2 papers
stat.ME2021
Conformal Prediction using Conditional Histograms
Matteo Sesia, Yaniv Romano
This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learn…
stat.ME2020
Classification with Valid and Adaptive Coverage
Yaniv Romano, Matteo Sesia, Emmanuel J. Candès
Conformal inference, cross-validation+, and the jackknife+ are hold-out methods that can be combined with virtually any machine learning algorithm to construct prediction sets with…