2 papers
math.ST2025
Conditional validity and a fast approximation formula of full conformal prediction sets
Nicolai Amann
Prediction sets based on full conformal prediction have seen an increasing interest in statistical learning due to their universal marginal coverage guarantees. However, practition…
math.ST2025
Uncertainty quantification via cross-validation and its variants under algorithmic stability
Nicolai Amann, Hannes Leeb, Lukas Steinberger
Recently, there has been substantial interest in statistical guarantees for cross-validation (CV) methods of uncertainty quantification in statistical learning (cf. Barber et al. 2…