New arXiv work systematically studies how deep sequence models like RNNs and Transformers can be used in conformal prediction for time series, aiming to deliver reliable uncertainty…

#ConformalPrediction #TimeSeries #DeepLearning #UncertaintyQuantification
https://arxiv.org/abs/2610.02357

#statstab #630 A Tutorial on Distribution-Free Uncertainty Quantification Using Conformal Prediction

Thoughts: Conformal predictions are getting more popular.

#conformalprediction #frequentist #uncertainty #assumptions #distributions #tutorial

doi.org/10.1177/2515...

Modern gradient-boosted trees arrive pre-calibrated. Measuring first is not optional — it is the whole job.

Which model did you calibrate last that you now suspect you broke?

Full write-up in the comments.

MachineLearning #Calibration #ConformalPrediction

If you haven’t explored it yet, now’s a great time.
The statistics of the 1800s served us well — but the future is predictive.

#conformalprediction