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Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

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

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

Conformal prediction (CP) is a distribution-free method to construct reliable prediction intervals that has gained significant attention in recent years. Despite its success and various proposed extensions, a significant practical feature…

Statistics Theory · Mathematics 2026-02-02 Louis Allain , Sébastien Da Veiga , Brian Staber

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

Machine Learning · Computer Science 2025-10-21 Aditya T. Vadlamani , Anutam Srinivasan , Pranav Maneriker , Ali Payani , Srinivasan Parthasarathy

In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…

Machine Learning · Computer Science 2021-02-03 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of…

Machine Learning · Computer Science 2025-08-20 Floris den Hengst , Inès Blin , Majid Mohammadi , Syed Ihtesham Hussain Shah , Taraneh Younesian

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

Machine Learning · Computer Science 2024-03-29 A. A. Balinsky , A. D. Balinsky

Conformal Prediction (CP) is a popular framework for constructing prediction bands with valid coverage in finite samples, while being free of any distributional assumption. A well-known limitation of conformal prediction is the lack of…

Machine Learning · Computer Science 2025-05-28 Louis Allain , Sébastien da Veiga , Brian Staber

Conformal Prediction (CP) has emerged as a powerful statistical framework for high-stakes classification applications. Instead of predicting a single class, CP generates a prediction set, guaranteed to include the true label with a…

Machine Learning · Computer Science 2025-11-25 Ariel Fargion , Lahav Dabah , Tom Tirer

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

Machine Learning · Computer Science 2024-04-15 Etash Guha , Shlok Natarajan , Thomas Möllenhoff , Mohammad Emtiyaz Khan , Eugene Ndiaye

Time series forecasting is crucial for applications like resource scheduling and risk management, where multi-step predictions provide a comprehensive view of future trends. Uncertainty Quantification (UQ) is a mainstream approach for…

Machine Learning · Computer Science 2025-09-23 Qingdi Yu , Zhiwei Cao , Ruihang Wang , Zhen Yang , Lijun Deng , Min Hu , Yong Luo , Xin Zhou

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

Conformal prediction (CP) produces prediction regions with finite-sample, distribution free coverage guarantees, but its interpretation as a quantitative uncertainty tool is often left implicit. We develop a category-theoretic approach that…

Machine Learning · Statistics 2026-05-05 Michele Caprio

We consider conformal prediction for multivariate data and focus on hierarchical data, where some components are linear combinations of others. Intuitively, the hierarchical structure can be leveraged to reduce the size of prediction…

Cross-sectional prediction is common in many domains such as healthcare, including forecasting tasks using electronic health records, where different patients form a cross-section. We focus on the task of constructing valid prediction…

Machine Learning · Statistics 2022-10-04 Zhen Lin , Shubhendu Trivedi , Jimeng Sun

Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources…

Machine Learning · Statistics 2019-08-16 Ola Spjuth , Robin Carrión Brännström , Lars Carlsson , Niharika Gauraha

Conformal prediction (CP) has become a cornerstone of distribution-free uncertainty quantification, conventionally evaluated by its coverage and interval length. This work critically examines the sufficiency of these standard metrics. We…

Machine Learning · Statistics 2026-01-30 Yizhou Min , Yizhou Lu , Lanqi Li , Zhen Zhang , Jiaye Teng

Deep learning models in robotics often output point estimates with poorly calibrated confidences, offering no native mechanism to quantify predictive reliability under novel, noisy, or out-of-distribution inputs. Conformal prediction (CP)…

Robotics · Computer Science 2025-09-29 Divake Kumar , Sina Tayebati , Francesco Migliarba , Ranganath Krishnan , Amit Ranjan Trivedi