3 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…
math.ST2025
Model-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals
Yiren Wang, Dimitris N. Politis
Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two…