Sketched Calibration for Conformal Prediction under Covariate Shift

arXiv:2610.09208 · stat.ME, math.ST, stat.ML, stat.TH · Submitted 2026-10-06 · Read on arXiv

stat.ME, math.ST, stat.ML, stat.TH

Submitted: 2026-10-06

Updated: 2026-10-06

Code: https://github.com/mehrdad-pournaderi/Sketched-Calibration-for-Conformal-Prediction-underCovariate-Shift

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Calibration — 1× in this paper · explained in 7 episodes
• Conformal Prediction — 1× in this paper · explained in 5 episodes
• Covariate Shift — 1× in this paper · explained in 2 episodes

Sources

• The total variation distance between high-dimensional Gaussians with the same mean
• Conformal Prediction With Conditional Guarantees
• Conformalized Quantile Regression and Minimax Limits of Fixed-Score Calibration under Known Covariate Shift
• Conformal Inference under High-Dimensional Covariate Shifts via Likelihood-Ratio Regularization
• Effective Sample Size, Dimensionality, and Generalization in Covariate Shift Adaptation
• Sharp training-conditional coverage for conformal prediction under covariate shift
• Weight Clipping for Robust Conformal Inference under Unbounded Covariate Shifts
• Wasserstein-regularized Conformal Prediction under General Distribution Shift

Related papers

• Doubly robust inference via calibration
• Bayesian Empirical Bayes: Simultaneous Inference from Probabilistic Symmetries
• Optimal Watermark Localization in Mixed-Source Large Language Model Texts
• Flexible Nonparametric Inference for Causal Effects under the Front-Door Model
• A Greedy PDE Router for Blending Neural Operators and Classical Methods
• Policy Learning with Weak Signals