Testing for outliers with conformal p-values

S Bates, E Candès, L Lei, Y Romano… - The Annals of …, 2023 - projecteuclid.org
Testing for outliers with conformal p-values Page 1 The Annals of Statistics 2023, Vol. 51, No.
1, 149–178 https://doi.org/10.1214/22-AOS2244 © Institute of Mathematical Statistics, 2023 …

Conformal prediction interval for dynamic time-series

C Xu, Y **
Z Liang, Y Zhou, M Sesia - International Conference on …, 2023 - proceedings.mlr.press
Early stop** based on hold-out data is a popular regularization technique designed to
mitigate overfitting and increase the predictive accuracy of neural networks. Models trained …

Ensemble conformalized quantile regression for probabilistic time series forecasting

V Jensen, FM Bianchi… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
This article presents a novel probabilistic forecasting method called ensemble
conformalized quantile regression (EnCQR). EnCQR constructs distribution-free and …

Integrative conformal p-values for out-of-distribution testing with labelled outliers

Z Liang, M Sesia, W Sun - … of the Royal Statistical Society Series …, 2024 - academic.oup.com
This paper presents a conformal inference method for out-of-distribution testing that
leverages side information from labelled outliers, which are commonly underutilized or even …