Conformal prediction with localization
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Abstract (arXiv)
We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural extension to conformal inference. It generalizes the method of conformal prediction to the case where we can break the data exchangeability, so as to give the test sample a special role. To our knowledge, this is the first work that introduces such a localization to the framework of conformal prediction. We prove that our proposal can also have assumption-free and finite sample coverage guarantees, and we compare the behaviors of localized conformal prediction and conformal prediction in simulations.
Key facts. Cited by 22 papers in the map (data through 7 Oct 2026). First posted on arXiv 22 Aug 2019.
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Citing papers per year: 2021: 9; 2022: 5; 2023: 4; 2024: 1; 2025: 2; 2026: 1.
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- 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantificationcited by 777
- 2022Conformal Risk Controlcited by 290
- 2021Distribution-Free, Risk-Controlling Prediction Setscited by 278
- 2021Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Controlcited by 256
- 2021Conformalized Survival Analysiscited by 53
- 2021Conformal Uncertainty Sets for Robust Optimizationcited by 49
- 2021Calibrated Multiple-Output Quantile Regression with Representation Learningcited by 49
- 2022Predictive Inference with Feature Conformal Predictioncited by 33
- 2022Efficient and Differentiable Conformal Prediction with General Function Classescited by 25
- 2023Probabilistically robust conformal predictioncited by 25
- 2021Locally Valid and Discriminative Prediction Intervals for Deep Learning Modelscited by 24
- 2022Split Localized Conformal Predictioncited by 20
10 more
- 2021Private Prediction Setscited by 16
- 2023Improving Uncertainty Quantification of Deep Classifiers via Neighborhood Conformal Prediction: Novel Algorithm and Theoretical Analysiscited by 16
- 2025PCS-UQ: Uncertainty Quantification via the Predictability-Computability-Stability Frameworkcited by 9
- 2023Conformalized Unconditional Quantile Regressioncited by 8
- 2023Adaptive Conformal Regression with Jackknife+ Rescaled Scorescited by 8
- 2021MD-split+: Practical Local Conformal Inference in High Dimensionscited by 5
- 2022Distribution-Free Finite-Sample Guarantees and Split Conformal Predictioncited by 4
- 2026Adaptive Conformal Anomaly Detection with Time Series Foundation Models for Signal Monitoringcited by 3
- 2024Robust Bayesian Optimization via Localized Online Conformal Predictioncited by 1
- 2025Improving Coverage in Combined Prediction Sets with Weighted p-valuescited by 0
- 2026Adaptive Conformal Anomaly Detection with Time Series Foundation Models for Signal Monitoring22 Apr 2026
- 2025Improving Coverage in Combined Prediction Sets with Weighted p-values17 May 2025
- 2025PCS-UQ: Uncertainty Quantification via the Predictability-Computability-Stability Framework13 May 2025
- 2024Robust Bayesian Optimization via Localized Online Conformal Prediction26 Nov 2024
- 2023Probabilistically robust conformal prediction31 Jul 2023
- 2023Adaptive Conformal Regression with Jackknife+ Rescaled Scores31 May 2023
- 2023Conformalized Unconditional Quantile Regression4 Apr 2023
- 2023Improving Uncertainty Quantification of Deep Classifiers via Neighborhood Conformal Prediction: Novel Algorithm and Theoretical Analysis19 Mar 2023
- 2022Distribution-Free Finite-Sample Guarantees and Split Conformal Prediction26 Oct 2022
- 2022Predictive Inference with Feature Conformal Prediction1 Oct 2022
- 2022Conformal Risk Control4 Aug 2022
- 2022Split Localized Conformal Prediction27 Jun 2022
10 more
- 2022Efficient and Differentiable Conformal Prediction with General Function Classes22 Feb 2022
- 2021Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Control3 Oct 2021
- 2021Calibrated Multiple-Output Quantile Regression with Representation Learning2 Oct 2021
- 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification15 Jul 2021
- 2021MD-split+: Practical Local Conformal Inference in High Dimensions7 Jul 2021
- 2021Locally Valid and Discriminative Prediction Intervals for Deep Learning Models1 Jun 2021
- 2021Conformal Uncertainty Sets for Robust Optimization31 May 2021
- 2021Conformalized Survival Analysis17 Mar 2021
- 2021Private Prediction Sets11 Feb 2021
- 2021Distribution-Free, Risk-Controlling Prediction Sets7 Jan 2021
- 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantificationcited by 777
- 2022Conformal Risk Controlcited by 290
- 2021Distribution-Free, Risk-Controlling Prediction Setscited by 278
- 2021Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Controlcited by 256
- 2021Conformalized Survival Analysiscited by 53
- 2021Conformal Uncertainty Sets for Robust Optimizationcited by 49
- 2021Calibrated Multiple-Output Quantile Regression with Representation Learningcited by 49
- 2022Predictive Inference with Feature Conformal Predictioncited by 33
- 2022Efficient and Differentiable Conformal Prediction with General Function Classescited by 25
- 2023Probabilistically robust conformal predictioncited by 25
- 2021Locally Valid and Discriminative Prediction Intervals for Deep Learning Modelscited by 24
- 2022Split Localized Conformal Predictioncited by 20
12 most cited of 21 All 21 (JSON)
- 2026Adaptive Conformal Anomaly Detection with Time Series Foundation Models for Signal Monitoring22 Apr 2026
- 2025PCS-UQ: Uncertainty Quantification via the Predictability-Computability-Stability Framework13 May 2025
- 2024Robust Bayesian Optimization via Localized Online Conformal Prediction26 Nov 2024
- 2023Probabilistically robust conformal prediction31 Jul 2023
- 2023Adaptive Conformal Regression with Jackknife+ Rescaled Scores31 May 2023
- 2023Conformalized Unconditional Quantile Regression4 Apr 2023
- 2023Improving Uncertainty Quantification of Deep Classifiers via Neighborhood Conformal Prediction: Novel Algorithm and Theoretical Analysis19 Mar 2023
- 2022Distribution-Free Finite-Sample Guarantees and Split Conformal Prediction26 Oct 2022
- 2022Predictive Inference with Feature Conformal Prediction1 Oct 2022
- 2022Conformal Risk Control4 Aug 2022
- 2022Split Localized Conformal Prediction27 Jun 2022
- 2022Efficient and Differentiable Conformal Prediction with General Function Classes22 Feb 2022
12 newest of 21 All 21 (JSON)