mlsanityData to 7 Oct 2026

Conformal Prediction using Conditional Histograms

arXiv 2105.08747 ↗First posted 18 May 2021stat.ME stat.MLcited by 77

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Abstract (arXiv)

This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of the outcome using histograms, it translates their output into the shortest prediction intervals with approximate conditional coverage. The resulting prediction intervals provably have marginal coverage in finite samples, while asymptotically achieving conditional coverage and optimal length if the black-box model is consistent. Numerical experiments with simulated and real data demonstrate improved performance compared to state-of-the-art alternatives, including conformalized quantile regression and other distributional conformal prediction approaches.

Key facts. Cited by 77 papers in the map (data through 7 Oct 2026). Builds on 16 of its 35 references that are in the map. First posted on arXiv 18 May 2021.

Builds on

16 of 35 references.

References · 16

  1. 2014Adam: A Method for Stochastic Optimizationcited by 36,960
  2. 2016Distribution-Free Predictive Inference For Regressioncited by 657
  3. 2019Conformalized Quantile Regressioncited by 620
  4. 2020Classification with Valid and Adaptive Coveragecited by 390
  5. 2019Predictive inference with the jackknife+cited by 206
  6. 2021Testing for Outliers with Conformal p-valuescited by 133
  7. 2019Distributional conformal predictioncited by 104
  8. 2019Nested conformal prediction and quantile out-of-bag ensemble methodscited by 88
  9. 2019A comparison of some conformal quantile regression methodscited by 76
  10. 2019Flexible distribution-free conditional predictive bands using density estimatorscited by 64
  11. 2019Adaptive, Distribution-Free Prediction Intervals for Deep Networkscited by 56
  12. 2020Predictive Inference Is Free with the Jackknife+-after-Bootstrapcited by 55
4 more
  1. 2019With Malice Towards None: Assessing Uncertainty via Equalized Coveragecited by 43
  2. 2019Conditional Density Estimation Tools in Python and R with Applications to Photometric Redshifts and Likelihood-Free Cosmological Inferencecited by 21
  3. 2016Nonparametric Conditional Density Estimation in a High-Dimensional Regression Settingcited by 20
  4. 2020Making learning more transparent using conformalized performance predictioncited by 8

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2022: 13; 2023: 12; 2024: 18; 2025: 18; 2026: 16.

77 papers.

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  1. 2022Training Uncertainty-Aware Classifiers with Conformalized Deep Learningcited by 62
  2. 2022Probabilistic Conformal Prediction Using Conditional Random Samplescited by 47
  3. 2024Length Optimization in Conformal Predictioncited by 39
  4. 2022Achieving Risk Control in Online Learning Settingscited by 38
  5. 2022Improving Trustworthiness of AI Disease Severity Rating in Medical Imaging with Ordinal Conformal Prediction Setscited by 38
  6. 2022Predictive Inference with Feature Conformal Predictioncited by 33
  7. 2023Principal Uncertainty Quantification with Spatial Correlation for Image Restoration Problemscited by 28
  8. 2023One-Shot Federated Conformal Predictioncited by 26
  9. 2025Analyzing Uncertainty of LLM-as-a-Judge: Interval Evaluations with Conformal Predictioncited by 26
  10. 2023Conformal Contextual Robust Optimizationcited by 25
  11. 2023Conformal Prediction with Missing Valuescited by 24
  12. 2023Adaptive conformal classification with noisy labelscited by 24
38 more
  1. 2024Adaptive Bounding Box Uncertainties via Two-Step Conformal Predictioncited by 23
  2. 2024Conformal Prediction with Learned Featurescited by 23
  3. 2024Probabilistic Conformal Prediction with Approximate Conditional Validitycited by 23
  4. 2024Conformalized Credal Set Predictorscited by 21
  5. 2022Split Localized Conformal Predictioncited by 20
  6. 2022Integrative conformal p-values for powerful out-of-distribution testing with labeled outlierscited by 19
  7. 2025Optimal Transport-based Conformal Predictioncited by 19
  8. 2024Conformal Prediction via Regression-as-Classificationcited by 18
  9. 2023Improving Adaptive Conformal Prediction Using Self-Supervised Learningcited by 17
  10. 2025Rectifying Conformity Scores for Better Conditional Coveragecited by 17
  11. 2023Conformal inference is (almost) free for neural networks trained with early stoppingcited by 14
  12. 2024Are foundation models for computer vision good conformal predictors?cited by 12
  13. 2022Fast Nonlinear Vector Quantile Regressioncited by 11
  14. 2024Conformal Thresholded Intervals for Efficient Regressioncited by 11
  15. 2025Conformal Inference under High-Dimensional Covariate Shifts via Likelihood-Ratio Regularizationcited by 11
  16. 2022Conformal Frequency Estimation using Discrete Sketched Data with Coverage for Distinct Queriescited by 10
  17. 2023Conformalized Unconditional Quantile Regressioncited by 8
  18. 2023On training locally adaptive CPcited by 8
  19. 2024Relaxed Quantile Regression: Prediction Intervals for Asymmetric Noisecited by 8
  20. 2024Conformalized Interval Arithmetic with Symmetric Calibrationcited by 8
  21. 2025Direct Prediction Set Minimization via Bilevel Conformal Classifier Trainingcited by 8
  22. 2024Distribution-Free Conformal Joint Prediction Regions for Neural Marked Temporal Point Processescited by 7
  23. 2026VLM Judges Can Rank but Cannot Score: Task-Dependent Uncertainty in Multimodal Evaluationcited by 7
  24. 2024Selecting informative conformal prediction sets with false coverage rate controlcited by 6
  25. 2025Volume-Sorted Prediction Set: Efficient Conformal Prediction for Multi-Target Regressioncited by 6
  26. 2022Conformal prediction set for time-seriescited by 5
  27. 2022Improved conformalized quantile regressioncited by 5
  28. 2023Conformalized Deep Splines for Optimal and Efficient Prediction Setscited by 5
  29. 2025Conditional Conformal Risk Adaptationcited by 5
  30. 2025Conformal Prediction Meets Long-tail Classificationcited by 5
  31. 2022Conformal Frequency Estimation with Sketched Datacited by 4
  32. 2022A novel Deep Learning approach for one-step Conformal Prediction approximationcited by 3
  33. 2025Multivariate Latent Recalibration for Conditional Normalizing Flowscited by 3
  34. 2026Adaptive Conformal Anomaly Detection with Time Series Foundation Models for Signal Monitoringcited by 3
  35. 2023Design-based conformal predictioncited by 2
  36. 2024Conformal Depression Predictioncited by 2
  37. 2024Bin-Conditional Conformal Prediction of Fatalities from Armed Conflictcited by 2
  38. 2025Reliable uncertainty quantification for 2D/3D anatomical landmark localization using multi-output conformal predictioncited by 2

50 most cited of 77 All 77 (JSON)