Sampling ideas

Lipschitz-Inflated Conformal Trajectory Tube

Wrap a neural ODE, recurrent state-space model, or learned world model with a split-conformal prediction tube that is valid between irregularly sampled observations. Calibrate a pointwise residual quantile at observed times and inflate it at an unobserved time according to its distance from the nearest observed time and an estimated bound on the true and predicted trajectory slopes.