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Conformal prediction provides rigorous distribution-free finite-sample guarantees for marginal coverage under the assumption of exchangeability, but may exhibit systematic undercoverage or overcoverage for specific subpopulations. Assessing…

Methodology · Statistics 2026-04-24 Zheng Zhou , Xiangfei Zhang , Chongguang Tao , Yuhong Yang

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

We investigate and extend the conformal prediction method due to Vovk,Gammerman and Shafer (2005) to construct nonparametric prediction regions. These regions have guaranteed distribution free, finite sample coverage, without any…

Statistics Theory · Mathematics 2011-11-08 Jing Lei , James Robins , Larry Wasserman

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 is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

Conformal Prediction (CP) allows to perform rigorous uncertainty quantification by constructing a prediction set $C(X)$ satisfying $\mathbb{P}(Y \in C(X))\geq 1-\alpha$ for a user-chosen $\alpha \in [0,1]$ by relying on calibration data…

Machine Learning · Computer Science 2023-10-25 David Stutz , Abhijit Guha Roy , Tatiana Matejovicova , Patricia Strachan , Ali Taylan Cemgil , Arnaud Doucet

This paper presents a unified framework for understanding the methodology and theory behind several different methods in the conformal prediction literature, which includes standard conformal prediction (CP), weighted conformal prediction…

Statistics Theory · Mathematics 2025-12-23 Rina Foygel Barber , Ryan J. Tibshirani

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

Most machine learning-based image segmentation models produce pixel-wise confidence scores that represent the model's predicted probability for each class label at every pixel. While this information can be particularly valuable in…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Bruno Viti , Elias Karabelas , Martin Holler

Accurate uncertainty quantification in graph neural networks (GNNs) is essential, especially in high-stakes domains where GNNs are frequently employed. Conformal prediction (CP) offers a promising framework for quantifying uncertainty by…

Machine Learning · Computer Science 2023-12-06 Seohyeon Cha , Honggu Kang , Joonhyuk Kang

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

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…

Methodology · Statistics 2026-03-27 Nina Deliu , Brunero Liseo

Conformal Prediction (CP) controls the prediction uncertainty of classification systems by producing a small prediction set, ensuring a predetermined probability that the true class lies within this set. This is commonly done by defining a…

Machine Learning · Computer Science 2025-08-14 Coby Penso , Jacob Goldberger , Ethan Fetaya

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

Conformal prediction (CP) is an emerging uncertainty quantification framework that allows us to construct a prediction set to cover the true label with a pre-specified marginal or conditional probability. Although the valid coverage…

Machine Learning · Computer Science 2024-12-09 Yuanjie Shi , Subhankar Ghosh , Taha Belkhouja , Janardhan Rao Doppa , Yan Yan

Modern deep learning based classifiers show very high accuracy on test data but this does not provide sufficient guarantees for safe deployment, especially in high-stake AI applications such as medical diagnosis. Usually, predictions are…

Machine Learning · Computer Science 2022-05-09 David Stutz , Krishnamurthy , Dvijotham , Ali Taylan Cemgil , Arnaud Doucet

We propose a general robust prediction framework, termed conformal-projective prediction (CPP), that integrates Bayesian predictive modeling with ideas from conformal prediction. Rather than assessing conformity through residual-based…

Methodology · Statistics 2026-05-26 Arkaprava Roy , Malay Ghosh

Conformal prediction delivers prediction intervals with distribution-free coverage, but its intervals can look overconfident in regions where the model is extrapolating, because standard conformal scores do not explicitly represent…

Machine Learning · Statistics 2026-03-10 Luben M. C. Cabezas , Sabina J. Sloman , Bruno M. Resende , Fanyi Wu , Michele Caprio , Rafael Izbicki

Conformal Prediction is a widely studied technique to construct prediction sets of future observations. Most conformal prediction methods focus on achieving the necessary coverage guarantees, but do not provide formal guarantees on the size…

Machine Learning · Computer Science 2025-02-25 Chao Gao , Liren Shan , Vaidehi Srinivas , Aravindan Vijayaraghavan