arXiv stat.ML
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Adaptive Conformal Inference through the Lens of Blackwell Approachability
arXiv:2510.15824v2 Announce Type: replace Abstract: This article considers an online version of conformal inference, called adaptive conformal inference [ACI] and introduced by Gibbs and Cand`es (2021): prediction sets are issued sequentially, after observing features and before the outcomes are revealed. These sets a