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Conformal Prediction (CP) has proven to be an effective post-hoc method for improving the trustworthiness of neural networks by providing prediction sets with finite-sample guarantees. However, under adversarial attacks, classical conformal…

Reliable uncertainty quantification is critical for trustworthy AI. Conformal Prediction (CP) provides prediction sets with distribution-free coverage guarantees, but its two main variants face complementary limitations. Split CP (SCP)…

Machine Learning · Computer Science 2025-11-20 Weicao Deng , Sangwoo Park , Min Li , Osvaldo Simeone

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

With the increasing use of Machine Learning (ML) algorithms in scientific research comes the need for reliable uncertainty quantification. When taking a measurement it is not enough to provide the result, we also have to declare how…

General Relativity and Quantum Cosmology · Physics 2025-05-09 Ann-Kristin Malz , Gregory Ashton , Nicolo Colombo

Conformal prediction (CP) is a powerful framework for uncertainty quantification, generating prediction sets with coverage guarantees. Split conformal prediction relies on labeled data in the calibration procedure. However, the labeled data…

Machine Learning · Computer Science 2026-03-11 Xuanning Zhou , Zihao Shi , Hao Zeng , Xiaobo Xia , Bingyi Jing , Hongxin Wei

Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…

Methodology · Statistics 2026-03-27 Nina Deliu , Brunero Liseo

Conformal prediction (CP) transforms any model's output into prediction sets guaranteed to include (cover) the true label. CP requires exchangeability, a relaxation of the i.i.d. assumption, to obtain a valid distribution-free coverage…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Aleksandar Bojchevski

In astronomy, we frequently face the decision problem: does this data contain a signal? Typically, a statistical approach is used, which requires a threshold. The choice of threshold presents a common challenge in settings where signals and…

General Relativity and Quantum Cosmology · Physics 2024-06-10 Gregory Ashton , Nicolo Colombo , Ian Harry , Surabhi Sachdev

Conformal prediction (CP) provides a framework for constructing prediction sets with guaranteed coverage, assuming exchangeable data. However, real-world scenarios often involve distribution shifts that violate exchangeability, leading to…

Machine Learning · Computer Science 2025-05-27 Shadi Alijani , Homayoun Najjaran

Ordinal classification has been widely applied in many high-stakes applications, e.g., medical imaging and diagnosis, where reliable uncertainty quantification (UQ) is essential for decision making. Conformal prediction (CP) is a general UQ…

Machine Learning · Computer Science 2025-11-24 Zijian Zhang , Xinyu Chen , Yuanjie Shi , Liyuan Lillian Ma , Zifan Xu , Yan Yan

Split conformal prediction (CP) is arguably the most popular CP method for uncertainty quantification, enjoying both academic interest and widespread deployment. However, the original theoretical analysis of split CP makes the crucial…

Statistics Theory · Mathematics 2024-08-26 Roberto I. Oliveira , Paulo Orenstein , Thiago Ramos , João Vitor Romano

Surrogate models (including deep neural networks and other machine learning algorithms in supervised learning) are capable of approximating arbitrarily complex, high-dimensional input-output problems in science and engineering, but require…

Machine Learning · Computer Science 2025-12-17 Miguel Sánchez-Domínguez , Lucas Lacasa , Javier de Vicente , Gonzalo Rubio , Eusebio Valero

Conformal prediction (CP) offers distribution-free uncertainty quantification for machine learning models, yet its interplay with fairness in downstream decision-making remains underexplored. Moving beyond CP as a standalone operation…

Machine Learning · Statistics 2026-02-20 Pengqi Liu , Zijun Yu , Mouloud Belbahri , Arthur Charpentier , Masoud Asgharian , Jesse C. Cresswell

Conformal Prediction (CP) is a widely used technique for quantifying uncertainty in machine learning models. In its standard form, CP offers probabilistic guarantees on the coverage of the true label, but it is agnostic to sensitive…

Machine Learning · Computer Science 2025-09-30 Anutam Srinivasan , Aditya T. Vadlamani , Amin Meghrazi , Srinivasan Parthasarathy

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

Machine learning (ML) models always make a prediction, even when they are likely to be wrong. This causes problems in practical applications, as we do not know if we should trust a prediction. ML with reject option addresses this issue by…

We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…

Machine Learning · Computer Science 2023-04-05 Ahmed M. Alaa , Zeshan Hussain , David Sontag

The main objective of Prognostics and Health Management is to estimate the Remaining Useful Lifetime (RUL), namely, the time that a system or a piece of equipment is still in working order before starting to function incorrectly. In recent…

Machine Learning · Computer Science 2023-01-02 Alireza Javanmardi , Eyke Hüllermeier

Signal Temporal Logic (STL) inference seeks to extract human-interpretable rules from time-series data, but existing methods lack formal confidence guarantees for the inferred rules. Conformal prediction (CP) is a technique that can provide…

Machine Learning · Computer Science 2025-10-23 Danyang Li , Yixuan Wang , Matthew Cleaveland , Mingyu Cai , Roberto Tron

The reliable deployment of deep learning in medical imaging requires uncertainty quantification that provides rigorous error guarantees while remaining anatomically meaningful. Conformal prediction (CP) is a powerful distribution-free…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Mélanie Gaillochet , Christian Desrosiers , Hervé Lombaert
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