🚨 New Textbook on Conformal Prediction 🚨 arxiv.org/abs/2411.11824 “The goal of this book is to teach the reader about the fundamental technical arguments that arise when researching conformal prediction and related questions in distribution-free inference. Many of these proof strategies, especially the more recent ones, are scattered among research papers, making it difficult for researchers to understand where to look, which results are important, and how exactly the proofs work. We hope to bridge this gap by curating what we believe to be some of the most important results in the literature and presenting their proofs in a unified language, with illustrations, and with an eye towards pedagogy.” We are looking for feedback — and this is only a draft, with Part 4 coming soon! Please reach out! With Rina Foygel Barber and @stats_stephen