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We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid…

Machine Learning · Computer Science 2026-05-27 Daniel Schweizer , Peter Kuhn , Jayant Sharma , Shivali Dubey , Malte von Ramin , Christoph Brockt-Haßauer

Accurate uncertainty measurement is a key step to building robust and reliable machine learning systems. Conformal prediction is a distribution-free uncertainty quantification algorithm popular for its ease of implementation, statistical…

Machine Learning · Computer Science 2024-03-20 Sophia Sun , Rose Yu

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

Split conformal prediction (CP) is arguably the most popular CP method for uncertainty quantification, enjoying both academic interest and widespread deployment. However, the original theoretical analysis of split CP makes the crucial…

Statistics Theory · Mathematics 2024-08-26 Roberto I. Oliveira , Paulo Orenstein , Thiago Ramos , João Vitor Romano

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Machine Learning · Computer Science 2026-02-02 Andro Sabashvili

Conformal prediction (CP) has attracted broad attention as a simple and flexible framework for uncertainty quantification through prediction sets. In this work, we study how to deploy CP under differential privacy (DP) in a statistically…

Machine Learning · Statistics 2026-04-21 Jiamei Wu , Ce Zhang , Zhipeng Cai , Jingsen Kong , Bei Jiang , Linglong Kong , Lingchen Kong

Conformal prediction offers a powerful framework for building distribution-free prediction intervals for exchangeable data. Existing methods that extend conformal prediction to sequential data rely on fitting a relatively complex model to…

Machine Learning · Computer Science 2026-03-03 Roberto Neglia , Andrea Cini , Michael M. Bronstein , Filippo Maria Bianchi

Conformal Prediction (CP) is a distribution-free framework for constructing statistically rigorous prediction sets. While popular variants such as CD-split improve CP's efficiency, they often yield prediction sets composed of multiple…

Machine Learning · Statistics 2025-09-29 Mingyi Zheng , Hongyu Jiang , Yizhou Lu , Jiaye Teng

Deep Learning predictions with measurable confidence are increasingly desirable for real-world problems, especially in high-risk settings. The Conformal Prediction (CP) framework is a versatile solution that guarantees a maximum error rate…

Machine Learning · Computer Science 2023-08-08 Julia A. Meister , Khuong An Nguyen , Stelios Kapetanakis , Zhiyuan Luo

Conformal prediction (CP), a distribution-free uncertainty quantification (UQ) framework, reliably provides valid predictive inference for black-box models. CP constructs prediction sets that contain the true output with a specified…

Machine Learning · Computer Science 2025-03-12 Xiaofan Zhou , Baiting Chen , Yu Gui , Lu Cheng

Conformal prediction (CP) provides a framework for constructing prediction sets with guaranteed coverage, assuming exchangeable data. However, real-world scenarios often involve distribution shifts that violate exchangeability, leading to…

Machine Learning · Computer Science 2025-05-27 Shadi Alijani , Homayoun Najjaran

Accurate forecasting of industrial time series requires balancing predictive accuracy with physical plausibility under non-stationary operating conditions. Existing data-driven models often achieve strong statistical performance but…

Machine Learning · Computer Science 2026-05-20 Yeran Zhang , Pengwei Yang , Guoqing Wang , Tianyu Li

Reliable uncertainty quantification is critical for trustworthy AI. Conformal Prediction (CP) provides prediction sets with distribution-free coverage guarantees, but its two main variants face complementary limitations. Split CP (SCP)…

Machine Learning · Computer Science 2025-11-20 Weicao Deng , Sangwoo Park , Min Li , Osvaldo Simeone

Conformal prediction constructs prediction sets with finite-sample coverage guarantees, but its calibration stage is structurally constrained to a scalar score function and a single threshold variable - forcing shapes of prediction sets to…

Machine Learning · Statistics 2026-05-13 Laura Lützow , Simone Garatti , Marco C. Campi , Lars Lindemann , Matthias Althoff

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

Time series forecasting has witnessed significant progress with deep learning. While prevailing approaches enhance forecasting performance by modifying architectures or introducing novel enhancement strategies, they often fail to…

Machine Learning · Computer Science 2026-03-31 Haonan Yang , Jianchao Tang , Zhuo Li

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

Designing effective score functions in Conformal Prediction (CP) for time-series data remains challenging due to conservativeness and/or computational inefficiency. We propose Optimal Selection Conformal Prediction (OSCP), which…

Optimization and Control · Mathematics 2026-05-05 Boyu Pang , Kostas Margellos

Conformal Prediction (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g.,…

Optimization and Control · Mathematics 2025-10-21 Han Wang , Chao Ning

Digital Twins (DTs) for Water Distribution Networks (WDNs) require accurate state estimation with limited sensors. Uniform sampling often wastes resources across nodes with different uncertainty. We propose an adaptive framework combining…

Machine Learning · Computer Science 2026-02-05 Mohammadhossein Homaei , Mehran Tarif , Pablo Garcia Rodriguez , Andres Caro , Mar Avila
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