Conformal Prediction

CD-split and HPD-split: Efficient conformal regions in high dimensions
Conformal methods create prediction bands that control average coverage assuming solely i.i.d. data. We introduce CD-split and HPD-split, which yield general prediction regions and converge to the optimal highest predictive density set.
Rafael Izbicki, Gilson Shimizu, Rafael B. Stern
PDF Cite Code
CD-split and HPD-split: Efficient conformal regions in high dimensions
Flexible distribution-free conditional predictive bands using density estimators
Conformal methods create prediction bands that control average coverage assuming solely i.i.d. data. Besides average coverage, one …
Gilson Shimizu, Rafael Izbicki, Rafael B. Stern
PDF Cite Source Document