Conformal Prediction

Large language model (LLM) cascades reduce inference cost by routing easy queries to a small model and deferring hard queries to a larger one. Production cascades govern this deferral through a confidence threshold, but LLM confidence scores are miscalibrated, the threshold must be tuned per model pair and per domain, and no setting yields a formal bound on cascade accuracy. We introduce Conformal Cascade (CC), a multi-tier inference framework that uses conformal prediction set size as the deferral rule: accept when the calibrated set collapses to a single answer, defer otherwise. The procedure delivers a distribution-free, finite-sample accuracy guarantee. By a per-tier union bound, the prediction set at the accepting tier covers the correct answer with probability at least $1 - Kα$ for any user-specified $α$; under a selection-preservation condition (consistent with, but not strictly implied by, our marginal coverage results), the bound tightens to $1 - α$. We further characterise expected cascade cost as an explicit function of $α$ and the calibration-set acceptance rate. Across 18 multiple-choice benchmarks spanning science, medicine, commonsense, and standardized exams, evaluated on two-tier cascades drawn from four open-weight model families, CC strictly improves over the strongest calibration-tuned heuristic cascade on the majority of family--benchmark pairs, with the largest gains on reasoning-heavy benchmarks where majority vote is unreliable; on easier benchmarks the cascade commits the vast majority of queries to the small model at no accuracy cost. Extension to open-ended generation requires an answer-clustering step that we leave for future work. The method requires no model training and only black-box API access.

We propose ABF-T-GLCP, a model-agnostic framework for forecasting and uncertainty quantification in nonstationary multivariate time series. The central idea is to learn an adaptive predictive state representation for point forecasting and reuse it for conformal calibration. The forecasting module combines horizon-specific temporal experts through a learned gate and refines predictions using sparse predictive transfer across related series. The uncertainty module, Gate-Localized Conformal Prediction (GLCP), uses the learned gate state, together with temporal recency, to select locally relevant calibration residuals, thereby coupling uncertainty calibration to the predictive regimes used by the forecasting model. This shared representation allows point forecasts and prediction intervals to adapt consistently under evolving temporal dynamics while retaining the model-agnostic nature of conformal prediction and yielding approximate local coverage under mild stability conditions. Experiments on a large-scale high-frequency commodity forecasting benchmark show consistent gains in point forecasting accuracy and substantially narrower prediction intervals with empirical coverage close to the nominal level. Additional results indicate that the framework extends beyond the motivating financial application.

Whole-slide survival models commonly provide risk rankings without calibrated statements about individual event times. We evaluate fixed-cutoff drcosarc, a post-hoc conformal wrapper for discrete-time multiple-instance learning survival heads using frozen UNI2-h representations, in an internal 18-configuration sweep across five TCGA cohorts and an external five-configuration evaluation across three CPTAC cohorts. We distinguish configuration--fold--split summaries of the inverse-probability-of-censoring-weighted (IPCW) estimate and median lower predictive bound (LPB) from a hierarchy-aware patient-ensemble estimand of the mean drcosarc--naive LPB difference. At $α=0.1$, the drcosarc IPCW estimate was nearest 0.90 in KIRC, LUAD, and STAD. Patient-ensemble drcosarc--naive intervals excluded zero in KIRC, KIRP, STAD, UCEC, and CPTAC-CCRCC, but included zero in internal LUAD, CPTAC-LUAD, CPTAC-UCEC, and the internal LUSC extension. In a 20-replicate low-censoring semi-synthetic setting with known event times, drcosarc empirical coverage was 0.9129 [0.9053, 0.9207]. An exploratory analysis supported a head-error-by-censoring interaction within that data-generating process. In a two-cohort ABMIL sensitivity analysis, increasing the hazard grid to $K=16$ raised localized marginal IPCW estimates above the prespecified 0.87 threshold and yielded positive paired LPB differences, although worst-group estimates remained below 0.87. Overall, performance was cohort dependent, and its interpretation changed with the patient-level unit, estimand, and censoring assumptions.

Prediction sets can make deployed classifiers safer by returning several plausible labels when a single prediction is uncertain. Their value depends on classwise reliability: average coverage can meet its target while rare or difficult classes fail repeatedly. This concern is sharper after distribution shift, when calibration labels come from a source environment but reliability is needed on the target. We ask what labeled source data and unlabeled target inputs reveal about class-conditional prediction sets, and when target labels are necessary. Under unrestricted joint shift, two target laws can produce the same observable data while requiring different classwise thresholds; any label-free rule covering both must enlarge its sets on one law. We give a labeled target audit that estimates the missing quantiles with a simultaneous guarantee. Probability-scale error is invariant to increasing score transformations, and threshold recovery follows under local regularity. At fixed confidence, achieving threshold tolerance $\varepsilon$ with fixed, nonadaptive class-stratified labeled pairs has total complexity $Θ(K\varepsilon^{-2}\log K)$, or $Θ(\varepsilon^{-2}\log K)$ labels per class under equal allocation. Class imbalance creates a separate acquisition cost; for foreground class probabilities of order $1/K$, the mixed-stream label complexity is also $Θ(K\varepsilon^{-2}\log K)$ at fixed confidence. Experiments on action-recognition and image shifts show that marginal coverage can conceal severe class failures and that source classwise calibration depends on the shift. The results connect the information available at deployment to the target labels needed for useful class-conditional prediction.

Large language models frequently violate fundamental scientific principles when generating technical content, undermining their reliability in scientific applications. We introduce Scientific Feasibility Control SFC, a graph-structured conformal prediction framework that provides statistical guarantees for scientific reasoning validity through progressive absolute-coherent-factuality validation. Our approach decomposes scientific reasoning into atomic absolute-coherent-factuality units requiring both individual correctness against physical laws and logical substantiation from preceding context, addressing the cascade effect where early scientific errors contaminate subsequent reasoning steps. Unlike independence-based methods that treat claims in isolation, SFC models logical dependencies as approximate deducibility graphs and operates through real-time validation with dynamic branching when scientific violations are detected, the system branches to alternative generation paths using verified context as foundation. We demonstrate SFC across established scientific reasoning benchmarks including PhyX multimodal physics, MATH, ScienceQA, and ARC Challenge, achieving 50.1 percent accuracy on PhyX physics reasoning, substantially outperforming recent reasoning models including DeepSeek-R1 49.8 percent and GPT-4 45.8 percent while providing 91.7 percent scientific validity with formal conformal coverage guarantees at alpha equals 0.10 confidence level and reducing scientific law violations by 73 percent across multiple model architectures.

A point prediction that is well calibrated on average can still be systematically biased conditional on its own value, undermining its use in downstream decision-making. We consider two objectives for reliable uncertainty quantification: self-calibration, requiring a point prediction to be unbiased conditional on its own value, and prediction-conditional validity, requiring a prediction interval to attain nominal coverage conditional on the prediction. Self-Calibrating Conformal Prediction (SC-CP) attains both objectives exactly in finite samples, but requires refitting its calibrator for every candidate outcome, which is computationally prohibitive for continuous outcomes. We propose Isotonic Conformal Prediction (ICP), a framework that decouples calibration from prediction-set construction by fitting a single isotonic recalibration map and constructing prediction intervals within strata of similar recalibrated predictions. Within this framework we develop two procedures. Split Isotonic Conformal Prediction (SICP) attains prediction-conditional validity in finite samples and self-calibration asymptotically, at the computational cost of split conformal prediction. Transductive Isotonic Conformal Prediction (TICP) attains both objectives exactly in finite samples through a per-test-point inner loop that avoids refitting the isotonic calibrator. On synthetic heteroscedastic regression problems and a real-world healthcare-utilization dataset, both procedures match the coverage of SC-CP at substantially lower computational cost.

Reliable uncertainty quantification is essential for integrating solar and wind generation into modern power systems, where operators must weigh risk rather than act on point forecasts alone. Existing probabilistic methods, however, often either lack finite-sample validity or require per-site recalibration, so a single model rarely transfers across the diverse climates of a dispersed generation fleet. This paper proposes a heteroscedastic, asymmetric, group-conditional split-conformal framework built on a bootstrap-diverse XGBoost ensemble, producing prediction intervals that adapt in width to local difficulty while retaining distribution-free coverage guarantees. A single fixed specification, with no per-site or per-horizon tuning, is evaluated across four climatologically distinct sites spanning both hemispheres, at horizons of 1 to 12 hours, for both solar irradiance and wind speed. The framework holds near-nominal coverage on both targets and reduces the Interval Score by up to 35% relative to competitive baselines, with the calibration and sharpness of its intervals shown to be properties of the method rather than of site-specific tuning.

We introduce a new conformal prediction method that constructs calibrated prediction sets over collections of spatial events, such as tropical cyclone genesis and earthquake locations. Forecasting natural hazards has become increasingly important, due to their significant economic impact, and quantifying the uncertainty of predictions is critical for accurate risk assessment. Our approach works by representing spatial point clouds as empirical measures so that we can score them using (sliced) Wasserstein distance, then constraining the resulting distribution-valued prediction set to be supported only near the training data manifold. We derive a coverage lower bound for the intersected sets and show that, in practice, this gap can be made small through a simple data-adaptive selection criterion. Because the resulting set is not analytically tractable, we introduce a modified flow-based sampling procedure, which allows us to represent and apply these prediction sets in practice as ensembles. Numerical experiments on synthetic data, tropical cyclone genesis, and earthquake occurrences show that our method achieves near-nominal coverage, with significantly lower energy distance and manifold distance than highest predictive density region (HDR) baselines along with generative model baselines.

Radiomic features derived from medical images and segmentation masks are used to support decision making in clinical imaging pipelines. In practice, these features are often computed from predicted masks, but segmentation models can be overconfident or poorly calibrated, making derived measurements appear more reliable than they are. Conformal prediction (CP) provides distribution-free prediction intervals with finite-sample marginal coverage guarantees, but black-box intervals for segmentation-derived radiomics can be inefficient because they ignore test-time information about image appearance, mask geometry, and segmentation uncertainty. We propose ConRad, a conformal framework for scalar radiomic targets that uses covariates derived from the predicted mask, input image, predicted radiomics, and boundary uncertainty to construct adaptive intervals while maintaining coverage. Across five 2D medical imaging datasets and 171 retained radiomic targets, we show that ConRad improves feature-level efficiency compared to baselines while maintaining near-nominal empirical coverage. Ablation results further indicate that segmentation boundary uncertainty features are the largest contributors to interval efficiency.

Finance, sensing, and demand streams violate the exchangeability that IID conformal prediction and the IID bootstrap assume, and existing libraries implement either a general resampling engine or conformal calibration without the other. tsbootstrap provides block, residual, sieve, and wild resampling, classical bootstrap confidence intervals, and adaptive conformal calibrators (EnbPI, ACI, NexCP, AgACI) through a single typed API in which a specification object selects each method. In a controlled coverage study the IID bootstrap undercovers sharply under dependence; dependence-aware methods reduce the coverage deficit, the sieve nearest to nominal under short-memory linear dependence. On the shared fixed-statistic path a compiled backend runs several times faster than arch, and a streaming reduce avoids materializing the $O(Bn)$ replicate tensor, limiting peak extra memory to $O(B)$ for the statistic array. The software is MIT licensed (v0.6.1).

Conformal prediction is being adopted in drug discovery to put an honest number on model reliability: pick an error rate alpha, and the method returns prediction sets containing the true label with probability at least 1 - alpha. We show this guarantee can be dangerous on imbalanced datasets. Across four datasets, standard (marginal) conformal prediction hits its global 90% coverage target while leaving the minority class badly exposed: realized minority coverage falls to 64.8% on blood-brain-barrier penetration and to 4.2% on clinical-trial toxicity, where the rare class is nearly abandoned. The failure is not tied to one model: a random forest, a graph network, and a frozen chemical language model all reproduce it (p < 0.001 in every case), with severity tracking baseline calibration on rare labels rather than architecture. A conservation identity explains the effect: the minority's shortfall equals the majority's surplus amplified by the imbalance ratio, predicting the measured gap to within one point and ordering severity across datasets. The failure survives realistic scaffold splits and a second conformal score, while aggregate accuracy and overall coverage stay reassuringly high, which is exactly why it is easy to miss. Class-conditional (Mondrian) conformal prediction closes the gap on every dataset, restoring minority coverage to target for a modest increase in prediction-set size. We localize the failures to generic molecular scaffolds - plain benzene and pyridine cores occurring in both classes - propose a one-number diagnostic, and show with a cost model that abstaining on affected compounds flips a screening campaign from net-negative to net-positive utility. Our contribution is demonstrating on real chemistry how severe and invisible this known conformal-theory gap becomes under imbalance, and laying out a practical protocol restoring per-class reliability.

Bayes-assisted conformal prediction combines the strengths of Bayesian modelling with exact, distribution-free frequentist coverage guarantees. Although conformal validity is preserved even when the Bayesian working model (BWM) is misspecified, the size of the resulting prediction sets can degrade substantially when the prior is poorly aligned with the observed data. We address this limitation by introducing RoBAS (Robust Bayes-Assisted Shrinkage): a Bayes-assisted framework for constructing robust nonconformity scores, with two instantiations: one induced by a heavy-tailed BWM, and a closed-form empirical Bayes shrinkage score. The resulting scores adapt to the quality of the working information encoded in the prior: when this information is reliable, they exploit it to produce efficient prediction sets; when it is weak or inaccurate, they revert to the Distance-To-Average (DTA) score, a robust non-informative baseline. We evaluate the proposed scores on tabular and image regression tasks where the training distribution may differ from the calibration and test distributions, while the calibration and test data themselves remain exchangeable. We find that they are competitive with widely used scores in the absence of such shift, while substantially reducing interval widths in shifted settings.

In selective deployment, practitioners act only on a model-chosen subset of individuals based on predicted conditional average treatment effects, but marginal conformal guarantees need not control reliability on that selected subset. We study reliable selection for black-box CATE predictors: selecting candidates whose CATE errors are below a tolerance while controlling the false discovery rate (FDR). Since CATE errors are unobservable, we construct doubly robust proxy errors from pseudo-outcomes; however, naive proxies can lose power under heteroskedasticity because variance overwhelms the reliability signal. We propose Denoised Conformal Alignment, which subtracts an estimated conditional variance component and combines conformal calibration with Benjamini--Hochberg selection. Our analysis shows that validity is governed by stability of proxy/oracle threshold labels, rather than pointwise perfection of the variance estimator. Experiments show substantially improved power while maintaining FDR control across challenging settings.

Predicting thermal volatility in high-performance EV powertrains is difficult as internal temperatures are rarely observable outside the lab, and models calibrated on lab drive cycles fail when deployed against real-world loads. We study this lab-to-track transfer problem using conformal prediction, offering distribution-free uncertainty bounds. We implement Ensemble Batch Prediction Intervals (EnbPI; Xu & Xie, 2021), a leave-one-out bootstrap-ensemble conformal method for autocorrelated time series, and calibrate it on real CALCE lithium-ion cycler data (A123 SP20 cells, FUDS profile). We evaluate it under a genuine, measured covariate shift: a second real CALCE test condition (US06 Highway Driving Schedule at 45°C). The unweighted EnbPI bound, achieving its nominal 95% coverage in-distribution (measured: 95.00%), degrades to 70.13% empirical coverage under this real shift. We introduce a weighted EnbPI procedure combining EnbPI's ensemble residuals with density-ratio weighting (Tibshirani et al., 2019), estimating the density ratio via a probabilistic domain classifier. This recovers coverage to 72.42%, a modest, honestly-reported improvement, not a complete fix. We additionally apply the calibrated model to real 2023 Formula 1 telemetry (Monza and Silverstone, driver VER) as an unsupervised out-of-distribution diagnostic. Because no internal thermal channel exists in public trackside telemetry, we report only unsupervised flag rates (65.6% at Monza, 58.0% at Silverstone, well above the 5% in-distribution base rate) and note inconsistent associations between flags and braking/DRS zones. We conclude that conformal domain adaptation is a promising but only partially solved tool for this problem, detailing exactly where it falls short.

Predictions are increasingly used to guide high-stakes decisions, from treatment selection to policy making. To ensure reliability with imperfect predictions, uncertainty quantification methods such as conformal prediction build prediction sets with coverage guarantees. However, statistical validity alone does not immediately determine the decisions to take, nor the optimality thereof. This gap is especially delicate in counterfactual settings where the outcome that materializes depends on the action taken, so uncertainty cannot be specified independently of the decision rule. We develop a decision-theoretic framework for uncertainty-informed counterfactual decisions. We identify a novel notion of policy-coupled coverage -- namely, coverage of the realized outcome under the action induced by the prediction sets themselves -- as the optimal and lossless interface between uncertainty and action. It plays three roles. First, it justifies acting via a natural max-min rule as minimax-optimal under distributional ambiguity. Second, optimizing prediction sets under policy-coupled coverage is equivalent both to a stronger universal-coverage formulation and to the direct risk-averse optimization over policies and utility certificates; this equivalence yields the explicit form of the population-optimal prediction sets. Third, it admits a two-stage procedure, Policy-Coupled Risk-Averse Conformal Prediction (PC-RACP), that approximates these optimal sets with rigorous finite-sample coverage. Simulations and a real email-marketing experiment confirm that PC-RACP delivers higher utility than existing approaches while maintaining valid coverage, and that ignoring the counterfactual structure of the decision problem is suboptimal for both validity and utility.

Conventional traction control architectures intervene only after the adhesion limit of a tire has already been breached. This paper investigates whether Rolling Split Conformal Prediction , monitoring the volatility of non-conformity residuals from a per-driver Random Forest model of expected slip behavior , can serve as a statistically grounded pre-incident warning signal, ahead of gross traction loss. Unlike an earlier internal draft of this work, the evaluation reported here corrects a confound in the slip proxy (vehicle speed is included as an explicit model feature, not left implicit in the target's denominator), uses every racing lap for each driver rather than only the fastest lap, and is scored against real, timestamped incident labels extracted from FIA Race Control Messages and track-limits lap deletions rather than narrated post-hoc. The result is negative: across 19 drivers and 55,563 test-phase telemetry samples, the rolling-volatility detector achieves a mean precision of essentially 0.0 and mean recall of 0.0 against 14 ground-truth incidents, while flagging on average 15.3% of all samples as anomalous , too high a false-alarm rate for any early-warning use. A static 95th-percentile threshold baseline performs no better in any way that would justify the added complexity of the conformal-volatility formulation. Residual autocorrelation diagnostics show the split-conformal exchangeability assumption is violated for every driver (Ljung-Box p < 0.001, n = 19/19), which is one plausible driver of the high false-alarm rate. We report this as a methodologically rigorous negative finding, diagnose its likely causes, and outline what a genuinely predictive version of this approach would require.

Safe motion planning in dynamic environments requires reasoning about the uncertainty in predicted obstacle motion without sacrificing real-time performance. Existing conformal approaches conformalize a scalar score that aggregates per-obstacle prediction errors, losing spatial coherence and scaling poorly with scene density. We instead conformalize the entire predicted distance field at once. This functional conformal prediction (FCP) framework yields a distribution-free, field-level lower bound, from which safety follows uniformly: any trajectory satisfying the resulting constraint is certified safe, independent of how the control space is sampled. The key enabler is that the residual distance field is empirically low-rank and approximately time-invariant, which makes the bound decomposable in coefficient space. An envelope is fitted offline via functional PCA and a Gaussian-mixture inductive conformal procedure, then refined online by a lightweight adaptive functional conformal (AFCP) update on a low-dimensional vector. This keeps the per-step cost largely insensitive to obstacle count and retains long-run field coverage under distribution shift. We embed the envelope as a tightened safety constraint in a sampling-based model predictive controller, FCP-MPC. On the ETH--UCY pedestrian benchmarks and a dense 3D quadrotor task with up to 280 dynamic obstacles, FCP-MPC attains a favorable balance of safety, feasibility, and efficiency, reaching goals where pointwise and egocentric conformal baselines become too conservative or too expensive, while keeping per-step computation far below online uncertainty-reasoning baselines.

While conformal prediction provides a general framework for uncertainty quantification in predictive inference, its application is often limited by computational cost. Recent methods, including Jackknife+ and Jackknife-minmax, achieve faster computation by trading a slight loss of efficiency relative to full conformal prediction, but still requires computing leave-one-out refits for all observations. In this paper, we further accelerate conformal prediction by incorporating approximate leave-one-out (ALO) estimators, and establish asymptotic coverage and efficiency. While our proof draws on methods developed for analyzing the consistency of ALO cross-validation risk estimators in high-dimensional statistics, it requires adaptations to handle conformal prediction, where leave-$i$-out residuals are needed for predictions at $x_{n+1}$ rather than just at the training covariate $x_i$. Simulation results validate our theoretical findings, showing that the ALO-based methods achieve coverage and efficiency comparable to the exact methods, while significantly reducing the runtime.

Accurate energy demand forecasting is essential for the reliable operation and planning of modern sustainable energy systems. Spatial-temporal graph neural networks (STGNNs) have recently achieved strong performance in point forecasting by jointly modeling temporal dynamics and relational dependencies across interconnected energy nodes. However, in real-world energy systems, accurate point forecasts alone are insufficient, as operators also require reliable uncertainty estimates to support risk-aware decision-making, grid stability, and operational planning under uncertainty. Conformal prediction provides a principled and model-agnostic framework for uncertainty quantification under exchangeability assumptions, making it particularly attractive for safety-critical energy applications. However, existing conformal prediction approaches often fail to fully capture the complex spatial-temporal structure of energy systems. To address these limitations, we propose STOIC (Spatial-Temporal uncertainty quantificatiOn via In-Context learning), a conformal-inspired post-hoc residual calibration framework that integrates graph-based forecasting with the in-context learning capabilities of tabular foundation models. STOIC first generates point forecasts using an STGNN and subsequently reformulates spatial-temporal residuals into a tabular representation suitable for in-context learning. Leveraging a tabular foundation model, STOIC estimates feature-conditional residual quantiles without task-specific retraining of the calibration model, effectively capturing both sequential and relational dependencies. STOIC should be viewed as a conformal-inspired residual calibration method and does not by itself provide a finite-sample distribution-free coverage guarantee under arbitrary temporal dependence...

Conformal prediction and its variants, including the split conformal prediction, provide a distribution-free framework for uncertainty quantification by constructing prediction intervals or sets with finite-sample coverage guarantees. The statistical efficiency of these intervals depends critically on how the data are split into training and calibration samples. Despite its practical importance, a principled characterization of the training-calibration split that minimizes prediction interval length while maintaining coverage has remained largely unresolved. In this paper, we develop a theoretical framework for optimal data splitting in split conformal prediction. We first analyze the problem in a general setting and derive analytical characterizations of the length-optimal split ratio under both symmetric and asymmetric regimes. We then show how the general results specialize to several commonly used regression settings, including linear regression, nonparametric regression, and neural networks, thereby demonstrating the scope of the framework. We also describe a data-based method for selecting the optimal proportion. Our analysis clarifies how model-related features govern the optimal allocation of samples between training and calibration and provides principled guidance for constructing shorter prediction intervals. Experiments on both synthetic and real-world datasets demonstrate the applicability of the proposed methodology across a variety of practical scenarios.

Conformal predictions have attracted significant attention in the field of uncertainty quantification, mainly because of their strong marginal coverage guarantees. Full conditional guarantee is not an attainable goal, a well known fact in conformal predictions literature. As a result, several approaches have tried to approximate this behavior by adapting the conformal sets of test-time samples according to their similarity to calibration examples. Although the latter has gained traction and shown impressive performances for regression problems, its application to image classification remains under-explored. We conduct an extensive benchmarking on natural image classification tasks with vision-language models (VLMs), using our open source implementation of a recent localized conformal prediction algorithm. We show that straightforward usage of the cosine similarity between test-time and calibration visual features, an intuitive choice for VLMs, is not sufficient to improve over the non-local baselines. In response, we propose a simple non-linear transformation of the cosine similarities, which conserves marginal coverage guarantees and achieves statistically significant mean set sizes reduction. Code is available at https://github.com/cfuchs2023/lcp-vlm/.

We propose doubly robust adaptive conformal inference (DR-ACI), which constructs prediction intervals for doubly robust pseudo-outcomes under temporal dependence.

Conformal prediction provides distribution-free reliability guarantees for vision systems, but these guarantees depend on how prediction errors are measured in the output space. Many vision tasks produce outputs on curved spaces (e.g. gaze directions on the sphere or 3D head rotations), yet intermediate prediction heads, residuals, uncertainty estimates, or conformal scores are often defined in flat coordinate charts such as yaw-pitch or Euler angles. We show that this scoring choice introduces systematic geometric distortion near coordinate singularities (large pitch angles on the sphere and poses approaching gimbal lock in 3D rotations). Across four datasets (ETH-XGaze, Gaze360, BIWI, AFLW2000-3D), slice-conditional coverage at a nominal 90% target drops by 30-50 percentage points in these regions, falling to 38.9% on ETH-XGaze and 42.0% on Gaze360 at gaze pitch above 70 degrees, and to 57.5% on BIWI and 55.2% on AFLW2000-3D at head pose pitch above 60 degrees near gimbal lock, despite marginal coverage remaining near 90%. We prove that this is structural. Scalar thresholding changes the size of chart-coordinate prediction sets but leaves their distorted axis ratios unchanged. To diagnose this hidden failure mode, we show that a simple geometric quantity, the Riemannian volume density, strongly correlates with where coverage collapse occurs. Finally, we show that coordinate-free geodesic scoring removes this distortion. It requires no retraining and adds negligible computational cost.

Conformal prediction guarantees marginal coverage, but a pooled calibration quantile can hide systematic undercoverage across heterogeneous regions of the feature space. We introduce Self-Organized Conformal Prediction (SOCP), a calibration scheme that discovers input-space groups with an unsupervised Self-Organizing Map (SOM) trained without calibration data. At prediction time, the query's best-matching unit (BMU) retrieves a calibration buffer from one cell, a fixed grid neighborhood, or a prototype enlargement (Regimes 1 to 3). When fixed neighborhoods are too sparse, Regime 3 adds cells by prototype distance, using a global budget selected from training cell occupancies and the planned calibration size before any calibration score is observed. The predictor and nonconformity score remain unchanged. Cell-only retrieval has exact cell-conditional validity, and each fixed union of cells has exact retrieved-set validity. Interpreting a neighborhood threshold at its central cell incurs an explicit Kolmogorov-Smirnov (KS) bias term. Across ten regression and classification benchmarks, SOCP lowers the mean weighted coverage gap (WCovGap) relative to pooled split conformal prediction (SCP) on all ten datasets. The mean relative change is -14.8%, with a mean increase of 3.0% in output size. Under fixed-neighborhood retrieval, SO calibration lowers mean WCovGap across ten seeds in 43 of 50 score and dataset comparisons, while SO-SCP lowers it for every dataset at all three tested external partition granularities. These results provide local group calibration without supervised partitions or predictor retraining, while the diagnostics make the cost and limits of locality explicit. The code is available at https://github.com/LouisTier/SOCP.

Large language models (LLMs) deployed for structured generation (NER, JSON extraction, QA, and classification) lack formal reliability guarantees, and standard heuristic abstention policies miss user-specified risk targets by 7.5--12.5%. We characterize when conformal risk control (CRC) can certify structured LLM outputs and when it provably cannot. First, we prove an impossibility result: when the base risk (μ> α), any distribution-free method must abstain on at least ((μ-α)/(1-α)) examples, yielding a closed-form feasibility test: one can check whether CRC will work before running it. Second, we analyze a certification hierarchy across Hoeffding, empirical Bernstein, and a betting-based e-CRC bound, with strict gains in low-variance/large-sample regimes: the Hoeffding-to-Bernstein step delivers the largest gain (+37% certified configurations), while e-CRC adds value when calibration data is scarce (10% certification at 20% data versus 0% for Hoeffding). Third, we validate adaptive conformal inference (ACI) under cross-dataset shift, reducing risk-target violations from 71% to 21%, with residual failures concentrated exactly where the impossibility bound predicts. Across six open-weight models (3B--72B parameters), eight datasets, four tasks, and six nonconformity scores, hard NER/QA/CLS configurations are uncertifiable at (α= 0.10); relaxing to (α= 0.30--0.40) unlocks practical certification (47% NER, 40% QA, 60% CLS). The framework gives a three-step deployment recipe: check feasibility, select the bound and score, then mitigate shift.

Fayyazi et al. (2025) recently proposed FACTER, a model-agnostic framework designed to jointly enforce fairness and statistical coverage in LLM-based recommendation through conformal thresholding and iterative prompt repair. In this work, we conduct a reproducibility study of the FACTER framework across diverse architectures and dataset sparsity levels, evaluating both the original open-ended generation task and a constrained re-ranking extension. Under the strict reproduction, we observe a divergence in recommendation utility, which we trace to underspecified target-set evaluation in the original study. We then use the constrained re-ranking setting to evaluate FACTER when the candidate set is fixed, and introduce a static Fair Zero-Shot baseline to isolate the contribution of the iterative prompt repair loop. Our analysis shows that FACTER consistently reduces adaptive-threshold violation counts, but that these reductions are not consistently reflected under the fixed threshold or in global fairness metrics. In the constrained ranking setting, static fairness instructions achieve comparable semantic-parity outcomes to FACTER's dynamic repair loop, suggesting that the additional online repair mechanism provides limited benefit in this formulation. All code and reproduction artifacts are available at https://github.com/oscar-omlf/facter-repr.

Prediction sets should have high coverage to be useful, but some coverage notions are more practically relevant than others. In the classification setting, class-conditional coverage requires that the prediction set (i.e., the set of candidate labels for a new test point) must achieve the target accuracy level within each class, which may be challenging to satisfy when many classes are rare and have few calibration points. At the other extreme, marginal coverage requires only that coverage holds on average over the distribution of all classes, which can lead to low-probability labels being essentially ignored. To find a middle ground, recent work has introduced macro-coverage, defined as the unweighted average of class-conditional coverages. Macro-coverage offers a compromise between marginal coverage and class-conditional coverage that is particularly appropriate for long-tailed settings. In this work, we show that label-weighted conformal prediction can be used to produce prediction sets with a finite-sample macro-coverage guarantee, and more generally a guarantee on a family of generalized macro-coverage objectives that aggregate coverage at the level of arbitrary class groupings and take a weighted average. We further characterize the form of the smallest prediction sets satisfying a given generalized macro-coverage objective and propose a corresponding conformal score function. We validate our theoretical results on two large-scale image classification datasets.

Quantifying the evolution of uncertainty is critical to both probabilistic forecasting and data assimilation in numerical weather prediction. In this study, we investigate the applicability of conformal prediction (CP), a recent machine learning (ML) method, to quantify uncertainty in a controlled, idealized setting. We use the one dimensional modified shallow water model, designed to mimic the convective process. CP provides a set of possible outcomes with a chosen confidence level. Here, we compare and evaluate the average empirical coverage, the average interval length, miss low, miss high and average interval score loss (AISL) for three variants of CP, namely a) Standard CP, b) Normalized CP and c) Conformalized Quantile Regression. We further compare these CP-based uncertainty estimates with traditional ensemble-based measures such as standard deviation intervals and ensemble spread. In addition, we investigate the integration of CP-derived uncertainty within the data assimilation cycle through CP perturbations. Our results highlight the strengths and limitations of each approach, providing insight into the effectiveness of CP to complement common ensemble-based uncertainty quantification in simplified atmospheric models.

Computer-use agents turn vision-language model (VLM) predictions into executable GUI clicks, so reliable uncertainty estimates are essential for rejection, calibration, miss-severity ranking, and spatial safety regions. Yet evidence on post-hoc uncertainty quantification (UQ) for these agents is fragmented across isolated model and dataset pairs, leaving it unclear whether UQ rankings stay stable when the agent, benchmark, or observable interface changes. We present Argus, a cross-regime benchmark for post-hoc UQ in single-step executable GUI grounding: a 27-method open-weight matrix over 4 VLM agents and 4 datasets, plus an 8-method closed-source matrix across 3 frontier vendors where logits, hidden states, and attention maps are unavailable. Evaluated methods span logit-based scores, sampling and consistency measures, hidden-state and density estimators (Mahalanobis, SAPLMA), attention-based scores, P(True) and verbalised-confidence prompting, and split-conformal prediction. The main finding is selective transfer: UQ rankings are stable across datasets for a fixed model, but degrade across model classes and observable interfaces. Hidden-state and density methods are the most stable open-weight family, while CoCoA-1MCA, Focus, sampling-based scores, and verbalised self-assessment win in specific regimes. Within-model ranking transfer is strong (Spearman rho up to 0.969), but cross-tier transfer to closed-source vendors averages only +0.08, so closed-source UQ should be reranked on the target rather than extrapolated. Conformal click regions show score-level discrimination is not enough for deployment: locally weighted disks shrink radii by 40-60% when the plug-in UQ is calibrated, but coverage degrades under calibration-test or interface mismatch. We release per-item records, calibration/test splits, UQ scores, and analysis scripts for regime-aware UQ selection in GUI agents.

Runtime assurance (RTA) protects a safety-critical system by switching from an advanced controller to a verified safe controller when a monitored condition is violated. The standard latching rule, which trips on the first breach of the safe set and then coasts, is correct for a diverging controller but pathological for a capable online-adapting one. Such a controller is unsafe by design during a bounded recovery transient. It must excite the plant to identify the fault before it can correct it, so a latching shield trips on that transient and suppresses a controller that would have recovered. We introduce the conformal recovery-deadline certificate, a split-conformal, distribution-free, finite-sample upper bound on the adapting controller's recovery time that licenses delayed fallback with a coverage guarantee, backstopped by a verified monitor at a hard critical limit. The certified deadline discriminates capable from incapable controllers, keeping the recoverer autonomous while catching the diverger. The construction separates autonomy, governed by statistical coverage, from safety, governed by the verified backstop, as an instance of reliability-asymmetric design. We prove marginal coverage, a weighted extension that restores coverage under a known fault-distribution shift, and group-conditional Mondrian coverage. We demonstrate all three on two unrelated Simplex testbeds: a 6-DOF spacecraft attitude controller and a torque-controlled inverted pendulum. Both show the same suppression pathology and the same cure, making the certificate a domain-general mechanism rather than a single-system trick.