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Conformal prediction provides distribution-free prediction sets with finite-sample conditional guarantees. We build upon the RKHS-based framework of Gibbs et al. (2023), which leverages families of covariate shifts to provide approximate…

Methodology · Statistics 2026-05-29 Yating Liu , Yeo Jin Jung , Zixuan Wu , So Won Jeong , Claire Donnat

Conformal prediction (CP) is a popular frequentist framework for representing uncertainty by providing prediction sets that guarantee coverage of the true label with a user-adjustable probability. In most applications, CP operates on…

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

Conformal prediction (CP) offers distribution-free marginal coverage guarantees under an exchangeability assumption, but these guarantees can fail if the data distribution shifts. We analyze the use of pseudo-calibration as a tool to…

Machine Learning · Computer Science 2026-02-17 Farbod Siahkali , Ashwin Verma , Vijay Gupta

Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering…

Machine Learning · Computer Science 2024-10-17 Jef Jonkers , Glenn Van Wallendael , Luc Duchateau , Sofie Van Hoecke

Forecasting armed conflicts is a critical area of research with the potential to save lives and mitigate suffering. While existing forecasting models offer valuable point predictions, they often lack individual-level uncertainty estimates,…

Methodology · Statistics 2026-01-14 David Randahl , Jonathan P. Williams , Håvard Hegre

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

Conformal prediction (CP) offers a principled framework for uncertainty quantification, but it fails to guarantee coverage when faced with missing covariates. In addressing the heterogeneity induced by various missing patterns,…

Machine Learning · Statistics 2025-12-17 Jiarong Fan , Juhyun Park. Thi Phuong Thuy Vo , Nicolas Brunel

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 (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g.,…

Optimization and Control · Mathematics 2025-10-21 Han Wang , Chao Ning

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

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

Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J. B Brunel

Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings,…

Machine Learning · Computer Science 2026-03-18 Haifeng Wen , Osvaldo Simeone , Hong Xing

Conformal prediction (CP) converts any model's output to prediction sets with a guarantee to cover the true label with (adjustable) high probability. Robust CP extends this guarantee to worst-case (adversarial) inputs. Existing baselines…

Machine Learning · Computer Science 2025-03-10 Soroush H. Zargarbashi , Aleksandar Bojchevski

Conformal Prediction (CP) provides distribution-free uncertainty quantification by constructing prediction sets that guarantee coverage of the true labels. This reliability makes CP valuable for high-stakes federated learning scenarios such…

Machine Learning · Computer Science 2025-10-21 Rui Xu , Xingyuan Chen , Wenxing Huang , Minxuan Huang , Yun Xie , Weiyan Chen , Sihong Xie

Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…

High Energy Physics - Phenomenology · Physics 2025-12-22 Jack Y. Araz , Michael Spannowsky

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

We develop fast distribution-free conformal prediction algorithms for obtaining multivalid coverage on exchangeable data in the batch setting. Multivalid coverage guarantees are stronger than marginal coverage guarantees in two ways: (1)…

Machine Learning · Computer Science 2022-10-03 Christopher Jung , Georgy Noarov , Ramya Ramalingam , Aaron Roth

Conventional frequentist learning is known to yield poorly calibrated models that fail to reliably quantify the uncertainty of their decisions. Bayesian learning can improve calibration, but formal guarantees apply only under restrictive…

Machine Learning · Statistics 2022-10-07 Sangwoo Park , Kfir M. Cohen , Osvaldo Simeone