We study optimal conformity measures for various criteria of efficiency in an idealised setting. This leads to an important class of criteria of efficiency that we call probabilistic; it turns out that the most standard criteria of efficiency used in literature on conformal prediction are not probabilistic.
['Vladimir Vovk', 'Valentina Fedorova', 'Ilia Nouretdinov', 'Alexander Gammerman']
Criteria of Efficiency for Conformal Prediction