arxivstat.MLcs.LG2026-07-05
Robust Bayes-Assisted Conformal Prediction
Kianoosh Ashouritaklimi, Stefano Cortinovis, François Caron
Bayes-assisted conformal prediction combines the strengths of Bayesian modelling with exact, distribution-free frequentist coverage guarantees. Although conformal validity is preserved even when the Bayesian working model (BWM) is misspecified, the size of the resulting predictio…