This video tutorial on conformal prediction follows a document (pdf link below) we wrote that is meant to teach people conformal prediction and distribution-free uncertainty quantification. The document is a hands-on introduction for a reader interested in the practical implementation of distribution-free UQ, who is not necessarily a statistician. We included many explanatory illustrations, examples, and Python/PyTorch code samples. If this video is useful to you, please consider citing it (BibTex in link below), and if you have any feedback, send it to my email!
http://people.eecs.berkeley.edu/~angelopoulos/blog/posts/gentle-intro/