Rapid advances in perception have enabled large pre-trained models to be used out of the box for transforming high-dimensional, noisy, and partial observations of the world into rich occupancy representations. However, the reliability of these models and consequently their safe integration onto robots remains unknown when deployed in environments unseen during training. In this work, we address this challenge by rigorously quantifying the uncertainty of pre-trained perception systems for object detection via a novel calibration technique based on conformal prediction. Crucially, this procedure guarantees robustness to distribution shifts in states when perceptual outputs are used in conjunction with a planner. As a result, the calibrated perception system can be used in combination with any safe planner to provide an end-to-end statistical assurance on safety in unseen environments. We evaluate the resulting approach, Perceive with Confidence (PwC), in simulation and on hardware where a quadruped robot navigates through previously unseen indoor, static environments. These experiments validate the safety assurances for obstacle avoidance provided by PwC and demonstrate up to $40\%$ improvements in empirical safety compared to baselines.
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