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This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…

Machine Learning · Statistics 2024-10-31 Yanfei Zhou , Matteo Sesia

Accurate trajectory prediction of nearby vehicles is crucial for the safe motion planning of automated vehicles in dynamic driving scenarios such as highway merging. Existing methods cannot initiate prediction for a vehicle unless observed…

Robotics · Computer Science 2023-06-12 Sajjad Mozaffari , Mreza Alipour Sormoli , Konstantinos Koufos , Graham Lee , Mehrdad Dianati

Traditional conformal prediction methods construct prediction sets such that the true label falls within the set with a user-specified coverage level. However, poorly chosen coverage levels can result in uninformative predictions, either…

Machine Learning · Statistics 2026-04-03 Etienne Gauthier , Francis Bach , Michael I. Jordan

We present online prediction methods for time series that let us explicitly handle nonstationary artifacts (e.g. trend and seasonality) present in most real time series. Specifically, we show that applying appropriate transformations to…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Avleen Bijral , Juan Lavista Ferres

Trajectory prediction models that can infer both finite future trajectories and their associated uncertainties of the target vehicles in an online setting (e.g., real-world application scenarios) is crucial for ensuring the safe and robust…

Machine Learning · Computer Science 2025-02-05 Huiqun Huang , Sihong He , Fei Miao

Conformal prediction offers finite-sample coverage guarantees under minimal assumptions. However, existing methods treat the entire modeling process as a black box, overlooking opportunities to exploit and understand modular structure. We…

Machine Learning · Statistics 2026-05-25 William Zhang , Saurabh Amin , Georgia Perakis

Uncertainty quantification of causal effects is crucial for safety-critical applications such as personalized medicine. A powerful approach for this is conformal prediction, which has several practical benefits due to model-agnostic…

Machine Learning · Computer Science 2026-02-04 Maresa Schröder , Dennis Frauen , Jonas Schweisthal , Konstantin Heß , Valentyn Melnychuk , Stefan Feuerriegel

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

Conformal predictive systems allow forecasters to issue predictive distributions for real-valued future outcomes that have out-of-sample calibration guarantees. On a more abstract level, conformal prediction makes use of in-sample…

Methodology · Statistics 2025-03-07 Sam Allen , Georgios Gavrilopoulos , Alexander Henzi , Gian-Reto Kleger , Johanna Ziegel

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber

We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our approach can be applied to important prediction problems…

Econometrics · Economics 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

Rigorous uncertainty quantification is essential for the safe deployment of autonomous systems in unconstrained environments. Conformal Prediction (CP) provides a distribution-free framework for this task, yet its standard formulations rely…

Machine Learning · Computer Science 2026-05-14 Renukanandan Tumu , Aditya Singh , Rahul Mangharam

In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…

Statistics Theory · Mathematics 2016-12-01 Wenyu Chen , Zhaokai Wang , Wooseok Ha , Rina Foygel Barber

We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…

Statistics Theory · Mathematics 2020-07-08 Leying Guan

Methods to quantify uncertainty in predictions from arbitrary models are in demand in high-stakes domains like medicine and finance. Conformal prediction has emerged as a popular method for producing a set of predictions with specified…

Machine Learning · Computer Science 2025-03-19 Jessica Hullman , Yifan Wu , Dawei Xie , Ziyang Guo , Andrew Gelman

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

Alongside optimization-based planners, sampling-based approaches are often used in trajectory planning for autonomous driving due to their simplicity. Model predictive path integral control is a framework that builds upon optimization…

Robotics · Computer Science 2026-02-09 Georg Rabenstein , Lars Ullrich , Knut Graichen

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

We study the problem of conformal prediction in a novel online framework that directly optimizes efficiency. In our problem, we are given a target miscoverage rate $\alpha > 0$, and a time horizon $T$. On each day $t \le T$ an algorithm…

Machine Learning · Computer Science 2025-10-23 Vaidehi Srinivas

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