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# Universally Consistent Conformal Predictive Distributions

*Proceedings of the Eighth Symposium on Conformal and Probabilistic Prediction and Applications*, PMLR 105:105-122, 2019.

#### Abstract

This paper describes conformal predictive systems that are universally consistent
in the sense of being consistent under any data-generating distribution,
assuming that the observations are produced independently in the IID fashion.
Being conformal, these predictive systems satisfy a natural property of small-sample validity,
namely they are automatically calibrated in probability.