# Conformal Prediction: a Unified Review of Theory and New Challenges

arXiv: https://arxiv.org/abs/2005.07972 · HTML: https://mlsanity.com/paper/2005.07972/

## Key facts

- Cited by 118 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 May 2020.

## Built on by (most cited first, 30 of 118)

- [Benchmarking LLMs via Uncertainty Quantification](https://mlsanity.com/paper/2401.12794/) (2024)
- [Sequential Predictive Conformal Inference for Time Series](https://mlsanity.com/paper/2212.03463/) (2022)
- [Conformal Uncertainty Sets for Robust Optimization](https://mlsanity.com/paper/2105.14957/) (2021)
- [Conformal Prediction for Time Series with Modern Hopfield Networks](https://mlsanity.com/paper/2303.12783/) (2023)
- [Conformal prediction for multi-dimensional time series by ellipsoidal sets](https://mlsanity.com/paper/2403.03850/) (2024)
- [Fast yet Safe: Early-Exiting with Risk Control](https://mlsanity.com/paper/2405.20915/) (2024)
- [Conformal Prediction for Federated Uncertainty Quantification Under Label Shift](https://mlsanity.com/paper/2306.05131/) (2023)
- [Uncertainty-Aware Evaluation for Vision-Language Models](https://mlsanity.com/paper/2402.14418/) (2024)
- [One-Shot Federated Conformal Prediction](https://mlsanity.com/paper/2302.06322/) (2023)
- [Conformal Prediction: A Data Perspective](https://mlsanity.com/paper/2410.06494/) (2024)
- [Adaptive Bounding Box Uncertainties via Two-Step Conformal Prediction](https://mlsanity.com/paper/2403.07263/) (2024)
- [Conformalized Fairness via Quantile Regression](https://mlsanity.com/paper/2210.02015/) (2022)
- [Enhancing Conformal Prediction Using E-Test Statistics](https://mlsanity.com/paper/2403.19082/) (2024)
- [Conformal Prediction for Class-wise Coverage via Augmented Label Rank Calibration](https://mlsanity.com/paper/2406.06818/) (2024)
- [Anomalous Edge Detection in Edge Exchangeable Social Network Models](https://mlsanity.com/paper/2109.12727/) (2021)
- [Equal Opportunity of Coverage in Fair Regression](https://mlsanity.com/paper/2311.02243/) (2023)
- [Universal distribution of the empirical coverage in split conformal prediction](https://mlsanity.com/paper/2303.02770/) (2023)
- [JAWS: Auditing Predictive Uncertainty Under Covariate Shift](https://mlsanity.com/paper/2207.10716/) (2022)
- [Conformal Risk Minimization with Variance Reduction](https://mlsanity.com/paper/2411.01696/) (2024)
- [Conformal Credal Self-Supervised Learning](https://mlsanity.com/paper/2205.15239/) (2022)
- [Extending Conformal Prediction to Hidden Markov Models with Exact Validity via de Finetti's Theorem for Markov Chains](https://mlsanity.com/paper/2210.02271/) (2022)
- [Cross-Validation Conformal Risk Control](https://mlsanity.com/paper/2401.11974/) (2024)
- [Conformal Convolution and Monte Carlo Meta-learners for Predictive Inference of Individual Treatment Effects](https://mlsanity.com/paper/2402.04906/) (2024)
- [Conformal Risk Control for Ordinal Classification](https://mlsanity.com/paper/2405.00417/) (2024)
- [Conformal Prediction Bands for Two-Dimensional Functional Time Series](https://mlsanity.com/paper/2207.13656/) (2022)
- [Exact and Approximate Conformal Inference for Multi-Output Regression](https://mlsanity.com/paper/2210.17405/) (2022)
- [CONFLARE: CONFormal LArge language model REtrieval](https://mlsanity.com/paper/2404.04287/) (2024)
- [Conformal prediction set for time-series](https://mlsanity.com/paper/2206.07851/) (2022)
- [Improved conformalized quantile regression](https://mlsanity.com/paper/2207.02808/) (2022)
- [Nonparametric Quantile Regression: Non-Crossing Constraints and Conformal Prediction](https://mlsanity.com/paper/2210.10161/) (2022)

## Abstract (arXiv)

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 straightforward way predictions sets that are valid in a statistical sense also in in the finite sample case. The in-depth discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction, and then proceeds to list the more advanced developments and adaptations of the original idea.