Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has emerged as an alternative framework that is well suited to modern applications involving high-dimensional data and complex machine learning models. Its appeal stems from being both distribution-free---relying mainly on symmetry assumptions such as exchangeability---and model-agnostic, treating the learning algorithm as a black box. Even under such limited assumptions, conformal prediction provides exact finite-sample guarantees, although these are typically marginal and require careful interpretation. This paper explains the core ideas of conformal prediction and reviews selected methods. Rather than offering an exhaustive survey, it aims to provide a clear conceptual entry point and a pedagogical overview of the field.

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