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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…

机器学习 · 计算机科学 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

Regression problems with bounded continuous outcomes frequently arise in real-world statistical and machine learning applications, such as the analysis of rates and proportions. A central challenge in this setting is predicting a response…

机器学习 · 统计学 2025-07-21 Zhanli Wu , Fabrizio Leisen , F. Javier Rubio

Conformal prediction is a distribution-free method that wraps a given machine learning model and returns a set of plausible labels that contain the true label with a prescribed coverage rate. In practice, the empirical coverage achieved…

机器学习 · 统计学 2024-05-08 Zhou Wang , Xingye Qiao

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.,…

最优化与控制 · 数学 2025-10-21 Han Wang , Chao Ning

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

统计方法学 · 统计学 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

统计方法学 · 统计学 2026-05-28 Yao Zhang , Emmanuel J. Candès

Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…

机器学习 · 计算机科学 2024-03-29 A. A. Balinsky , A. D. Balinsky

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

机器学习 · 计算机科学 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…

统计方法学 · 统计学 2025-04-21 Ying Jin , Zhimei Ren

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 (CP) provides a statistical framework for uncertainty quantification that constructs prediction sets with coverage guarantees. While CP yields uncontrolled prediction set sizes, Backward Conformal Prediction (BCP)…

机器学习 · 统计学 2026-05-19 Junxian Liu , Hao Zeng , Hongxin Wei

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

Conformal prediction is a distribution-free and model-agnostic uncertainty-quantification method that provides finite-sample prediction intervals with guaranteed coverage. In this work, for the first time, we apply conformal-prediction to…

核理论 · 物理学 2026-02-02 Habib Yousefi Dezdarani , Ryan Curry , Alexandros Gezerlis

Conformal prediction is a popular uncertainty quantification method that augments a base predictor to return sets of predictions with statistically valid coverage guarantees. However, current methods are often computationally expensive and…

机器学习 · 计算机科学 2026-03-05 Laura Lützow , Michael Eichelbeck , Mykel J. Kochenderfer , Matthias Althoff

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…

机器学习 · 统计学 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

Uncertainty quantification of causal effects is crucial for safety-critical applications such as personalized medicine. A powerful approach for this is conformal prediction, which has several practical benefits due to model-agnostic…

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…

统计方法学 · 统计学 2025-12-04 Jaeyoung Shin , Chi Hyun Lee , Sangwook Kang

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

机器学习 · 统计学 2024-11-05 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

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…

统计方法学 · 统计学 2026-03-27 Nina Deliu , Brunero Liseo

Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

机器学习 · 统计学 2024-05-30 Charles Guille-Escuret , Eugene Ndiaye
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