“…CP is a class of post-hoc calibration methods that transform standard probabilistic model into a set predictor that is guaranteed to contain the true target with probability no smaller than a predetermined coverage level [21], [22]. CP is experiencing a renaissance [23], [24], [25], [26], with novel applications in [27], [28], [29], [30]. Online CP alleviates the limitation of conventional CP of requiring a separate calibration data at the cost of providing time-averaged, rather than ensemble, reliability guarantees [9], [10], [31], [32].…”