2 papers
stat.ME2026
Distributional Conformal Prediction for Markov Processes
Dehao Dai, Kejin Wu, Dimitris N. Politis
We introduce the Markov Distributional Conformal Prediction (MDCP) method that extends the distributional conformal prediction (previously developed for regression) to the setting…
stat.ME2025
Calibration Prediction Interval for Non-parametric Regression and Neural Networks
Kejin Wu, Dimitris N. Politis
Accurate conditional prediction in the regression setting plays an important role in many real-world problems. Typically, a point prediction often falls short since no attempt is m…