Conformal Prediction

Standard conformal prediction (CP) procedures are typically formulated in terms of p-values, but reliance on p-values alone limits flexibility, for example, when combining dependent evidence across models or data splits. Recent work has explored e-value formulations for conformal inference, yet a direct connection between p- and e-value formulations in CP has been missing, especially regarding their statistical efficiency. We first identify limitations of classical p-to-e calibrators in the CP setting, showing that they are not set-preserving and can lead to overly conservative prediction sets. To address this, we propose a novel P2E calibrator that converts conformal p-values into e-values without altering the prediction set induced by the original conformal p-value. We establish both theoretically and empirically that our calibrator can yield significant efficiency gains over existing p-to-e calibrators. This e-value formulation enables principled use of recent advances in e-value merging and randomization, where we demonstrate its impact in two applications: cross-conformal prediction (CCP), whose variants typically provide only approximate $1-2α$ coverage, and conformal aggregation (CA). In both cases, our e-value-based methods satisfy the desired $1-α$ coverage guarantee while improving efficiency over standard baselines. More broadly, our approach expands the flexibility of CP and opens new directions for efficient, distribution-free uncertainty quantification.

Current research primarily focuses on model performance, while comparatively less attention has been devoted to uncertainty estimation, particularly in settings where LLMs are increasingly used to generate annotated data. We introduce a framework combining conformal prediction with Collaborative Filtering-style annotators' representation to model LLM behavior in relation to human annotators and to analyze patterns of agreement and disagreement. Using Non-Conformity Scores, we introduce the Ghost Prediction metric and the Ghost Annotator representation to quantify cases in which model predictions diverge from all available human annotations. We compute cosine similarity measures to explore differences in model behavior across sociodemographic axes. We evaluated four LLMs of different size and families across four content moderation datasets. Our finding shows that while we find that all models uncertainty increases with annotator disagreement, larger models tend to be more confident in the classification of texts that are not aligned with any human annotation. Finally, the Ghost Annotator framework reveals a consistent and robust pattern of demographic misalignment, suggesting a structural bias likely rooted in pretraining corpora.

Non-alcoholic fatty liver disease (NAFLD) affects roughly 25% of global adults, posing substantial hepatic and cardiovascular risks. Yet, population-level screening tools remain inadequate. We present Method, a machine-learning framework for NAFLD risk prediction coupling gradient-boosted decision trees with conformal prediction to yield calibrated, distribution-free coverage guarantees on individual risk estimates. It integrates a mutual-information-based stability selection procedure to identify a compact, clinically interpretable feature subset via bootstrap resampling, constructing prediction sets whose marginal coverage provably exceeds a user-specified confidence level. We evaluated Method on a multicenter cohort from Guangzhou, China (primary n=2,187; external validation n=412) using 78 candidate features across demographics, metabolic biomarkers, and lifestyle factors. Method achieves an AUROC of 0.912 internally and 0.891 externally, outperforming deep neural networks, TabNet, support vector machines, and logistic regression. Conformal prediction sets achieve 91.3% empirical coverage at the 90% nominal level. A three-tier risk stratification derived from these scores separates the population into distinct groups, with the high-risk subgroup showing a 12-month progression rate 4.7 times that of the low-risk tier. The selected features -- notably waist circumference, ALT, GGT, triglycerides, fasting glucose, and BMI -- align with established metabolic risk factors, providing biological plausibility.

Uncertainty quantification is essential in high-stakes machine learning tasks. However, one of the principled solutions, conformal prediction, faces challenges under limited local calibration data, privacy constraints, and data heterogeneity. In multi-agent settings, existing works do not simultaneously and satisfactorily address these challenges with guarantees either limited to averages across agents or losing validity in heterogeneous settings. Hence, we propose personalized federated weighted conformal prediction (PFWCP), a framework that combines local density ratio weighting with weighted quantile aggregation to correct for heterogeneity while preserving privacy. The method yields asymptotically valid marginal and calibration-conditional coverage guarantees for each participating agent and supports protocols with one-shot communication. Theoretical analysis presents an adjustment to the coverage variance, governed by an effective sample size expression, which is necessary in the context of weighted conformal prediction, and experiments on synthetic and real datasets show improved calibration quality over state-of-the-art federated conformal baselines.

Sequential conformal prediction (CP) provides valid uncertainty quantification under the assumption of residual exchangeability. However, this assumption is often violated in real-world time series due to temporal dependencies and distributional shifts. While recent methods attempt to approximate exchangeability through reweighting, identifying optimal weights remains an open challenge. To address this limitation, we propose DistMatch, a binning-based method that recursively partitions residuals within a binary tree using the Kolmogorov-Smirnov (KS) statistic. We theoretically show that this partitioning induces approximately exchangeable leaves, thereby avoiding the need for reweighting. By applying quantile regression with online updates within each leaf, DistMatch enables locally adaptive inference and improves robustness to distributional shifts. Extensive experiments demonstrate that DistMatch outperforms existing sequential CP methods.

Energy consumption prediction is essential for efficient grid management, demand-side optimization, and sustainable energy planning. Although advanced machine learning methods have been employed for better prediction performance, existing works have two key limitations: (1) they usually formulate this task as a purely time-series prediction problem without explicitly modeling the spatial dependencies among different regions, and (2) they fail to provide reliable predictions with uncertainty estimates under abnormal situations such as extreme weather events. To advance existing research, we propose EnergyMamba, an uncertainty-aware spatiotemporal learning framework for accurate and reliable energy consumption prediction, which comprises two key components: (i) a novel Graph-Enhanced Selective State Space Model (GE-Mamba) that injects spatial context learned from the grid topology into the temporal dynamics, enabling coupled spatiotemporal modeling, and (ii) an Adaptive Sequential Conformalized Quantile Regression (AS-CQR) module, which includes locally adaptive normalization and an online feedback mechanism to dynamically calibrate prediction intervals under potential distribution shifts. We evaluate EnergyMamba on four large-scale real-world datasets from Florida, New York, and California. Results show EnergyMamba achieves around 5% improvement in prediction accuracy and 6% improvement in uncertainty quantification over 15 state-of-the-art baselines.

Uncertainty quantification (UQ) is critical for the deployment of machine learning predictors in real-world scenarios where the data distribution may shift over time (i.e., data may not be exchangeable). Online conformal prediction (OCP) methods address this issue at the expense of either (i) group-wise error control or (ii) learning-rate independent implementation. Group-conditional coverage is essential for fairness across different collections of data points and for providing finer UQ guarantees. Parameter-free optimization is crucial for robustness to adversarial and unknown data shifts. We propose a parameter-free algorithm for group-conditional OCP and demonstrate that it achieves the best group-conditional coverage guarantees. We evaluate our algorithm on synthetic and real-world data, demonstrating that our method not only improves the reliability of existing parameter-free OCP methods but also provides prediction intervals that are comparable in size to well-tuned group-conditional approaches. By unifying group-conditional coverage with parameter-free online algorithms, our work lays a foundation for fair and robust uncertainty quantification in shifting environments.

Conditional generative models have recently achieved remarkable success in various applications. However, a suitable metric for evaluating the reliability of these models, which takes into account their inherent uncertainty, is still lacking. Existing metrics, which typically assess a single output, may fail to capture the variability or potential risks in generation. In this paper, we propose a novel evaluation metric called reliability score based on conformal prediction, which measures the worst-case performance within the prediction set at a pre-specified confidence level. However, computing this score is challenging due to the high-dimensional nature of the output space and the nonconvexity of both the metric function and the prediction set. To efficiently compute this score, we introduce Conformal ReLiability (CReL), a framework that can (i) construct the prediction set with desired coverage; and (ii) accurately optimize the reliability score within the constructed prediction set. We provide theoretical results on coverage and demonstrate empirically that our method produces more informative prediction sets than existing approaches. Experiments on synthetic data and the image-to-text and text-to-image tasks further demonstrate the interpretability of our new metric, and the validity and effectiveness of our computational framework. Source code can be found at https://ggc29.github.io/CReL/.

Test-time scaling for vision-language-action (VLA) policies, methods such as RoboMonkey, SEAL, MG-Select, and V-GPS, samples K candidate action chunks at inference and executes the verifier-best. When all K candidates are unsafe, the system executes a violating action with no warning. We propose BOKBO, the first conformal abstention layer for K-sample VLA inference, providing finite-sample distribution-free guarantees on executed-violation rate. We provide both global and per-task (Mondrian) variants, with the per-task variant closing the conditional gap on the hardest tasks. Our analysis exposes a structural failure of policy-internal nonconformity scores under perturbation-based K-sampling: the base-policy confidence proxy and K-sample disagreement correlate at 0.98 with the action-noise hyperparameter $σ$, while correlating at the noise floor with actual safety violations. We test the failure's scope by replicating the analysis under token-level temperature sampling and find the failure is mechanism-specific and partially mitigated under policy-stochasticity-based sampling. A learned violation predictor conditioned on semantic visual features and task identity supports tight calibration: at $ε$ = 0.05 on libero_object_temp_x0.1 with OpenVLA-OFT, the conditional CRC bound holds on 86% of bootstrap splits with 78% coverage and 70% net task success. Mondrian-BOKBO raises the minimum per-task conditional hold fraction from 0.71 to 0.93. Results are stable across 5 training seeds, replicate within bootstrap noise on $π_0$-FAST, hold on libero_spatial_temp_x0.1 as a co-equal benchmark, and survive four within-suite distribution shifts. We additionally identify and correct a methodological pitfall: globally-set force thresholds well below expert-typical manipulation forces conflate unsafe behavior with normal manipulation, inflating violation rates by $5\times$.

Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable and is treated symmetrically during training. However, these assumptions are impractical in many settings, such as time series, where temporal dependence violates exchangeability and it is preferable to use predictors that leverage dependence by treating data asymmetrically. Recent work shows that split conformal prediction is robust to these issues, but sample splitting can reduce accuracy, motivating the study of methods that do not rely on data splitting in the time series setting. In this work, we show that the vanilla leave-one-out jackknife can suffer arbitrary loss of coverage even in canonical time series models with mild temporal dependence. As a remedy, we propose a modification tailored to such settings, which we term the leave-a-window-out (LWO) method, and show that it can achieve valid coverage provided that the model-fitting procedure satisfies mild stability properties. Our proofs are based on quantifying the degree to which the data departs from cyclic exchangeability, which we introduce new coefficients to measure. Experiments on time series demonstrate that our method often enjoys valid coverage when the vanilla jackknife fails to cover, while producing much narrower intervals than split conformal prediction.

Language model reasoning traces are rarely all-or-nothing; they frequently contain valid intermediate steps before a critical error occurs. Existing uncertainty quantification methods typically certify final answers or entire responses, failing to provide statistical guarantees for the proportion of a sequential trace that can be safely retained. To address this, we introduce CROP (Conformal Reasoning Output Prefixes), a verifier-agnostic calibration procedure for clean-prefix certification. Given any step-level risk proxy, CROP selects a calibrated threshold and returns the longest contiguous prefix whose step risk proxies remain below it, routing the uncertified suffix for downstream review or repair. Assuming exchangeability, CROP rigorously controls the marginal probability that the returned prefix contains an annotated error. Across six process-labeled reasoning datasets, we demonstrate that standard step-level metrics such as AUROC do not fully capture prefix utility, suggesting verifiers should instead be evaluated by certified prefix length. Furthermore, CROP balances over- and under-withholding and improves downstream repair accuracy by preserving valid intermediate reasoning while discarding misleading suffixes. Ultimately, this work positions prefix certification as a rigorous, practical bridge between process supervision, abstention, and repair. Code available at https://github.com/matthewyccheung/crop.

Federated Conformal RAG (FC-RAG) provides distribution-free coverage for a bandwidth-limited swarm of weak language models, but only at a fixed horizon. We extend it to anytime-valid sequential coverage: validity at every stopping time, preserved under predictable adaptive control (recalibration, per-node bandwidth escalation, distilled-student refresh), at no extra cost in assumptions over fixed-horizon FC-RAG. Naive composition fails because FC-RAG's marginal coverage bound makes the betting e-process a non-supermartingale on adverse calibration draws, and Ville's inequality cannot be invoked. We give Anytime-FC-RAG, a sequential extension built on a summable per-step calibration-deviation budget that converts the marginal bound into a strict conditional bound on a calibration-good event, paired with a truncated betting e-process that is a nonnegative supermartingale on the entire probability space. From these two ingredients, we obtain four guarantees: time-uniform alarm validity $\mathbb{P}(\sup_t E_t \ge 1/δ_e) \le δ_e + δ_{\mathrm{cal}}$, a Hoeffding-stitched cumulative-miscoverage envelope at the same total budget, safety under any predictable controller (recalibration, bandwidth escalation, student refresh), and training-side error propagation across an unbounded sequence of Federated Probe-Logit Distillation (FPLD) refreshes via a summable training budget. As a practical consequence, an adaptive controller that escalates retrieval bandwidth only when the e-process crosses a warning threshold matches the alarm rate of a fixed-high-bandwidth schedule at substantially lower communication cost. Experiments on a GPT-2-small + MiniLM swarm across MMLU, DBpedia, and AG News verify the predicted alarm rate, detection delay, envelope coverage, and $14$-$57\%$ bandwidth savings; the alarm fires when and only when coverage genuinely breaks.

Conformal prediction (CP) and its extension, conformal risk control (CRC), are established frameworks for quantifying uncertainty in supervised machine learning through formal guarantees. However, recent breakthroughs in artificial intelligence (AI) have been driven by unsupervised generative models, such as large language models (LLMs) and image generators, which are not directly compatible with CP or CRC. In this work we introduce conformal generation (Conf-Gen), a general framework adapting CRC to generative tasks while relaxing its theoretical assumptions. Conf-Gen unifies and generalizes previous attempts to apply CP to LLMs, and extends conformal methodology to entirely new domains. We demonstrate the flexibility of Conf-Gen through some novel applications, including obtaining conformal guarantees on: image generators producing non-memorized images, conversational AI systems having asked enough clarifying questions, and the output of AI agents being correct.

Recent Tabular Foundation Models (TFMs) have demonstrated state-of-the-art predictive performance, often surpassing Gradient-Boosted Decision Trees (GBDTs). However, the trustworthiness of these models, particularly their uncertainty quantification, has been largely overlooked. We investigate this gap through an extensive study comparing TFMs, GBDTs, and classical baselines on the 112 datasets of the TALENT benchmark. Our results reveal a performance-uncertainty trade-off: although TFMs achieve the highest predictive performance, measured by AUC, they exhibit lower conditional coverage under conformal prediction, measured by SSCS, compared to GBDTs. Complementary experiments on synthetic datasets further characterize the regimes in which this effect intensifies. We conclude that while TFMs advance predictive frontiers, achieving well-calibrated uncertainty remains a major open challenge for their reliable adoption. Code is available at: https://github.com/jose-melo/high-performance-low-reliability

Sequence-based visual place recognition (VPR) for SLAM and robot relocalization must decide whether the retrieved top-1 candidate is safe to accept. Conformal prediction is a natural framework for this accept/reject decision, but its finite-sample guarantees rely on exchangeability between calibration and deployment (test) data, which is violated under cross-condition deployment. We introduce SAFEVPR, a non-trainable verification-and-calibration pipeline for safe cross-condition sequence VPR. SAFEVPR replaces the standard backbone cosine similarity with a mutual-nearest-neighbour (MNN) patch-matching score computed from frozen DINOv2 ViT features, and replaces flat Learn-Then-Test calibration with Mondrian conformal LTT, fitting separate Bonferroni-corrected thresholds across score bins. Under exchangeability, these thresholds would provide finite-sample false-discovery-rate (FDR) control; under condition shift, we evaluate empirical validity per deployment. Across 23 cross-condition setups from Oxford RobotCar, NCLT, and St Lucia datasets, using three frozen VPR backbones, SAFEVPR is empirically valid on 23/23 setups at target FDR alpha = 0.10, achieving mean accepted FDR 0.014 and mean true-positive rate (TPR) 0.75. The results show that raw discrimination alone is not sufficient for conformal validity: AnyLoc-VLAD and Super-Point+LightGlue reach comparable area under the receiver operating characteristic curve (AUROC) but fail more setups under the same calibration. On textureless repetitive scenery, SAFEVPR safely abstains rather than accepting unreliable matches. Code is available at https://github.com/Hasar12139/SafeVPR.

We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid and efficient prediction intervals. Leveraging a numerical inversion approach to construct interval bounds, DCP accommodates arbitrary combinations of distribution generating predictors and nonconformity scores. Benchmark analysis on synthetic and real-world time series data demonstrate DCP's ability to adaptively calibrate prediction intervals under varying uncertainty regimes. Crucially, DCP's modular design facilitates plug-and-play experimentation with different predictor-score pairings, quantitatively supported by a newly introduced modified Winkler score that balances validity and efficiency by explicitly penalizing undercoverage. While DCP generalizes and extends existing approaches like Conformalized Quantile Regression and Conformalized Monte Carlo, its modular design allows further extensions, setting a foundation for advancing uncertainty quantification in dynamic environments and high-risk applications.

This paper addresses structured out-of-distribution (OOD) testing in high-stakes machine learning applications. Traditional conformal methods rely on joint exchangeability, making it difficult to incorporate auxiliary information such as spatiotemporal or grouping structures. To overcome this limitation, we propose the structure-adaptive conformal q-value (SCQ), a significance index that integrates individual test evidence with structural patterns. We also develop pseudo-score-guided transductive automated model selection (P-TAMS), which adapts conformalized model selection to structured OOD testing across a toolbox of candidate models. Together, SCQ and P-TAMS form a unified framework under pairwise exchangeability, providing finite-sample error-rate control, improved power, and enhanced interpretability. Experiments on simulated and real data demonstrate that the proposed approach controls the false discovery rate and performs well across diverse settings.

Reliable set-valued prediction provides a principled way to mitigate hallucinations in open-ended question answering (QA), yet existing conformal approaches typically rely on a fragile premise: finite sampling must already produce at least one admissible candidate, or calibration examples violating this condition are discarded. In this paper, we introduce MiRD, a two-stage framework that decomposes overall miscoverage into sampling failure and conditional selection failure. In Stage I, MiRD establishes an expectation-level marginal upper bound on the probability that finite sampling produces no admissible answer under a fixed budget. In Stage II, conditioned on sampling success, MiRD calibrates a conformal selection threshold using admission-correlated nonconformity scores defined over the full calibration set, thereby preserving calibration-set integrity. Across three open-ended QA datasets and eight models, MiRD controls sampling risk, conditional selection risk, and overall miscoverage, while yielding tighter first-stage bounds than PAC-style alternatives and more adaptive prediction sets than successful-only calibration.

Recent advances in uncertainty quantification increasingly emphasise the distinction between aleatory and epistemic uncertainty in machine learning, motivating the need for more unified frameworks. However, despite much progress in producing reliable predictions, existing methods often lack rigorous guarantees when generalising beyond the training domain. We propose a conformalised imprecise inference framework for robust extrapolation, which is model-agnostic and augments predictive models with imprecision and distance awareness. The proposed approach yields imprecise predictions (probability boxes) that remain valid under distributional shift, maintaining coverage while adaptively expanding uncertainty in extrapolation regimes. Experiments on synthetic and benchmark datasets demonstrate improved robustness and reliable coverage compared to standard probabilistic approaches, particularly under limited data.

Conformal prediction is a useful and versatile alternative to model calibration in machine learning classification. It replaces single-class prediction with prediction sets, guaranteeing that the a priori probability of the prediction sets containing the true class is larger than or equal to a pre-specified rate. The size and usefulness of the prediction sets relies heavily on the choice of the non-conformity score function. The scientific literature contains many examples of non-conformity score functions but there is an absence of studies examining their properties and effectiveness. In this paper, we give an overview of properties of non-conformity score functions. We give examples of non-conformity score functions in the existing literature and introduce original modifications. We introduce an original method of evaluating the prediction set sizes of conformal predictors and use it to provide a comparison between non-conformity score functions. We also examine efficacy of different non-conformity score functions for class-conditional conformal prediction in a setting with imbalanced classes.

Conformal prediction provides distribution-free coverage guarantees, but in many-class classification it may still under-cover specific classes or subpopulations, preventing safe deployment in high-stakes applications. We propose Cluster Frequency Conformal Prediction (CFCP), a plug-in framework that adapts conformal prediction to local structure in a learned representation space. CFCP clusters learned embeddings, estimates cluster-level label-frequency distributions from calibration data, and for each test point constructs a sample-specific probability vector by softly mixing nearby cluster distributions regularized with global-prior and reliability-aware shrinkage. This vector is then conformalized using standard set constructors. In the disjoint-split regime, CFCP inherits standard finite-sample marginal validity. Under additional assumptions, CFCP further admits a local-validity interpretation. Since representation clusters aggregate locally similar samples, their empirical class frequencies provide a stable estimate of local label ambiguity. Across image and text benchmarks, CFCP achieves the best class coverage in 15/16 dataset/score-family comparisons and a competitive prediction set size efficiency, with several settings substantially more efficient. Overall, our results show that cluster-frequency information provides an effective localized signal for improving classwise reliability in many-class conformal prediction.

Conformal prediction (CP) gives distribution-free coverage for modern vision and language models, but it is often forced to make a ranking decision from a single unstable nonconformity score. Standard CP uses one realization, while average-then-calibrate variants smooth multiple realizations into a point estimate. Both options discard the inconsistency that can help identify whether a candidate is indeed stable. A weak answer can enter the conformal set even if the evidence is not strong, simply because one posterior sample or prompt phrasing made it look strong. But variability can help distinguish a stable signal from noise-driven fluctuations. We describe an empirical Bayes conformal prediction framework that uses $r$-values to convert score variability into an uncertainty informed nonconformity score. The resulting $r$-value estimates how likely a candidate's latent score belongs to the top-ranked group after accounting for both its mean score and its uncertainty. It admits both a closed-form Normal-Normal empirical Bayes estimator and a nonparametric posterior-sampling estimator. Using the $r$-value as the nonconformity score preserves the target conformal coverage while provably reducing the inclusion of high variance false candidates under mild regularity conditions. Across image classification, CLIP-based VLM benchmarks, and LLMs, we show that $r$-value conformal prediction preserves target coverage while improving ranking stability and reducing set size when variability is informative, and reverting to CP-like behavior when variability vanishes.

Estimating treatment effects from observational data requires choosing an adjustment set, but valid adjustment depends on an unknown causal graph. Graph misspecification can cause under-coverage, while graph-agnostic conformal wrappers may regain nominal coverage only through large padding. We introduce CausalGuard, a structure-weighted conformal framework that calibrates after aggregating graph-conditional doubly robust pseudo-outcomes. Candidate DAGs are proposed from an LLM-derived edge prior, pruned by conditional-independence tests, and reweighted by Bayesian Information Criterion. A composite nonconformity score then calibrates the posterior-weighted pseudo-outcome. CausalGuard provides distribution-free finite-sample marginal coverage for this aggregated pseudo-outcome; under causal identification, overlap, conditional-mean nuisance stability, and concentration on target-aligned valid adjustment strategies, its conditional mean converges to the true Conditional Average Treatment Effect. Across five benchmarks, CausalGuard attains mean coverage above the nominal 90% level for the directly evaluable target and reduces width when graph-agnostic conformal baselines require large padding. Stress tests show that CausalGuard suppresses invalid collider adjustment and remains stable under misspecified priors when the retained candidate set is data-supported.

Machine learning models for chronic kidney disease (CKD) risk prediction often post strong discrimination scores on internal test sets. Calibration and uncertainty quantification get far less attention, leaving clinicians without reliable information about whether the probability outputs are accurate. We trained five classifiers on the UCI CKD dataset (400 patients, 62.5% CKD prevalence): logistic regression, random forest, XGBoost, SVM with Platt scaling, and Gaussian naive Bayes. We evaluated each across calibration quality, conformal prediction coverage, and an eight-criterion deployment readiness framework. A distributional stress-test applied the best-calibrated variant of each model to the open-access MIMIC-IV demo cohort (97 patients, 23.7% CKD) to assess behaviour under prevalence shift and feature missingness. We measured calibration before and after Platt scaling and isotonic regression using Expected Calibration Error and Brier Score, and quantified uncertainty through split conformal prediction targeting 90% marginal coverage. All five models reached AUROC 1.00 on the UCI test set. Isotonic recalibration reduced internal ECE to 0.000-0.022. On MIMIC-IV, AUROC fell to 0.48-0.58, ECE rose to 0.68-0.76, and conformal coverage dropped from 0.80-0.98 to 0.21-0.25 against a 90% target. No model scored above 4 out of 16 on the deployment readiness checklist. Near-perfect internal performance did not transfer. Calibration stability and conformal coverage should be evaluated on external data before any clinical prediction model moves toward deployment.

Conformal triage converts predictive scores into deployment actions that either release a case, flag it for urgent attention, or defer it to human review. Under prevalence shift, however, the usual summaries of marginal coverage and human-review rate can miss the safety-critical question of whether patients who truly experience the target event are released without review. To address this gap, we introduce a leakage-aware deployment audit for release-side conformal triage. It first assigns target subjects to three non-overlapping roles: prevalence correction, conformal calibration, and held-out release-safety evaluation. This separation then lets the audit evaluate release directly: how many event-positive patients are cleared without review, whether the pilot has enough event labels for calibration, and how the safety-review trade-off shifts. Applying this audit to a retrospective NSCLC pilot shows why lower review can be misleading: after prevalence correction, the pooled conformal branch lowers review by releasing more patients, some of whom are event-positive. Within the audit, the classwise branch acts as a scarcity diagnostic: the pilot has too few event labels to certify safe low-review release.

Benchmark data contamination has become a central challenge in LLM evaluation: when evaluation examples appear in the training data of one or more audited models, reported performance can be inflated and cross-model comparisons become unreliable. A broad line of training-data detection work designs scores to quantify how strongly a model memorizes a given data point, but these score-based methods lack theoretical guarantees. Recent conformal approaches provide provable false-identification control for a single model; however, applying them separately to each model can produce model-specific benchmarks, undermining fair comparison across models. In this work, we formalize multi-model benchmark decontamination as a joint selection problem and propose Joint Envelope Conformal Selection (JECS), a conformal procedure that enables global contamination rate (GCR) control under stated assumptions. Specifically, JECS computes per-model conformal p-values, aggregates them by the per-item maximum, and reconstructs a conservative envelope of the max-p null distribution from right-tail observations above a data-driven threshold. By applying the adaptive Benjamini-Hochberg (BH) procedure to the envelope-rescaled values, we select a benchmark with provable GCR control. Extensive experiments across various models and benchmarks demonstrate that JECS achieves higher power than the max-p baseline while consistently maintaining the target GCR control.

Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is often measured by the false discovery proportion (FDP), defined as the fraction of incorrect selections. Existing approaches typically control the expected value of the FDP, using methods such as the Benjamini-Hochberg procedure. This approach fails to provide high-probability bounds on the realized false discovery proportion and invalidates statistical guarantees if the rejection threshold is selected after inspecting the data. This paper establishes finite-sample, distribution-free upper bounds on the FDP that hold simultaneously over all possible rejection thresholds, enabling arbitrary post hoc selection of the threshold. Simultaneous validity is achieved by constructing a high-probability envelope for the empirical distribution function of null conformal p-values by sampling from their joint distribution. Furthermore, our framework allows practitioners to modulate the envelope's shape, thereby producing tight bounds in rejection regions of primary interest. We use this flexible approach to derive simultaneous FDP upper bounds for both outlier detection and conformal selection. We demonstrate through synthetic and real-data experiments that the resulting bounds are both valid and substantially less conservative than those derived from existing approaches.

Modern artificial intelligence systems require calibrated uncertainty estimates that remain reliable in sequential and non-stationary environments. Online conformal prediction (OCP) addresses this challenge through adaptively updated prediction sets that provide deterministic long-run miscoverage guarantees. These guarantees, however, hinge on the assumption of perfect feedback about the coverage of past prediction sets. In practice, the observed miscoverage indicator may be corrupted by noise, communication failures, or adversarial manipulation, which can severely degrade OCP's calibration guarantees. In this paper, we study OCP under corrupted feedback. We first model feedback corruption as an arbitrary binary flip sequence, and analyze how feedback corruption affects and degrades the miscoverage performance of standard OCP. We then propose two robust schemes: robust OCP via filtering, which leverages the structural properties of the predicted threshold to filter corrupted feedback, and robust OCP via active compensation, which incorporates an active compensation mechanism to mitigate the effect of corrupted feedback. For both methods, we establish explicit miscoverage guarantees, which are further specialized for an independent stochastic flip model and for an arbitrary error model with memory bounds. Experiments on real-world datasets validate the proposed approach, showing markedly improved calibration and significantly smaller prediction sets compared with baseline OCP methods under corrupted feedback.

Effective medication management in Parkinson's Disease (PD) is challenging due to heterogeneous disease progression, variable patient response, and medication side effects. While AI models can forecast levodopa equivalent daily dose (LEDD) as a measure of medication needs, standard uncertainty quantification often fails to communicate the reliability of these predictions, treating high and low confidence clinical decisions identically. We introduce CASCADE (Calibrated Adaptive Scaling via Conformal And Distributional Estimation), a novel conformal prediction framework that propagates epistemic uncertainty from a screening classifier to adapt downstream predictions. Unlike standard conformal methods that rely on auxiliary residual regression, we leverage epistemic uncertainty from a primary classification task (identifying whether a medication change is needed) to dynamically scale the prediction intervals of a secondary regression task (predicting how much change). By mapping Venn-Abers multi-probabilistic uncertainty directly to non-conformity scores, our framework achieves continuous risk adaptation. We demonstrate that this cascade effect produces highly efficient intervals for confident patients (38.9% narrower than standard conformal baselines) while automatically expanding intervals to ensure robust coverage for uncertain cases, bridging the gap between discrete clinical decision-making and continuous dose forecasting in PD.

We adapt split conformal prediction and adaptive conformal inference (ACI) to continuous AI agent evaluation, providing distribution-free coverage guarantees for forecasted quality scores. Conformal intervals achieve calibration error below 0.02 across all nominal levels at the 24h horizon, while ACI correctly widens intervals by 35% following agent releases then reconverges. We further develop compositional uncertainty bounds for multi-agent pipelines (validated via simulation across inter-stage correlations rho in [-0.5, 0.9]), a conformal abstention rule for pairwise rankings with controlled false-ranking rate, and FDR-corrected abstention for leaderboard-scale multiple testing. Evaluating 50 agents via 18 real-time signals collected hourly, we show that per-agent conditional coverage is well-concentrated around the nominal level (mean 80.4%, 90% of agents within [72%, 90%]), and that cross-source sentiment divergence predicts ranking instability (r=0.64, p<0.01). A circularity-controlled validation confirms the framework captures signal beyond benchmarks (rho_s=0.52, p<0.01, n=35). Code and data are released under CC BY 4.0.