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Conformal prediction is a statistical tool for producing prediction regions of machine learning models that are valid with high probability. However, applying conformal prediction to time series data leads to conservative prediction…

Systems and Control · Electrical Eng. & Systems 2024-01-10 Matthew Cleaveland , Insup Lee , George J. Pappas , Lars Lindemann

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

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

Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…

Statistics Theory · Mathematics 2025-08-22 Manit Paul , Arun Kumar Kuchibhotla , Eric J. Tchetgen Tchetgen

How to estimate the uncertainty of a given model is a crucial problem. Current calibration techniques treat different classes equally and thus implicitly assume that the distribution of training data is balanced, but ignore the fact that…

Computer Vision and Pattern Recognition · Computer Science 2023-04-14 Jiahao Chen , Bing Su

We study the split Conformal Prediction method when applied to Markovian data. We quantify the gap in terms of coverage induced by the correlations in the data (compared to exchangeable data). This gap strongly depends on the mixing…

Machine Learning · Computer Science 2024-07-23 Frédéric Zheng , Alexandre Proutiere

Uncertainty quantification is essential for deploying machine learning models in high-stakes domains such as scientific discovery and healthcare. Conformal Prediction (CP) provides finite-sample coverage guarantees under exchangeability, an…

Machine Learning · Computer Science 2026-03-30 Siddhartha Laghuvarapu , Rohan Deb , Jimeng Sun

Hyperspectral image (HSI) classification involves assigning unique labels to each pixel to identify various land cover categories. While deep classifiers have achieved high predictive accuracy in this field, they lack the ability to…

Computer Vision and Pattern Recognition · Computer Science 2024-10-30 Kangdao Liu , Tianhao Sun , Hao Zeng , Yongshan Zhang , Chi-Man Pun , Chi-Man Vong

With the advancement of Internet of Things (IoT) technologies, high-precision indoor positioning has become essential for Location-Based Services (LBS) in complex indoor environments. Fingerprint-based localization is popular, but…

Machine Learning · Computer Science 2025-05-06 Zhiyi Zhou , Hexin Peng , Hongyu Long

Operating System (OS) fingerprinting is critical for network security, but conventional methods do not provide formal uncertainty quantification mechanisms. Conformal Prediction (CP) could be directly wrapped around existing methods to…

Cryptography and Security · Computer Science 2026-02-16 Rubén Pérez-Jove , Osvaldo Simeone , Alejandro Pazos , Jose Vázquez-Naya

Conformal prediction (CP) is an important tool for distribution-free predictive uncertainty quantification. Yet, a major challenge is to balance computational efficiency and prediction accuracy, particularly for multiple predictions. We…

Machine Learning · Statistics 2025-04-17 Kiljae Lee , Yuan Zhang

Conformal prediction (CP) offers distribution-free uncertainty quantification for machine learning models, yet its interplay with fairness in downstream decision-making remains underexplored. Moving beyond CP as a standalone operation…

Machine Learning · Statistics 2026-02-20 Pengqi Liu , Zijun Yu , Mouloud Belbahri , Arthur Charpentier , Masoud Asgharian , Jesse C. Cresswell

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

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of…

Statistics Theory · Mathematics 2025-02-11 Ali Baheri , Marzieh Amiri Shahbazi

Uncertainty is critical to reliable decision-making with machine learning. Conformal prediction (CP) handles uncertainty by predicting a set on a test input, hoping the set to cover the true label with at least $(1-\alpha)$ confidence. This…

Machine Learning · Computer Science 2024-03-25 Rui Xu , Yue Sun , Chao Chen , Parv Venkitasubramaniam , Sihong Xie

Uncertainty quantification (UQ) for open-ended language generation remains a critical yet underexplored challenge, especially under black-box constraints where internal model signals are inaccessible. In this paper, we introduce…

Computation and Language · Computer Science 2025-09-08 Beining Xu , Yongming Lu

Inductive Conformal Prediction (ICP) is a set of distribution-free and model agnostic algorithms devised to predict with a user-defined confidence with coverage guarantee. Instead of having point predictions, i.e., a real number in the case…

Machine Learning · Statistics 2022-07-05 Martim Sousa

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

Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

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