2026
Neural Optimal Transport Meets Multivariate Conformal Prediction
Vladimir Kondratyev, Alexander Fishkov, Mahmoud Hegazy, Nikita Kotelevskii, Rémi Flamary, Maxim Panov +1
ICLR 2026poster
We propose a framework for conditional vector quantile regression (CVQR) that combines neural optimal transport with amortized optimization, and apply it to multivariate conformal prediction. Classical quantile regression does not extend naturally to multivariate responses, while existing approaches…