@article{JMLR:v22:20-753,
  author  = {Maxime Cauchois and Suyash Gupta and John C. Duchi},
  title   = {Knowing what You Know: valid and validated confidence sets in multiclass and multilabel prediction},
  journal = {Journal of Machine Learning Research},
  year    = {2021},
  volume  = {22},
  number  = {81},
  pages   = {1--42},
  url     = {http://jmlr.org/papers/v22/20-753.html}
}