Heard it first time via Valeriy Manokhin on X. His feed often posts on well regarded mathematical learning materials on archive.org.
Introduction
- How statisticians got prediction wrong by Manokhin on X.
- Predicting with confidence: the best machine learning idea you never heard of by Scott Locklin, 2016.
Tutorials
- [2107.07511] A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification
- Conformal Prediction by Ryan Tibshirani.
- A Tutorial on Conformal Prediction Journal of Machine Learning Research 9 (2008), by Glenn Shafer and Vladimir Vovk
Papers
Links
References
- Lei, G'Sell, Rinaldo, Tibshirani, Wasserman (2017). Distribution-Free Predictive Inference for Regression.