Sharp training-conditional coverage for conformal prediction under covariate shift

arXiv:2609.33456 · stat.ML, cs.LG, math.ST, stat.ME, stat.TH · Submitted 2026-09-27 · Read on arXiv

stat.ML, cs.LG, math.ST, stat.ME, stat.TH

Submitted: 2026-09-27

Updated: 2026-09-27

Code: https://github.com/mehrdad-pournaderi/Sharp-training-conditional-coveragefor-conformal-prediction-under-covariate-shift

Terminology

• Calibration — 91× in this paper · explained in 7 episodes
• Covariate Shift — 42× in this paper · explained in 2 episodes
• Conformal Prediction — 10× in this paper · explained in 5 episodes
• Benchmark — 4× in this paper · explained in 2 episodes
• Algorithmic Stability — 2× in this paper · explained in 1 episode
• Alignment — 2× in this paper · explained in 1 episode
• Adaptation — 1× in this paper · explained in 1 episode
• Consistency — 1× in this paper · explained in 3 episodes
• Exchangeability — 1× in this paper · explained in 2 episodes
• Minimax optimality — 1× in this paper · explained in 2 episodes
• Sample Complexity — 1× in this paper · explained in 15 episodes
• Score Function — 1× in this paper · explained in 4 episodes
• Uncertainty Quantification — 1× in this paper · explained in 8 episodes

Sources

• A Few Observations on Sample-Conditional Coverage in Conformal Prediction
• Weight Clipping for Robust Conformal Inference under Unbounded Covariate Shifts

Related papers

• Behavior of prediction performance metrics with rare events
• Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
• A Posterior-Dynamics Framework for Imaging Inverse Problems with Pretrained Diffusion Priors
• One Permutation Is All You Need: Fast, Deterministic Feature Importance and Model Stress-Testing
• Online Conformal Prediction for Non-Exchangeable Panel Data
• Deep Time-Series Forecasting in 10 Years: A Survey