Conformal Prediction Notes

A series on the theoretical foundations of distribution-free uncertainty quantification and conformal selection.

1. Finite-Sample Validity of Distribution-Free Prediction Intervals
2. Equivalence of Finite-Sample Quantile and Counting Predicates for Split Conformal Prediction
3. The P-Value Interpretation of Full Conformal Prediction
4. Weighted Full and Split Conformal Prediction
5. Conformal Selection: Conformal P-Values and Predictive Hypothesis Testing
6. Conformal Selection: Benjamini-Hochberg Procedure for False Discovery Rate Control