mlsanityData to 14 Oct 2026

Probabilistic Conformal Prediction Using Conditional Random Samples

arXiv 2206.06584 ↗First posted 14 Jun 2022stat.ML cs.LG stat.MEcited by 47

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Abstract (arXiv)

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from an estimated generative model. It is efficient and compatible with either explicit or implicit conditional generative models. Theoretically, we show that PCP guarantees correct marginal coverage with finite samples. Empirically, we study PCP on a variety of simulated and real datasets. Compared to existing methods for conformal inference, PCP provides sharper predictive sets.

Key facts. Cited by 47 papers in the map (data through 14 Oct 2026). Builds on 32 of its 56 references that are in the map. First posted on arXiv 14 Jun 2022.

Builds on

32 of 56 references.

References · 32

  1. 2020Denoising Diffusion Probabilistic Modelscited by 21,076
  2. 2020Score-Based Generative Modeling through Stochastic Differential Equationscited by 9,122
  3. 2022Generative Adversarial Networkscited by 5,627
  4. 2013Auto-Encoding Variational Bayescited by 4,053
  5. 2014Conditional Generative Adversarial Netscited by 2,162
  6. 2016Distribution-Free Predictive Inference For Regressioncited by 668
  7. 2019Conformalized Quantile Regressioncited by 629
  8. 2019Conformal Prediction Under Covariate Shiftcited by 519
  9. 2020Classification with Valid and Adaptive Coveragecited by 396
  10. 2019Interpretable Counterfactual Explanations Guided by Prototypescited by 223
  11. 2019Predictive inference with the jackknife+cited by 211
  12. 2020Conformal Inference of Counterfactuals and Individual Treatment Effectscited by 151
20 more
  1. 2019Distributional conformal predictioncited by 105
  2. 2013A Conformal Prediction Approach to Explore Functional Datacited by 86
  3. 2021Conformal Prediction using Conditional Histogramscited by 77
  4. 2019Flexible distribution-free conditional predictive bands using density estimatorscited by 64
  5. 2018Semi-Implicit Variational Inferencecited by 55
  6. 2018Conditional Density Estimation with Bayesian Normalising Flowscited by 54
  7. 2021Copula-based conformal prediction for Multi-Target Regressioncited by 53
  8. 2020Exchangeability, Conformal Prediction, and Rank Testscited by 41
  9. 2021Learning Multimodal Rewards from Rankingscited by 41
  10. 2021Conformal Sensitivity Analysis for Individual Treatment Effectscited by 40
  11. 2021Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancingcited by 32
  12. 2018A Likelihood-Free Inference Framework for Population Genetic Data using Exchangeable Neural Networkscited by 31
  13. 2022Conformal Off-Policy Prediction in Contextual Banditscited by 25
  14. 2019Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combinationcited by 22
  15. 2021Bayes-optimal prediction with frequentist coverage controlcited by 20
  16. 2017The Kernel Mixture Network: A Nonparametric Method for Conditional Density Estimation of Continuous Random Variablescited by 15
  17. 2019Thompson Sampling via Local Uncertaintycited by 12
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  19. 2021Enhancing Counterfactual Classification via Self-Trainingcited by 5
  20. 2019Semi-Implicit Generative Modelcited by 2

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2022: 1; 2023: 6; 2024: 6; 2025: 22; 2026: 12.

47 papers.

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  1. 2023Conformal Contextual Robust Optimizationcited by 25
  2. 2024Probabilistic Conformal Prediction with Approximate Conditional Validitycited by 23
  3. 2025Multivariate Conformal Prediction using Optimal Transportcited by 22
  4. 2023Forking Uncertainties: Reliable Prediction and Model Predictive Control with Sequence Models via Conformal Risk Controlcited by 20
  5. 2025Optimal Transport-based Conformal Predictioncited by 20
  6. 2025Rectifying Conformity Scores for Better Conditional Coveragecited by 17
  7. 2023Quantum Conformal Prediction for Reliable Uncertainty Quantification in Quantum Machine Learningcited by 11
  8. 2023Federated Inference with Reliable Uncertainty Quantification over Wireless Channels via Conformal Predictioncited by 10
  9. 2024Conformal Generative Modeling with Improved Sample Efficiency through Sequential Greedy Filteringcited by 10
  10. 2025Conditional Coverage Diagnostics for Conformal Predictioncited by 8
  11. 2025Volume-Sorted Prediction Set: Efficient Conformal Prediction for Multi-Target Regressioncited by 6
  12. 2025Multivariate Standardized Residuals for Conformal Predictioncited by 6
35 more
  1. 2025CP4SBI: Local Conformal Calibration of Credible Sets in Simulation-Based Inferencecited by 6
  2. 2023Conformalized Deep Splines for Optimal and Efficient Prediction Setscited by 5
  3. 2023Multi-Modal Conformal Prediction Regions with Simple Structures by Optimizing Convex Shape Templatescited by 4
  4. 2025JAPAN: Joint Adaptive Prediction Areas with Normalising-Flowscited by 4
  5. 2025Calibrating Decision Robustness via Inverse Conformal Risk Controlcited by 4
  6. 2024Metric-Guided Conformal Bounds for Probabilistic Image Reconstructioncited by 3
  7. 2025Reliable uncertainty quantification for 2D/3D anatomical landmark localization using multi-output conformal predictioncited by 3
  8. 2025Conformalized Decision Risk Assessmentcited by 3
  9. 2025Multivariate Latent Recalibration for Conditional Normalizing Flowscited by 3
  10. 2024Hierarchical Probabilistic Conformal Prediction for Distributed Energy Resources Adoptioncited by 2
  11. 2025Computing High-dimensional Confidence Sets for Arbitrary Distributionscited by 2
  12. 2025Neural Optimal Transport Meets Multivariate Conformal Predictioncited by 2
  13. 2025CLAPS: Aleatoric-Epistemic Scaling via Last-Layer Laplace for Conformal Regressioncited by 2
  14. 2025Interpretable Multivariate Conformal Prediction with Fast Transductive Standardizationcited by 2
  15. 2026Conformal Prediction for Generative Models via Adaptive Cluster-Based Density Estimationcited by 2
  16. 2026Calibrated Multivariate Distributional Regression with Pre-Rank Regularizationcited by 2
  17. 2026Flow-Based Conformal Predictive Distributionscited by 2
  18. 2024Conformal Diffusion Models for Individual Treatment Effect Estimation and Inferencecited by 1
  19. 2025Optimization-based Online Conformal Prediction for Multi-step Forecastingcited by 1
  20. 2025Reliable Inference in Edge-Cloud Model Cascades via Conformal Alignmentcited by 1
  21. 2025Multivariate Uncertainty Quantification with Tomographic Quantile Forestscited by 1
  22. 2026Learning Polyhedral Conformal Sets for Robust Optimizationcited by 1
  23. 2026CONTRA: Conformal Prediction Region via Normalizing Flow Transformationcited by 1
  24. 2026Pointwise Metrics Mislead: An Evaluation Protocol for Multimodal Inverse Problemscited by 1
  25. 2026Particle-Based Conformal Prediction for Contact-Aware Uncertainty Calibration in Stratified Configuration Spacescited by 1
  26. 2022Calibrating AI Models for Wireless Communications via Conformal Predictioncited by 0
  27. 2024Adjusting Regression Models for Conditional Uncertainty Calibrationcited by 0
  28. 2025Assumption-free fidelity bounds for hardware noise characterizationcited by 0
  29. 2025Enforcing Calibration in Multi-Output Probabilistic Regression with Pre-rank Regularizationcited by 0
  30. 2025Adaptive Conformal Prediction for Quantum Machine Learningcited by 0
  31. 2026Calibrated uncertainty quantification for prosumer flexibility aggregation in ancillary service marketscited by 0
  32. 2026Super-Level-Set Regression: Conditional Quantiles via Volume Minimizationcited by 0
  33. 2026Conformal Reliability: A New Evaluation Metric for Conditional Generationcited by 0
  34. 2026Scaling-Score Conformal Prediction for Multi-Target Regressioncited by 0
  35. 2026Multivariate conformal uncertainty propagation in multitask atomistic simulation: Successes and pitfallscited by 0