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stat.ME2024
Conformal Multi-Target Hyperrectangles
Max Sampson, Kung-Sik Chan
We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to for…
stat.ME2024
Flexible Conformal Highest Predictive Conditional Density Sets
Max Sampson, Kung-Sik Chan
We introduce our method, conformal highest conditional density sets (CHCDS), that forms conformal prediction sets using existing estimated conditional highest density predictive re…
stat.ME2024
Highest Probability Density Conformal Regions
Max Sampson, Kung-Sik Chan
This paper proposes a new method for finding the highest predictive density set or region, within the heteroscedastic regression framework. This framework enjoys the property that…