2 citations · 5 across the 9 of their papers we have counts for
4 papers · 1 filter
Conformal Prediction for Time Series with Deep Sequence Models
Junghwan Lee, Jonghyeok Lee, Yao Xie
Recent advances in deep learning for time series prediction have amplified the need for reliable uncertainty quantification. Conformal prediction has gained attention as a distribu…
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…
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…
Conformal prediction for multi-dimensional time series by ellipsoidal sets
Chen Xu, Hanyang Jiang, Yao Xie
Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problem…