2 papers
stat.ML2024
Conditional validity of heteroskedastic conformal regression
Nicolas Dewolf, Bernard De Baets, Willem Waegeman
Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees…
stat.ML2024
Valid prediction intervals for regression problems
Nicolas Dewolf, Bernard De Baets, Willem Waegeman
Over the last few decades, various methods have been proposed for estimating prediction intervals in regression settings, including Bayesian methods, ensemble methods, direct inter…