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stat.ML2024
Building Conformal Prediction Intervals with Approximate Message Passing
Lucas Clarté, Lenka Zdeborová
Conformal prediction has emerged as a powerful tool for building prediction intervals that are valid in a distribution-free way. However, its evaluation may be computationally cost…
stat.ML2024★ 1 cited
Analysis of Bootstrap and Subsampling in High-dimensional Regularized Regression
Lucas Clarté, Adrien Vandenbroucque, Guillaume Dalle +3
We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dime…