mlsanityData to 14 Oct 2026

Split Localized Conformal Prediction

arXiv 2206.13092 ↗First posted 27 Jun 2022stat.ML cs.LGcited by 23

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Abstract (arXiv)

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger conditional coverage guarantee. Existing methods of approximating conditional coverage require additional models or time effort, which makes them not easy to scale. In this paper, we propose a modified non-conformity score by leveraging the local approximation of the conditional distribution using kernel density estimation. The modified score inherits the spirit of split conformal methods, which is simple and efficient and can scale to high dimensional settings. We also proposed a unified framework that brings together our method and several state-of-the-art. We perform extensive empirical evaluations: results measured by both average and conditional coverage confirm the advantage of our method.

Key facts. Cited by 23 papers in the map (data through 14 Oct 2026). Builds on 32 of its 53 references that are in the map. First posted on arXiv 27 Jun 2022.

Builds on

32 of 53 references.

References · 32

  1. 2015Deep Residual Learning for Image Recognitioncited by 52,096
  2. 2015Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learningcited by 4,448
  3. 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantificationcited by 792
  4. 2016Distribution-Free Predictive Inference For Regressioncited by 668
  5. 2019Conformalized Quantile Regressioncited by 629
  6. 2019Conformal Prediction Under Covariate Shiftcited by 519
  7. 2017Age Progression/Regression by Conditional Adversarial Autoencodercited by 429
  8. 2020Classification with Valid and Adaptive Coveragecited by 396
  9. 2021Adaptive Conformal Inference Under Distribution Shiftcited by 375
  10. 2020Uncertainty Sets for Image Classifiers using Conformal Predictioncited by 366
  11. 2022Adaptive Conformal Predictions for Time Seriescited by 161
  12. 2020Conformal Inference of Counterfactuals and Individual Treatment Effectscited by 151
20 more
  1. 2021Testing for Outliers with Conformal p-valuescited by 134
  2. 2021Localized Conformal Prediction: A Generalized Inference Framework for Conformal Predictioncited by 114
  3. 2021Learning Optimal Conformal Classifierscited by 112
  4. 2019Distributional conformal predictioncited by 105
  5. 2013A Conformal Prediction Approach to Explore Functional Datacited by 86
  6. 2021Conformal Prediction using Conditional Histogramscited by 77
  7. 2020CD-split and HPD-split: efficient conformal regions in high dimensionscited by 76
  8. 2019Flexible distribution-free conditional predictive bands using density estimatorscited by 64
  9. 2022Training Uncertainty-Aware Classifiers with Conformalized Deep Learningcited by 64
  10. 2019Adaptive, Distribution-Free Prediction Intervals for Deep Networkscited by 56
  11. 2020Predictive Inference Is Free with the Jackknife+-after-Bootstrapcited by 55
  12. 2021Few-shot Conformal Prediction with Auxiliary Taskscited by 53
  13. 2021Conformalized Survival Analysiscited by 53
  14. 2021Improving Conditional Coverage via Orthogonal Quantile Regressioncited by 48
  15. 2017Converting High-Dimensional Regression to High-Dimensional Conditional Density Estimationcited by 34
  16. 2022Conformal Prediction with Temporal Quantile Adjustmentscited by 25
  17. 2021Locally Valid and Discriminative Prediction Intervals for Deep Learning Modelscited by 24
  18. 2019Conformal prediction with localizationcited by 23
  19. 2017Inductive Conformal Martingales for Change-Point Detectioncited by 19
  20. 2021T-SCI: A Two-Stage Conformal Inference Algorithm with Guaranteed Coverage for Cox-MLPcited by 8

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2022: 1; 2023: 4; 2024: 7; 2025: 4; 2026: 7.

23 papers.

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  1. 2022Predictive Inference with Feature Conformal Predictioncited by 34
  2. 2024Probabilistic Conformal Prediction with Approximate Conditional Validitycited by 23
  3. 2025Rectifying Conformity Scores for Better Conditional Coveragecited by 17
  4. 2023Adaptive Conformal Prediction by Reweighting Nonconformity Scorecited by 16
  5. 2025Wasserstein-regularized Conformal Prediction under General Distribution Shiftcited by 15
  6. 2023Adaptive Conformal Regression with Jackknife+ Rescaled Scorescited by 8
  7. 2023On training locally adaptive CPcited by 8
  8. 2025Volume-Sorted Prediction Set: Efficient Conformal Prediction for Multi-Target Regressioncited by 6
  9. 2023Multi-Modal Conformal Prediction Regions with Simple Structures by Optimizing Convex Shape Templatescited by 4
  10. 2026Adaptive Conformal Anomaly Detection with Time Series Foundation Models for Signal Monitoringcited by 4
  11. 2026Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Seriescited by 4
  12. 2024Marginal and training-conditional guarantees in one-shot federated conformal predictioncited by 3
11 more
  1. 2024Conformal time series decomposition with component-wise exchangeabilitycited by 3
  2. 2024GeoConformal prediction: a model-agnostic framework of measuring the uncertainty of spatial predictioncited by 2
  3. 2025Residual Reweighted Conformal Prediction for Graph Neural Networkscited by 2
  4. 2024Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal Inferencecited by 0
  5. 2024Adjusting Regression Models for Conditional Uncertainty Calibrationcited by 0
  6. 2024Localized Conformal Multi-Quantile Regressioncited by 0
  7. 2026Questioning the Coverage-Length Metric in Conformal Prediction: When Shorter Intervals Are Not Bettercited by 0
  8. 2026Self-Organized Conformal Prediction: Reducing Regional Coverage Gaps with Unsupervised Group Discoverycited by 0
  9. 2026Dynamic Regime-Aware Conformal Calibration for Reliable Economic Forecast Intervals under Multiple Distribution Shiftscited by 0
  10. 2026ReCIRC: Rectified Conformal Risk Controlcited by 0
  11. 2026Localized Conformal Safety Monitoring with Vision-Language Models for Autonomous Drivingcited by 0