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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…
math.ST2026
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…