5 papers
Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series
Hanyang Jiang, Rina Foygel Barber, Ashwin Pananjady +1
Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable and is treated symmetrically during training…
Efficient First-Order Methods for Estimating Generalized Additive Index Models
Ziyu Peng, Linglingzhi Zhu, Yao Xie
Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models wi…
Flow-based Conformal Prediction for Multi-dimensional Time Series
Junghwan Lee, Chen Xu, Yao Xie
Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for…
Kernel-based Optimally Weighted Conformal Time-Series Prediction
Jonghyeok Lee, Chen Xu, Yao Xie
In this work, we present a novel conformal prediction method for time-series, which we call Kernel-based Optimally Weighted Conformal Prediction Intervals (KOWCPI). Specifically, K…
Spatial Conformal Inference through Localized Quantile Regression
Hanyang Jiang, Yao Xie
Reliable uncertainty quantification at unobserved spatial locations, especially in the presence of complex and heterogeneous datasets, remains a core challenge in spatial statistic…