Parvathinathan Venkitasubramaniam

Wasserstein-Regularized Conformal Prediction under General Distribution Shift

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which can fail and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap using total variation distance, which cannot identify the gap cha…