mlsanityData to 7 Oct 2026

Online conformal prediction with decaying step sizes

arXiv 2402.01139 ↗First posted 2 Feb 2024stat.ML cs.LG stat.MEcited by 53

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Abstract (arXiv)

We introduce a method for online conformal prediction with decaying step sizes. Like previous methods, ours possesses a retrospective guarantee of coverage for arbitrary sequences. However, unlike previous methods, we can simultaneously estimate a population quantile when it exists. Our theory and experiments indicate substantially improved practical properties: in particular, when the distribution is stable, the coverage is close to the desired level for every time point, not just on average over the observed sequence.

Key facts. Cited by 53 papers in the map (data through 7 Oct 2026). Builds on 21 of its 39 references that are in the map. First posted on arXiv 2 Feb 2024.

Builds on

21 of 39 references.

References · 21

  1. 2021Adaptive Conformal Inference Under Distribution Shiftcited by 360
  2. 2022Conformal prediction beyond exchangeabilitycited by 348
  3. 2022Adaptive Conformal Predictions for Time Seriescited by 155
  4. 2018Tsallis-INF: An Optimal Algorithm for Stochastic and Adversarial Banditscited by 123
  5. 2022Conformal Inference for Online Prediction with Arbitrary Distribution Shiftscited by 123
  6. 2022Safe Planning in Dynamic Environments using Conformal Predictioncited by 112
  7. 2015Strongly Adaptive Online Learningcited by 102
  8. 2023Conformal PID Control for Time Series Predictioncited by 85
  9. 2023Improved Online Conformal Prediction via Strongly Adaptive Online Learningcited by 76
  10. 2022Sequential Predictive Conformal Inference for Time Seriescited by 71
  11. 2022Practical Adversarial Multivalid Conformal Predictioncited by 65
  12. 2018Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Datacited by 64
9 more
  1. 2021Improving Conditional Coverage via Orthogonal Quantile Regressioncited by 48
  2. 2021The best of both worlds: stochastic and adversarial episodic MDPs with unknown transitioncited by 40
  3. 2020Adaptive Regret for Control of Time-Varying Dynamicscited by 38
  4. 2022Achieving Risk Control in Online Learning Settingscited by 38
  5. 2022Conformal Prediction with Temporal Quantile Adjustmentscited by 25
  6. 2023Optimistic Online Mirror Descent for Bridging Stochastic and Adversarial Online Convex Optimizationcited by 22
  7. 2023Best of Both Worlds Policy Optimizationcited by 17
  8. 2016Combining Adversarial Guarantees and Stochastic Fast Rates in Online Learningcited by 13
  9. 2020Methods to Compute Prediction Intervals: A Review and New Resultscited by 9

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 12; 2025: 24; 2026: 17.

53 papers.

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  1. 2024Conformal Prediction: A Data Perspectivecited by 25
  2. 2024Localized Adaptive Risk Controlcited by 16
  3. 2025The Relationship between No-Regret Learning and Online Conformal Predictioncited by 13
  4. 2024Kernel-based Optimally Weighted Conformal Time-Series Predictioncited by 12
  5. 2024Conformal online model aggregationcited by 11
  6. 2024Conformalized Interactive Imitation Learning: Handling Expert Shift and Intermittent Feedbackcited by 11
  7. 2025Error-quantified Conformal Inference for Time Seriescited by 11
  8. 2025On Continuous Monitoring of Risk Violations under Unknown Shiftcited by 9
  9. 2025Conformal Prediction and Human Decision Makingcited by 8
  10. 2024Stochastic Online Conformal Prediction with Semi-Bandit Feedbackcited by 7
  11. 2025Mirror Online Conformal Prediction with Intermittent Feedbackcited by 6
  12. 2024Conformal Distributed Remote Inference in Sensor Networks Under Reliability and Communication Constraintscited by 5
38 more
  1. 2025Online Conformal Prediction with Efficiency Guaranteescited by 5
  2. 2025Distributed Conformal Prediction via Message Passingcited by 4
  3. 2025Exploring the Noise Robustness of Online Conformal Predictioncited by 4
  4. 2025Dynamic Estimation Loss Control in Variational Quantum Sensing via Online Conformal Inferencecited by 4
  5. 2025Conformal Prediction for Time-series Forecasting with Change Pointscited by 4
  6. 2026Efficient Federated Conformal Prediction with Group-Conditional Guaranteecited by 4
  7. 2026Online Conformal Prediction with Adversarial Semi-bandit Feedback via Regret Minimizationcited by 4
  8. 2024The Benefit of Being Bayesian in Online Conformal Predictioncited by 3
  9. 2024Online scalable Gaussian processes with conformal prediction for guaranteed coveragecited by 3
  10. 2025Multi-model Online Conformal Prediction with Graph-Structured Feedbackcited by 3
  11. 2025Conformal Inference for Open-Set and Imbalanced Classificationcited by 3
  12. 2025Online Selective Conformal Prediction: Errors and Solutionscited by 2
  13. 2025CP2: Leveraging Geometry for Conformal Prediction via Canonicalizationcited by 2
  14. 2025Prediction-Powered Communication with Distortion Guaranteescited by 2
  15. 2025Distribution-informed Online Conformal Predictioncited by 2
  16. 2026Multi-Round Human-AI Collaboration with User-Specified Requirementscited by 2
  17. 2026ConformalShift: Targeted Event Reordering Against Adaptive ECG Monitoringcited by 2
  18. 2024Single Trajectory Conformal Predictioncited by 1
  19. 2024Robust Bayesian Optimization via Localized Online Conformal Predictioncited by 1
  20. 2025Online Conformal Probabilistic Numerics via Adaptive Edge-Cloud Offloadingcited by 1
  21. 2025Conformalized Gaussian processes for online uncertainty quantification over graphscited by 1
  22. 2025Extending Prediction-Powered Inference through Conformal Predictioncited by 1
  23. 2026Online Conformal Prediction: Enforcing monotonicity via Online Optimizationcited by 1
  24. 2026Certified Adaptive Refresh: Anytime-Valid Monitoring for Federated Conformal RAGcited by 1
  25. 2026On Optimal Data Splitting for Split Conformal Predictioncited by 1
  26. 2024Distribution-Free Predictive Inference under Unknown Temporal Driftcited by 0
  27. 2025Feature Fitted Online Conformal Prediction for Deep Time Series Forecasting Modelcited by 0
  28. 2025Temporal Conformal Prediction (TCP): Rolling Calibration for Financial Risk Forecastingcited by 0
  29. 2025Relevance-Aware Thresholding in Online Conformal Prediction for Time Seriescited by 0
  30. 2025Decomposition-Based Modular Conformal Prediction for Two-Stage Modelingcited by 0
  31. 2025Conformal Prediction for Multi-Source Detection on a Networkcited by 0
  32. 2026Policy-Guided Stepwise Model Routing for Cost-Effective Reasoningcited by 0
  33. 2026Conformal-Style Quantile Analyses for Stochastic Banditscited by 0
  34. 2026Online Sharp-Calibrated Bayesian Optimizationcited by 0
  35. 2026Efficient Online Conformal Selection with Limited Feedbackcited by 0
  36. 2026Online Conformal Prediction for Non-Exchangeable Panel Datacited by 0
  37. 2026Online Conformal Prediction with Corrupted Feedbackcited by 0
  38. 2026Parameter-Free and Group Conditional Online Conformal Predictioncited by 0

50 most cited of 53 All 53 (JSON)