mlsanityData to 7 Oct 2026

Conformal Prediction Regions are Imprecise Highest Density Regions

arXiv 2502.06331 ↗First posted 10 Feb 2025stat.ML cs.LG math.PRcited by 7

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Abstract (arXiv)

Recently, Cella and Martin proved how, under an assumption called consonance, a credal set (i.e. a closed and convex set of probabilities) can be derived from the conformal transducer associated with transductive conformal prediction. We show that the Imprecise Highest Density Region (IHDR) associated with such a credal set corresponds to the classical Conformal Prediction Region. In proving this result, we establish a new relationship between Conformal Prediction and Imprecise Probability (IP) theories, via the IP concept of a cloud. A byproduct of our presentation is the discovery that consonant plausibility functions are monoid homomorphisms, a new algebraic property of an IP tool.

Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 23 of its 69 references that are in the map. First posted on arXiv 10 Feb 2025.

Builds on

23 of 69 references.

References · 23

  1. 2022Conformal prediction beyond exchangeabilitycited by 348
  2. 2023Conformal Prediction With Conditional Guaranteescited by 146
  3. 2022Quantifying Aleatoric and Epistemic Uncertainty in Machine Learning: Are Conditional Entropy and Mutual Information Appropriate Measures?cited by 124
  4. 2024Theoretical Foundations of Conformal Predictioncited by 96
  5. 2023Is the Volume of a Credal Set a Good Measure for Epistemic Uncertainty?cited by 40
  6. 2015Optimal Testing for Properties of Distributionscited by 36
  7. 2023Second-Order Uncertainty Quantification: A Distance-Based Approachcited by 35
  8. 2024Credal Learning Theorycited by 30
  9. 2018Robust Hypothesis Testing Using Wasserstein Uncertainty Setscited by 28
  10. 2024Conformalized Credal Set Predictorscited by 21
  11. 2024Conformalized Credal Regions for Classification with Ambiguous Ground Truthcited by 19
  12. 2023A Novel Bayes' Theorem for Upper Probabilitiescited by 13
11 more
  1. 2023Distributionally Robust Statistical Verification with Imprecise Neural Networkscited by 12
  2. 2020Validity, consonant plausibility measures, and conformal predictioncited by 9
  3. 2017Judicious Judgment Meets Unsettling Updating: Dilation, Sure Loss, and Simpson's Paradoxcited by 8
  4. 2022On the Calibration of Probabilistic Classifier Setscited by 8
  5. 2022Conformal Credal Self-Supervised Learningcited by 8
  6. 2021Valid inferential models for prediction in supervised learning problemscited by 7
  7. 2024On the Robustness of Kernel Goodness-of-Fit Testscited by 7
  8. 2023Conformal Prediction with Partially Labeled Datacited by 5
  9. 2024Imprecise Markov Semigroups and their Ergodicitycited by 3
  10. 2022Valid and efficient imprecise-probabilistic inference with partial priors, II. General frameworkcited by 2
  11. 2023Possibility-theoretic statistical inference offers performance and probativeness assurancescited by 1

Built on by

Cited by year (2026 to 7 Oct)

Citing papers per year: 2025: 3; 2026: 4.

7 papers.

  1. 2025Integral Imprecise Probability Metricscited by 11
  2. 2026Quantifying Epistemic Predictive Uncertainty in Conformal Predictioncited by 4
  3. 2026Quantification of Credal Uncertainty: A Distance-Based Approachcited by 2
  4. 2025When Do Credal Sets Stabilize? Fixed-Point Theorems for Credal Set Updatescited by 1
  5. 2025Adaptive Conformal Prediction for Quantum Machine Learningcited by 0
  6. 2026CREDO: Epistemic-Aware Conformalized Credal Envelopes for Regressioncited by 0
  7. 2026On the QUEST for Uncertainty Quantification via Highest Density Regionscited by 0