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We introduce a framework for robust uncertainty quantification in situations where labeled training data are corrupted, through noisy or missing labels. We build on conformal prediction, a statistical tool for generating prediction sets…

Machine Learning · Computer Science 2026-02-27 Shai Feldman , Stephen Bates , Yaniv Romano

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

While split conformal prediction guarantees marginal coverage, approaching the stronger property of conditional coverage is essential for reliable uncertainty quantification. Naive conformal scores, however, suffer from poor conditional…

Machine Learning · Statistics 2026-05-08 Sacha Braun , Eugène Berta , Michael I. Jordan , Francis Bach

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

Machine Learning · Statistics 2025-05-07 Gauthier Thurin , Kimia Nadjahi , Claire Boyer

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

Conformal prediction (CP) is a framework to quantify uncertainty of machine learning classifiers including deep neural networks. Given a testing example and a trained classifier, CP produces a prediction set of candidate labels with a…

Machine Learning · Computer Science 2023-08-01 Subhankar Ghosh , Yuanjie Shi , Taha Belkhouja , Yan Yan , Jana Doppa , Brian Jones

Uncertainty quantification is an important prerequisite for the deployment of deep learning models in safety-critical areas. Yet, this hinges on the uncertainty estimates being useful to the extent the prediction intervals are…

Machine Learning · Computer Science 2025-07-29 Dharmesh Tailor , Alvaro H. C. Correia , Eric Nalisnick , Christos Louizos

This study aims to address the pervasive challenge of quantifying uncertainty in large language models (LLMs) without logit-access. Conformal Prediction (CP), known for its model-agnostic and distribution-free features, is a desired…

Computation and Language · Computer Science 2024-04-05 Jiayuan Su , Jing Luo , Hongwei Wang , Lu Cheng

Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…

Methodology · Statistics 2025-04-21 Ying Jin , Zhimei Ren

We propose a method for constructing distribution-free prediction intervals in nonparametric instrumental variable regression (NPIV), with finite-sample coverage guarantees. Building on the conditional guarantee framework in conformal…

Econometrics · Economics 2026-03-27 Masahiro Kato

Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…

Machine Learning · Computer Science 2024-07-25 Rui Luo , Nicolo Colombo

Conformal prediction (CP) generates a set of predictions for a given test sample such that the prediction set almost always contains the true label (e.g., 99.5\% of the time). CP provides comprehensive predictions on possible labels of a…

Machine Learning · Computer Science 2023-09-12 Yizhe Zhang , Shuo Wang , Yejia Zhang , Danny Z. Chen

In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Methodology · Statistics 2026-03-12 Han Lin Shang

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Machine Learning · Computer Science 2024-11-05 Xiaoyi Su , Zhixin Zhou , Rui Luo

Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable, and predictors are trained in a memoryless fashion. However, these assumptions and constraints are…

Machine Learning · Statistics 2026-05-29 Hanyang Jiang , Rina Foygel Barber , Ashwin Pananjady , Yao Xie

We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to form hyperrectangular prediction regions, which allow for easy…

Methodology · Statistics 2024-06-10 Max Sampson , Kung-Sik Chan

Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…

Methodology · Statistics 2025-12-04 Jaeyoung Shin , Chi Hyun Lee , Sangwook Kang

Conformal prediction is a distribution-free method that wraps a given machine learning model and returns a set of plausible labels that contain the true label with a prescribed coverage rate. In practice, the empirical coverage achieved…

Machine Learning · Statistics 2024-05-08 Zhou Wang , Xingye Qiao
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