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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 introduce Bellman Conformal Inference (BCI), a framework that wraps around any time series forecasting models and provides approximately calibrated prediction intervals. Unlike existing methods, BCI is able to leverage multi-step ahead…

Machine Learning · Computer Science 2024-02-12 Zitong Yang , Emmanuel Candès , Lihua Lei

Conformal Prediction (CP) is a popular method for uncertainty quantification that converts a pretrained model's point prediction into a prediction set, with the set size reflecting the model's confidence. Although existing CP methods are…

Machine Learning · Computer Science 2025-08-18 Shuqi Liu , Jianguo Huang , Luke Ong

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

We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate the…

Computation · Statistics 2017-06-14 Johan Dahlin , Mattias Villani , Thomas B. Schön

We propose \textbf{Temporal Conformal Prediction (TCP)}, a distribution-free framework for constructing well-calibrated prediction intervals in nonstationary time series. TCP couples a modern quantile forecaster with a rolling…

Machine Learning · Statistics 2026-01-26 Agnideep Aich , Ashit Baran Aich , Dipak C. Jain

Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

Conformal prediction (CP) is a method for constructing a prediction interval around the output of a fitted model, whose validity does not rely on the model being correct--the CP interval offers a coverage guarantee that is…

Methodology · Statistics 2025-04-17 Aabesh Bhattacharyya , Rina Foygel Barber

Identifying parameters of computational models from experimental data, or model calibration, is fundamental for assessing and improving the predictability and reliability of computer simulations. In this work, we propose a method for…

Computational Physics · Physics 2023-08-07 Lianghao Cao , Keyi Wu , J. Tinsley Oden , Peng Chen , Omar Ghattas

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

Transmit optimization and resource allocation for wireless cooperative networks with channel state information (CSI) uncertainty are important but challenging problems in terms of both the uncertainty modeling and performance op-…

Information Theory · Computer Science 2014-06-30 Yuanming Shi , Jun Zhang , Khaled B. Letaief

Reliable confidence measures of metrics derived from medical imaging reconstruction pipelines would improve the standard of decision-making in many clinical workflows. Conformal Prediction (CP) provides a robust framework for producing…

We consider the problem of constructing distribution-free prediction intervals for multi-step time series forecasting, with a focus on the temporal dependencies inherent in multi-step forecast errors. We establish that the optimal…

Methodology · Statistics 2026-02-03 Xiaoqian Wang , Rob J Hyndman

When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…

Machine Learning · Statistics 2022-12-08 Eugene Ndiaye

Adaptive Conformal Inference (ACI) provides distribution-free prediction intervals with asymptotic coverage guarantees for time series under distribution shift. However, ACI only adapts the quantile threshold -- it cannot shift the interval…

Machine Learning · Computer Science 2026-04-16 Ankit Lade , Sai Krishna J. , Indar Kumar

Online conformal prediction (OCP) wraps around any pre-trained predictor to produce prediction sets with coverage guarantees that hold irrespective of temporal dependencies or distribution shifts. However, standard OCP faces two key…

Machine Learning · Computer Science 2025-11-21 Meiyi Zhu , Caili Guo , Chunyan Feng , Osvaldo Simeone

Narrowband interference can severely degrade the performance of WiFi links by concentrating significant power on a small portion of the channel. Machine learning (ML) detectors trained on baseband I/Q samples can identify the affected…

Signal Processing · Electrical Eng. & Systems 2026-05-05 Xin Su , Meiyi Zhu , Osvaldo Simeone , Marco Di Renzo , Carlo Fischione

We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid…

Machine Learning · Computer Science 2026-05-27 Daniel Schweizer , Peter Kuhn , Jayant Sharma , Shivali Dubey , Malte von Ramin , Christoph Brockt-Haßauer

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