  This paper introduces a lightweight uncertainty estimator capable of
predicting multimodal (disjoint) uncertainty bounds by integrating conformal
prediction with a deep-learning regressor. We specifically discuss its
application for visual odometry (VO), where environmental features such as
flying domain symmetries and sensor measurements under ambiguities and
occlusion can result in multimodal uncertainties. Our simulation results show
that uncertainty estimates in our framework adapt sample-wise against
challenging operating conditions such as pronounced noise, limited training
data, and limited parametric size of the prediction model. We also develop a
reasoning framework that leverages these robust uncertainty estimates and
incorporates optical flow-based reasoning to improve prediction prediction
accuracy. Thus, by appropriately accounting for predictive uncertainties of
data-driven learning and closing their estimation loop via rule-based
reasoning, our methodology consistently surpasses conventional deep learning
approaches on all these challenging scenarios--pronounced noise, limited
training data, and limited model size-reducing the prediction error by 2-3x.
