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While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…

Machine Learning · Computer Science 2026-03-13 Ozgur Guldogan , Neeraj Sarna , Yuanyuan Li , Michael Berger

Conformal prediction, a post-hoc, distribution-free, finite-sample method of uncertainty quantification that offers formal coverage guarantees under the assumption of data exchangeability. Unfortunately, the resulting uncertainty regions…

Machine Learning · Computer Science 2026-04-21 Nikolaos Bousias , Lars Lindemann , George Pappas

This paper presents a conformal prediction method for classification in highly imbalanced and open-set settings, where there are many possible classes and not all may be represented in the data. Existing approaches require a finite, known…

Machine Learning · Statistics 2025-10-16 Tianmin Xie , Yanfei Zhou , Ziyi Liang , Stefano Favaro , Matteo Sesia

Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…

Methodology · Statistics 2023-07-19 Niccolò Ajroldi , Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for…

Machine Learning · Statistics 2022-03-23 Burim Ramosaj , Justus Tulowietzki , Markus Pauly

The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable…

Statistics Theory · Mathematics 2023-01-19 Michael Bian , Rina Foygel Barber

The application of machine learning models can be significantly impeded by the occurrence of distributional shifts, as the assumption of homogeneity between the population of training and testing samples in machine learning and statistics…

Machine Learning · Statistics 2023-06-06 Wenlu Tang , Zicheng Liu

We develop a novel approach to tackle the common but challenging problem of conformal inference for missing data in machine learning, focusing on Missing at Random (MAR) data. We propose a new procedure Conformal prediction for Missing data…

Methodology · Statistics 2025-10-22 Wenlu Tang , Hongni Wang , Xingcai Zhou , Bei Jiang , Linglong Kong

We extend the method of conformal prediction beyond the case relying on labeled calibration data. Replacing the calibration scores by suitable estimates, we identify conformity sets $C$ for classification and regression models that rely on…

Methodology · Statistics 2025-09-15 Jonas Flechsig , Maximilian Pilz

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

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

While split conformal prediction guarantees marginal coverage, approaching the stronger property of conditional coverage is essential for reliable uncertainty quantification. Naive conformal scores, however, suffer from poor conditional…

Machine Learning · Statistics 2026-05-08 Sacha Braun , Eugène Berta , Michael I. Jordan , Francis Bach

We introduce $\textit{Backward Conformal Prediction}$, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and…

Machine Learning · Statistics 2026-02-13 Etienne Gauthier , Francis Bach , Michael I. Jordan

Uncertainty quantification (UQ) is essential for safe deployment of generative AI models such as large language models (LLMs), especially in high stakes applications. Conformal prediction (CP) offers a principled uncertainty quantification…

Machine Learning · Computer Science 2025-06-09 Sima Noorani , Shayan Kiyani , George Pappas , Hamed Hassani

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

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Methodology · Statistics 2024-05-16 Raphael Rossellini , Rina Foygel Barber , Rebecca Willett

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

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two main threads of development are conformal prediction and…

Statistics Theory · Mathematics 2025-05-19 Yiren Wang , Dimitris N. Politis