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20172025
most citedConformalized Quantile Regression

51 citations · 102 across the 11 of their papers we have counts for

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6 papers · 1 filter

stat.ME20217 cited

Searching for consistent associations with a multi-environment knockoff filter

Shuangning Li, Matteo Sesia, Yaniv Romano +2

This paper develops a method based on model-X knockoffs to find conditional associations that are consistent across diverse environments, controlling the false discovery rate. The…

stat.ME2021

Conformal Prediction using Conditional Histograms

Matteo Sesia, Yaniv Romano

This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learn…

stat.ME2020

Classification with Valid and Adaptive Coverage

Yaniv Romano, Matteo Sesia, Emmanuel J. Candès

Conformal inference, cross-validation+, and the jackknife+ are hold-out methods that can be combined with virtually any machine learning algorithm to construct prediction sets with…

stat.ME2019

With Malice Towards None: Assessing Uncertainty via Equalized Coverage

Yaniv Romano, Rina Foygel Barber, Chiara Sabatti +1

An important factor to guarantee a fair use of data-driven recommendation systems is that we should be able to communicate their uncertainty to decision makers. This can be accompl…

stat.ME201951 cited

Conformalized Quantile Regression

Yaniv Romano, Evan Patterson, Emmanuel J. Candès

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appe…

stat.ME2018

Deep Knockoffs

Yaniv Romano, Matteo Sesia, Emmanuel J. Candès

This paper introduces a machine for sampling approximate model-X knockoffs for arbitrary and unspecified data distributions using deep generative models. The main idea is to iterat…