Conformal Interval Explorer

Tune the error rate alpha and watch split-conformal prediction intervals widen or narrow while empirical coverage tracks the nominal target.

conformal prediction
uncertainty
coverage
calibration set

Nominal coverage

0.900

Empirical coverage

0.983

Interval half-width

9.597

mL/min

Missed cases

1.000

Conformal intervals (alpha = 0.10)

PredictedCovered observationMissed observation

Coverage is marginal, not conditional

Split conformal intervals guarantee coverage averaged over the whole test distribution, not for every individual or subgroup. A patient in a sparsely-calibrated region of predictor space can still be poorly served even while the overall empirical coverage matches the nominal target.

Preparing the simulation…

Conceptual bridges & related modules

Bioelectric Uncertainty, Stimulation & EIT
companion · Chapter 7
Distinguish metrological uncertainty from predictive coverage.