2 papers
math.ST2026
Conformalized Quantile Regression and Minimax Limits of Fixed-Score Calibration under Known Covariate Shift
Rustam Isaev, Anton Conrad, Denis Belomestny +2
In this paper, we study nonasymptotic error bounds for interval length and conditional coverage in split conformalized quantile regression (CQR). Our bounds rely on local reg…
stat.ML2026
Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction
Anton Conrad, Rustam Isaev, Denis Belomestny +2
Conformal prediction endows arbitrary black-box predictors with finite-sample, distribution-free marginal coverage, yet marginal validity can hide severe covariate-specific miscali…