Prediction (OCP) becomes…

Machine Learning · Computer Science 2025-11-03 Théo Dupuy , Binbin Xu , Stéphane Perrey , Jacky Montmain , Abdelhak Imoussaten

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

Conformal prediction is an emerging technique for uncertainty quantification that constructs prediction sets guaranteed to contain the true label with a predefined probability. Recent work develops online conformal prediction methods that…

Machine Learning · Computer Science 2025-10-17 Huajun Xi , Kangdao Liu , Hao Zeng , Wenguang Sun , Hongxin Wei

In online selective conformal inference, data arrives sequentially, and prediction intervals are constructed only when an online selection rule is met. Since online selections may break the exchangeability between the selected test datum…

Machine Learning · Statistics 2025-03-24 Yusuf Sale , Aaditya Ramdas

Online conformal prediction (OCP) wraps around any pre-trained predictor to produce prediction sets with coverage guarantees that hold irrespective of temporal dependencies or distribution shifts. However, standard OCP faces two key…

Machine Learning · Computer Science 2025-11-21 Meiyi Zhu , Caili Guo , Chunyan Feng , Osvaldo Simeone

Online conformal prediction has demonstrated its capability to construct a prediction set for each incoming data point that covers the true label with a predetermined probability. To cope with potential distribution shift, multi-model…

Machine Learning · Computer Science 2025-10-14 Erfan Hajihashemi , Yanning Shen

Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…

Machine Learning · Statistics 2025-11-07 Jungbin Jun , Ilsang Ohn

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

In a supervised online setting, quantifying uncertainty has been proposed in the seminal work of \cite{gibbs2021adaptive}. For any given point-prediction algorithm, their method (ACI) produces a conformal prediction set with an average…

Statistics Theory · Mathematics 2025-11-24 Pierre Humbert , Ulysse Gazin , Ruth Heller , Etienne Roquain

Conformal prediction has emerged as an effective strategy for uncertainty quantification by modifying a model to output sets of labels instead of a single label. These prediction sets come with the guarantee that they contain the true label…

Machine Learning · Computer Science 2025-05-28 Haosen Ge , Hamsa Bastani , Osbert Bastani

Accurate sensor calibration is crucial for autonomous systems, yet its uncertainty quantification remains underexplored. We present the first approach to integrate uncertainty awareness into online extrinsic calibration, combining Monte…

Computer Vision and Pattern Recognition · Computer Science 2025-04-28 Mathieu Cocheteux , Julien Moreau , Franck Davoine

Conformal prediction provides a principled framework for uncertainty quantification with finite-sample coverage guarantees. While recent work has extended conformal prediction to online and sequential settings, existing methods typically…

Machine Learning · Statistics 2026-05-14 Eduardo Ochoa Rivera , Ambuj Tewari

We study the problem of post-selection predictive inference in an online fashion. To avoid devoting resources to unimportant units, a preliminary selection of the current individual before reporting its prediction interval is common and…

Machine Learning · Statistics 2025-12-02 Yajie Bao , Yuyang Huo , Haojie Ren , Changliang Zou
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