# TRACE: Transport Alignment Conformal Prediction via Diffusion and Flow Matching Models

arXiv: https://arxiv.org/abs/2605.07100 · HTML: https://mlsanity.com/paper/2605.07100/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 15 of its 23 references that are in the map.
- First posted on arXiv 8 May 2026.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 15 of 15)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Flow Straight and Fast: Learning to Generate and Transfer Data with Rectified Flow](https://mlsanity.com/paper/2209.03003/) (2022)
- [Variational Diffusion Models](https://mlsanity.com/paper/2107.00630/) (2021)
- [Stochastic Interpolants: A Unifying Framework for Flows and Diffusions](https://mlsanity.com/paper/2303.08797/) (2023)
- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Distributional conformal prediction](https://mlsanity.com/paper/1909.07889/) (2019)
- [A Conformal Prediction Approach to Explore Functional Data](https://mlsanity.com/paper/1302.6452/) (2013)
- [Flexible distribution-free conditional predictive bands using density estimators](https://mlsanity.com/paper/1910.05575/) (2019)
- [Copula-based conformal prediction for Multi-Target Regression](https://mlsanity.com/paper/2101.12002/) (2021)
- [Calibrated Multiple-Output Quantile Regression with Representation Learning](https://mlsanity.com/paper/2110.00816/) (2021)
- [Conformal Uncertainty Sets for Robust Optimization](https://mlsanity.com/paper/2105.14957/) (2021)
- [JAPAN: Joint Adaptive Prediction Areas with Normalising-Flows](https://mlsanity.com/paper/2505.23196/) (2025)

## Abstract (arXiv)

Constructing valid and informative conformal prediction regions for multi-dimensional outputs remains a fundamental challenge. While conformal prediction provides finite-sample, distribution-free coverage guarantees, its practical performance critically depends on the choice of nonconformity score. Existing approaches often rely on restrictive geometric assumptions or require explicit likelihood evaluation and invertible transformations, limiting their applicability in complex generative settings. In this work, we introduce TRACE (TRansport Alignment Conformal Estimation), a conformal prediction framework that defines nonconformity through transport alignment in diffusion and flow matching models. Rather than evaluating likelihoods, we measure how well a candidate output aligns with the learned generative dynamics by averaging denoising or velocity-matching errors along stochastic transport trajectories. The resulting transport-based scores are scalar-valued and can be calibrated using split conformal prediction, yielding valid marginal coverage under exchangeability. We further analyze the statistical properties of the proposed scores and their sensitivity to computational budget. Experiments on synthetic and real datasets demonstrate valid coverage and show that the resulting regions adapt naturally to multimodal and non-convex conditional distributions.