4 papers · 1 filter
Rolling Conformal Prediction in Sequential Model Training
Chen Cheng, Ruiting Liang, Rina Foygel Barber
We introduce Rolling Conformal Prediction (rolling-CP), a distribution-free predictive inference method for the setting of sequential model training. Specifically, given a data str…
Concentration Inequalities for Exchangeable Tensors and Matrix-valued Data
Chen Cheng, Rina Foygel Barber
We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail boun…
Unifying Different Theories of Conformal Prediction
Rina Foygel Barber, Ryan J. Tibshirani
This paper presents a unified framework for understanding the methodology and theory behind several different methods in the conformal prediction literature, which includes standar…
Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables
Rina Foygel Barber
The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setti…