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We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

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 consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Eugene B. Postnikov , Igor M. Sokolov

This paper presents a new approach for assessing uncertainty in machine translation by simultaneously evaluating translation quality and providing a reliable confidence score. Our approach utilizes conformal predictive distributions to…

Computation and Language · Computer Science 2023-06-05 Patrizio Giovannotti

We apply split conformal prediction techniques to regression problems with circular responses by introducing a suitable conformity score, leading to prediction sets with adaptive arc length and finite-sample coverage guarantees for any…

Machine Learning · Statistics 2024-12-30 Paulo C. Marques F. , Rinaldo Artes , Helton Graziadei

Astronomers often deal with data where the covariates and the dependent variable are measured with heteroscedastic non-Gaussian error. For instance, while TESS and Kepler datasets provide a wealth of information, addressing the challenges…

Instrumentation and Methods for Astrophysics · Physics 2024-12-17 Naomi Giertych , Jonathan P Williams , Sujit Ghosh

Conformal prediction is a useful and versatile alternative to model calibration in machine learning classification. It replaces single-class prediction with prediction sets, guaranteeing that the \textit{a priori} probability of the…

Machine Learning · Computer Science 2026-05-26 Sol Erika Boman

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

Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…

Machine Learning · Statistics 2024-11-27 Eshant English , Christoph Lippert

Conformal prediction provides distribution-free predictive intervals with finite-sample marginal coverage. However, achieving conditional validity and interval efficiency (in terms of short interval length) remains challenging, particularly…

Machine Learning · Statistics 2026-05-06 Ran Zou , Wanrong Zhu , Bin Nan

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

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

Full conformal prediction is a framework that implicitly formulates distribution-free confidence prediction regions for a wide range of estimators. However, a classical limitation of the full conformal framework is the computation of the…

Machine Learning · Statistics 2026-01-27 Davidson Lova Razafindrakoto , Alain Celisse , Jérôme Lacaille

Machine-learning systems used in survey-based social measurement require uncertainty estimates that are reliable across population subgroups, not merely valid in aggregate. We study ordinal conformal prediction for five-level AI-attitude…

Methodology · Statistics 2026-05-08 Amir Rafe , Subasish Das

This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability. Prompted by the need for dependable uncertainty…

Machine Learning · Statistics 2024-05-16 Yanfei Zhou , Lars Lindemann , Matteo Sesia

Robust Bayesian linear regression is a classical but essential statistical tool. Although novel robustness properties of posterior distributions have been proved recently under a certain class of error distributions, their sufficient…

Methodology · Statistics 2025-09-23 Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

Conformal prediction provides distribution-free prediction sets with guaranteed marginal coverage. However, in split conformal prediction this guarantee is training-conditional only in expectation: across many calibration draws, the average…

Machine Learning · Computer Science 2025-09-22 Petrus H. Zwart

Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions…

Machine Learning · Statistics 2026-05-18 Ziang Gao , Pengqi Liu , Archer Yi Yang , Mouloud Belbahri , Jesse C. Cresswell , Masoud Asgharian

We develop a skew-adaptive extension of split conformal prediction for regression. The method starts from an asymmetric interval family centered at a point prediction and uses the gauge approach to deduce the conformity score induced by…

Machine Learning · Statistics 2026-05-18 Paulo C. Marques F. , Helton Graziadei

Conformal prediction is a powerful framework for distribution-free uncertainty quantification. The standard approach to conformal prediction relies on comparing the ranks of prediction scores: under exchangeability, the rank of a future…

Machine Learning · Statistics 2025-05-07 Etienne Gauthier , Francis Bach , Michael I. Jordan