mlsanityData to 14 Oct 2026

Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Data

arXiv 1802.06300 ↗First posted 17 Feb 2018stat.ML cs.LGcited by 66

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Abstract (arXiv)

We extend conformal inference to general settings that allow for time series data. Our proposal is developed as a randomization method and accounts for potential serial dependence by including block structures in the permutation scheme. As a result, the proposed method retains the exact, model-free validity when the data are i.i.d. or more generally exchangeable, similar to usual conformal inference methods. When exchangeability fails, as is the case for common time series data, the proposed approach is approximately valid under weak assumptions on the conformity score.

Key facts. Cited by 66 papers in the map (data through 14 Oct 2026). First posted on arXiv 17 Feb 2018.

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Citing papers per year: 2021: 8; 2022: 10; 2023: 11; 2024: 10; 2025: 15; 2026: 12.

66 papers.

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  1. 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantificationcited by 792
  2. 2021Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Controlcited by 271
  3. 2022Adaptive Conformal Predictions for Time Seriescited by 161
  4. 2022Conformal Inference for Online Prediction with Arbitrary Distribution Shiftscited by 128
  5. 2023Conformal PID Control for Time Series Predictioncited by 88
  6. 2023Improved Online Conformal Prediction via Strongly Adaptive Online Learningcited by 78
  7. 2022Practical Adversarial Multivalid Conformal Predictioncited by 65
  8. 2024Online conformal prediction with decaying step sizescited by 56
  9. 2024Conformal Prediction for Natural Language Processing: A Surveycited by 53
  10. 2021Online Multivalid Learning: Means, Moments, and Prediction Intervalscited by 49
  11. 2021Conformal Uncertainty Sets for Robust Optimizationcited by 49
  12. 2021PAC Prediction Sets Under Covariate Shiftcited by 45
38 more
  1. 2022Achieving Risk Control in Online Learning Settingscited by 39
  2. 2021Valid prediction intervals for regression problemscited by 29
  3. 2023Non-Exchangeable Conformal Risk Controlcited by 29
  4. 2024Conformal Prediction: A Data Perspectivecited by 25
  5. 2025Multivariate Conformal Prediction using Optimal Transportcited by 22
  6. 2021Stable Conformal Prediction Setscited by 19
  7. 2023Conformal Prediction for Network-Assisted Regressioncited by 14
  8. 2022Recommendation Systems with Distribution-Free Reliability Guaranteescited by 13
  9. 2024Bellman Conformal Inference: Calibrating Prediction Intervals For Time Seriescited by 13
  10. 2025Error-quantified Conformal Inference for Time Seriescited by 12
  11. 2025Conformal Inference under High-Dimensional Covariate Shifts via Likelihood-Ratio Regularizationcited by 12
  12. 2025Conformal Prediction under Levy-Prokhorov Distribution Shifts: Robustness to Local and Global Perturbationscited by 12
  13. 2024Conformal online model aggregationcited by 11
  14. 2022PAC-Wrap: Semi-Supervised PAC Anomaly Detectioncited by 10
  15. 2024Towards Modeling Uncertainties of Self-explaining Neural Networks via Conformal Predictioncited by 10
  16. 2025Predictive inference for time series: why is split conformal effective despite temporal dependence?cited by 10
  17. 2025Synthetic-Powered Predictive Inferencecited by 9
  18. 2021Root-finding Approaches for Computing Conformal Prediction Setcited by 8
  19. 2022Extending Conformal Prediction to Hidden Markov Models with Exact Validity via de Finetti's Theorem for Markov Chainscited by 8
  20. 2023SymmPI: Predictive Inference for Data with Group Symmetriescited by 8
  21. 2022Conformal Prediction Bands for Two-Dimensional Functional Time Seriescited by 7
  22. 2025Conformal Information Pursuit for Interactively Guiding Large Language Modelscited by 7
  23. 2023Efficient and Multiply Robust Risk Estimation under General Forms of Dataset Shiftcited by 5
  24. 2025Non-exchangeable Conformal Prediction with Optimal Transport: Tackling Distribution Shifts with Unlabeled Datacited by 5
  25. 2025Adaptive Coverage Policies in Conformal Predictioncited by 5
  26. 2022Distribution-Free Finite-Sample Guarantees and Split Conformal Predictioncited by 4
  27. 2023Conformalization of Sparse Generalized Linear Modelscited by 4
  28. 2024Predictive Inference in Multi-environment Scenarioscited by 4
  29. 2025JAPAN: Joint Adaptive Prediction Areas with Normalising-Flowscited by 4
  30. 2026Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Seriescited by 4
  31. 2023On the Validity of Conformal Prediction for Network Data Under Non-Uniform Samplingcited by 3
  32. 2023Sparse Deep Learning for Time Series Data: Theory and Applicationscited by 3
  33. 2024JANET: Joint Adaptive predictioN-region Estimation for Time-seriescited by 3
  34. 2025From Uncertain to Safe: Conformal Adaptation of Diffusion Models for Safe PDE Controlcited by 3
  35. 2023Design-based conformal predictioncited by 2
  36. 2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networkscited by 2
  37. 2025A Gentle Introduction to Conformal Time Series Forecastingcited by 2
  38. 2022A general framework for multi-step ahead adaptive conformal heteroscedastic time series forecastingcited by 1

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