@article{JMLR:v23:20-797,
  author  = {Rafael Izbicki and Gilson Shimizu and Rafael B. Stern},
  title   = {CD-split and HPD-split: Efficient Conformal Regions in High Dimensions},
  journal = {Journal of Machine Learning Research},
  year    = {2022},
  volume  = {23},
  number  = {87},
  pages   = {1--32},
  url     = {http://jmlr.org/papers/v23/20-797.html}
}