4 papers
Conformal Prediction with Time-Series Data via Sequential Conformalized Density Regions
M. Sampson, K. S. Chan
We propose a new conformal prediction method for time-series data with a guaranteed asymptotic conditional coverage rate, Sequential Conformalized Density Regions (SCDR), which is…
Individualized Prediction Bands in Causal Inference with Continuous Treatments
Max Sampson, Kung-Sik Chan
Individualized treatments are crucial for optimal decision making and treatment allocation, specifically in personalized medicine based on the estimation of an individual's dose-re…
Flexible Conformal Highest Predictive Conditional Density Sets
Max Sampson, Kung-Sik Chan
We introduce our method, conformal highest conditional density sets (CHCDS), that forms conformal prediction sets using existing estimated conditional highest density predictive re…
Highest Probability Density Conformal Regions
Max Sampson, Kung-Sik Chan
This paper proposes a new method for finding the highest predictive density set or region, within the heteroscedastic regression framework. This framework enjoys the property that…