The origins of conformal prediction
The origins of conformal prediction are documented in Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification by Anastasios N. Angelopoulos and Stephen Bates (https://arxiv.org/abs/2107.07511).
Note
Conformal prediction was invented by my PhD supervisor Prof. Vladimir Vovk, a professor at Royal Holloway University of London. Vladimir Vovk graduated from Moscow State University, where he studied mathematics and became a student of one of the most notable mathematicians of the 20th century, Andrey Kolmogorov. During this time, initial ideas that later gave rise to the invention of conformal prediction appeared.
The first edition of Algorithmic Learning in a Random World (https://link.springer.com/book/10.1007/b106715) by Vladimir Vovk, Alexander Gammerman, and Glenn Shafer was published in 2005. The second edition of the book was published in 2022 (https://link.springer.com/book/10.1007/978-3-031-06649...
