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We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of random variables. CPP utilizes samples from these random…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Yiqi Zhao , Xinyi Yu , Matteo Sesia , Jyotirmoy V. Deshmukh , Lars Lindemann

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

Organizations increasingly rely on predictive models to decide who should be targeted for interventions, such as marketing campaigns, customer retention offers, or medical treatments. Yet these models are usually built to predict outcomes…

Machine Learning · Statistics 2025-10-24 Carlos Fernández-Loría , Yanfang Hou , Foster Provost , Jennifer Hill

In many scientific domains, clustering aims to reveal interpretable latent structure that reflects relevant subpopulations or processes. Widely used Bayesian mixture models for model-based clustering often produce overlapping or redundant…

Methodology · Statistics 2025-10-13 Ziyi Song , Federico Camerlenghi , Weining Shen , Michele Guindani , Mario Beraha

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 is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber

Comprehensively understanding and accurately predicting the performance of large language models across diverse downstream tasks has emerged as a pivotal challenge in NLP research. The pioneering scaling law on downstream works demonstrated…

Computation and Language · Computer Science 2024-10-04 Qiyuan Zhang , Fuyuan Lyu , Xue Liu , Chen Ma

Understanding which concepts models can and cannot represent has been fundamental to many tasks: from effective and responsible use of models to detecting out of distribution data. We introduce Gaussian process probes (GPP), a unified and…

Machine Learning · Computer Science 2023-11-07 Zi Wang , Alexander Ku , Jason Baldridge , Thomas L. Griffiths , Been Kim

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 propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…

Machine Learning · Computer Science 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Methodology · Statistics 2021-06-15 Edwin Fong , Chris Holmes

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

Machine Learning · Computer Science 2024-02-01 Matteo Fontana , Gianluca Zeni , Simone Vantini

Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…

Methodology · Statistics 2025-08-05 Graham Gibson

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

Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…

Methodology · Statistics 2026-03-26 Matteo Sesia , Stefano Favaro

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

Cell-penetrating peptides (CPPs) are powerful vectors for the intracellular delivery of a diverse array of therapeutic molecules. Despite their potential, the rational design of CPPs remains a challenging task that often requires extensive…

Biomolecules · Quantitative Biology 2024-06-05 Gabriele Maroni , Filip Stojceski , Lorenzo Pallante , Marco A. Deriu , Dario Piga , Gianvito Grasso
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