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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

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methodology · Statistics 2026-01-27 Rebecca Farina , Eric J. Tchetgen Tchetgen , Arun Kumar Kuchibhotla

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung

Vovk (2015) introduced cross-conformal prediction, a modification of split conformal designed to improve the width of prediction sets. The method, when trained with a miscoverage rate equal to $\alpha$ and $n \gg K$, ensures a marginal…

Machine Learning · Statistics 2025-05-22 Matteo Gasparin , Aaditya Ramdas

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

Deep learning based cervical cancer classification can potentially increase access to screening in low-resource regions. However, deep learning models are often overconfident and do not reliably reflect diagnostic uncertainty. Moreover,…

Image and Video Processing · Electrical Eng. & Systems 2025-05-15 Misgina Tsighe Hagos , Antti Suutala , Dmitrii Bychkov , Hakan Kücükel , Joar von Bahr , Milda Poceviciute , Johan Lundin , Nina Linder , Claes Lundström

This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold.…

Statistics Theory · Mathematics 2025-08-05 Yonghoon Lee , Rina Foygel Barber , Rebecca Willett

Performative predictions are forecasts which influence the outcomes they aim to predict, undermining the existence of correct forecasts and standard methods of elicitation and estimation. We show that conditioning forecasts on covariates…

Statistics Theory · Mathematics 2025-10-27 Philip Boeken , Onno Zoeter , Joris M. Mooij

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

Constructing valid confidence sets is a crucial task in statistical inference, yet traditional methods often face challenges when dealing with complex models or limited observed sample sizes. These challenges are frequently encountered in…

We introduce two new extensions to the beam search algorithm based on conformal predictions (CP) to produce sets of sequences with theoretical coverage guarantees. The first method is very simple and proposes dynamically-sized subsets of…

Machine Learning · Computer Science 2023-09-08 Nicolas Deutschmann , Marvin Alberts , María Rodríguez Martínez

Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-commerce, healthcare, and policymaking because they can both improve outcomes for study participants and increase the chance of identifying good or even…

Machine Learning · Statistics 2021-06-02 Aurélien Bibaut , Antoine Chambaz , Maria Dimakopoulou , Nathan Kallus , Mark van der Laan

Object counting models suffer when deployed across domains with differing density variety, since density shifts are inherently task-relevant and violate standard domain adaptation assumptions. To address this, we propose a theoretical…

Computer Vision and Pattern Recognition · Computer Science 2025-11-03 Zhuonan Liang , Dongnan Liu , Jianan Fan , Yaxuan Song , Qiang Qu , Runnan Chen , Yu Yao , Peng Fu , Weidong Cai

Conformal prediction provides a principled framework for constructing predictive sets with finite-sample validity. While much of the focus has been on univariate response variables, existing multivariate methods either impose rigid…

Machine Learning · Statistics 2026-03-19 Sacha Braun , Liviu Aolaritei , Michael I. Jordan , Francis Bach

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

We study the robustness of conformal prediction, a powerful tool for uncertainty quantification, to label noise. Our analysis tackles both regression and classification problems, characterizing when and how it is possible to construct…

Machine Learning · Computer Science 2024-11-27 Bat-Sheva Einbinder , Shai Feldman , Stephen Bates , Anastasios N. Angelopoulos , Asaf Gendler , Yaniv Romano

Conformal risk control is an extension of conformal prediction for controlling risk functions beyond miscoverage. The original algorithm controls the expected value of a loss that is monotonic in a one-dimensional parameter. Here, we…

Methodology · Statistics 2026-02-24 Anastasios N. Angelopoulos

Selective Classification, wherein models can reject low-confidence predictions, promises reliable translation of machine-learning based classification systems to real-world scenarios such as clinical diagnostics. While current evaluation of…

Conformal prediction provides a principled framework for uncertainty quantification with finite-sample coverage guarantees. While recent work has extended conformal prediction to online and sequential settings, existing methods typically…

Machine Learning · Statistics 2026-05-14 Eduardo Ochoa Rivera , Ambuj Tewari
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