Valeriy’s Substack

Valeriy’s Substack

🔄 The Natural Connection Between Complexity, Information Theory, and Conformal Prediction

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Valeriy Manokhin
Jul 22, 2025
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What do compression, randomness, and prediction have in common?
More than you’d expect — and the connections run deep.

In this post, I’ll walk through how three powerful concepts from different corners of mathematics and machine learning converge naturally:

  • 🔢 Kolmogorov Complexity: How compressible is a string?

  • 📉 Information Theory: How much uncertainty is in the data?

  • 📈 Conformal Prediction: How confidently can we make distribution-free predictions?

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