# Conformal Prediction

- Page: https://shared.btbytes.com/p/conformal-prediction
- Date: 2025-03-31
- Tags: machine-learning, conformal-prediction

Heard it first time via [Valeriy Manokhin](https://x.com/predict_addict) on X. His feed often posts on well regarded mathematical learning materials on archive.org.

## Introduction

- [How statisticians got prediction wrong](https://x.com/predict_addict/status/1967203794917146929) by Manokhin on X.
- [Predicting with confidence: the best machine learning idea you never heard of](https://scottlocklin.wordpress.com/2016/12/05/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](https://arxiv.org/abs/2107.07511)
- [Conformal Prediction](https://www.stat.berkeley.edu/~ryantibs/statlearn-s23/lectures/conformal.pdf) by Ryan Tibshirani.
- [A Tutorial on Conformal Prediction](https://jmlr.csail.mit.edu/papers/volume9/shafer08a/shafer08a.pdf) Journal of Machine Learning Research 9 (2008), by **Glenn Shafer** and **Vladimir Vovk**

## Papers

- ([Lei et al. 2017](https://arxiv.org/abs/1604.04173))

## Links

- [valeman/awesome-conformal-prediction: A professionally curated list of awesome Conformal Prediction videos, tutorials, books, papers, PhD and MSc theses, articles and open-source libraries.](https://github.com/valeman/awesome-conformal-prediction)

## References

- Lei, G'Sell, Rinaldo, Tibshirani, Wasserman (2017). [Distribution-Free Predictive Inference for Regression](https://arxiv.org/abs/1604.04173).