This repository contains the codes for implementing the Conformal Prediction algorithm for Hidden Markov Models proposed in the paper titled "Extending Conformal Prediction to Hidden Markov Models with Exact Validity via de Finetti's Theorem for Markov Chains": https://arxiv.org/abs/2210.02271 (ICML 2023)

1. The numerical results were generated using the "Code_numerical_results.py" file
2. The empirical results were generated using the "Code_empirical_results.ipynb" file. The datasets used for experiments are contained in the same directory. Both files rely on the "Methods.py" file which contains the implementation of the main algorithm.

Outputs: The figures with the generated results will be stored in PDF format in the same folder