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Conformal Prediction Under Covariate Shift

arXiv 1904.06019 ↗First posted 12 Apr 2019stat.MEcited by 511

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Abstract (arXiv)

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the test and training covariate distributions differ, but the likelihood ratio between these two distributions is known---or, in practice, can be estimated accurately with access to a large set of unlabeled data (test covariate points). Our weighted extension of conformal prediction also applies more generally, to settings in which the data satisfies a certain weighted notion of exchangeability. We discuss other potential applications of our new conformal methodology, including latent variable and missing data problems.

Key facts. Cited by 511 papers in the map (data through 7 Oct 2026). First posted on arXiv 12 Apr 2019.

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Citing papers per year: 2021: 19; 2022: 46; 2023: 72; 2024: 91; 2025: 112; 2026: 171.

511 papers.

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  1. 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantificationcited by 777
  2. 2021Adaptive Conformal Inference Under Distribution Shiftcited by 360
  3. 2022Conformal Risk Controlcited by 290
  4. 2021Distribution-Free, Risk-Controlling Prediction Setscited by 278
  5. 2021Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Controlcited by 256
  6. 2023Helping or Herding? Reward Model Ensembles Mitigate but do not Eliminate Reward Hackingcited by 195
  7. 2022Adaptive Conformal Predictions for Time Seriescited by 155
  8. 2024Language Models with Conformal Factuality Guaranteescited by 128
  9. 2022Conformal Inference for Online Prediction with Arbitrary Distribution Shiftscited by 123
  10. 2021Distribution-free uncertainty quantification for classification under label shiftcited by 99
  11. 2023Conformal PID Control for Time Series Predictioncited by 85
  12. 2023Improved Online Conformal Prediction via Strongly Adaptive Online Learningcited by 76
38 more
  1. 2022Selection by Prediction with Conformal p-valuescited by 66
  2. 2022Practical Adversarial Multivalid Conformal Predictioncited by 65
  3. 2022Training Uncertainty-Aware Classifiers with Conformalized Deep Learningcited by 62
  4. 2021Few-shot Conformal Prediction with Auxiliary Taskscited by 53
  5. 2021Conformalized Survival Analysiscited by 53
  6. 2022Conformal Prediction Under Feedback Covariate Shift for Biomolecular Designcited by 53
  7. 2023Conformal Prediction for Deep Classifier via Label Rankingcited by 52
  8. 2024Conformal Prediction for Natural Language Processing: A Surveycited by 52
  9. 2021Online Multivalid Learning: Means, Moments, and Prediction Intervalscited by 48
  10. 2022Probabilistic Conformal Prediction Using Conditional Random Samplescited by 47
  11. 2021PAC Prediction Sets Under Covariate Shiftcited by 42
  12. 2021Sample-Efficient Safety Assurances using Conformal Predictioncited by 41
  13. 2023Conformal Prediction for Time Series with Modern Hopfield Networkscited by 40
  14. 2022Robust Calibration with Multi-domain Temperature Scalingcited by 39
  15. 2024Length Optimization in Conformal Predictioncited by 39
  16. 2021Tracking the risk of a deployed model and detecting harmful distribution shiftscited by 38
  17. 2022Achieving Risk Control in Online Learning Settingscited by 38
  18. 2024Conformal prediction for multi-dimensional time series by ellipsoidal setscited by 37
  19. 2022On the Utility of Prediction Sets in Human-AI Teamscited by 34
  20. 2022Predictive Inference with Feature Conformal Predictioncited by 33
  21. 2023Conformal Prediction Regions for Time Series using Linear Complementarity Programmingcited by 33
  22. 2023Conformal prediction under ambiguous ground truthcited by 31
  23. 2022Calibrated Selective Classificationcited by 30
  24. 2023A Survey on Deep Learning-Based Monocular Spacecraft Pose Estimation: Current State, Limitations and Prospectscited by 30
  25. 2023Conformal Prediction for Federated Uncertainty Quantification Under Label Shiftcited by 29
  26. 2023Non-Exchangeable Conformal Risk Controlcited by 29
  27. 2022Bayesian Optimization with Conformal Prediction Setscited by 27
  28. 2023Designing Decision Support Systems Using Counterfactual Prediction Setscited by 26
  29. 2024Conformal Validity Guarantees Exist for Any Data Distribution (and How to Find Them)cited by 26
  30. 2022Conformal Prediction with Temporal Quantile Adjustmentscited by 25
  31. 2022Conformal Off-Policy Prediction in Contextual Banditscited by 25
  32. 2023Probabilistically robust conformal predictioncited by 25
  33. 2024Conformal Prediction: A Data Perspectivecited by 25
  34. 2023Adaptive conformal classification with noisy labelscited by 24
  35. 2023Conformal Meta-learners for Predictive Inference of Individual Treatment Effectscited by 23
  36. 2024Conformal Prediction with Learned Featurescited by 23
  37. 2022Prediction Sets Adaptive to Unknown Covariate Shiftcited by 22
  38. 2024Non-Exchangeable Conformal Language Generation with Nearest Neighborscited by 21

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