CREDO: Epistemic-Aware Conformalized Credal Envelopes for Regression

ArXi:2603.06826v1 Announce Type: cross Conformal prediction delivers prediction intervals with distribution-free coverage, but its intervals can look overconfident in regions where the model is extrapolating, because standard conformal scores do not explicitly represent epistemic uncertainty. Credal methods, by contrast, make epistemic effects visible by working with sets of plausible predictive distributions, but they are typically model-based and lack calibration guarantees. We