Minimum Volume Optimal Transport for Multivariate Conformal Prediction

arXiv:2610.14907 · stat.ML, cs.LG · Submitted 2026-10-10 · Read on arXiv

stat.ML, cs.LG

Submitted: 2026-10-10

Updated: 2026-10-10

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

Terminology

• Conformal Prediction — 1× in this paper · explained in 7 episodes
• Optimal Transport — 1× in this paper · explained in 5 episodes

Sources

• Theoretical Foundations of Conformal Prediction
• Shape-Adaptive Conditional Calibration for Conformal Prediction via Minimax Optimization
• Robust Regression over Averaged Uncertainty
• Multivariate Standardized Residuals for Conformal Prediction
• Multivariate Conformal Prediction using Optimal Transport
• Beyond Uncertainty Sets: Leveraging Optimal Transport to Extend Conformal Predictive Distributions to Multivariate Settings
• End-to-End Conformal Calibration for Optimization Under Uncertainty

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