Conformal prediction for multi-dimensional time series by ellipsoidal sets

C Xu, H Jiang, Y **e - arxiv preprint arxiv:2403.03850, 2024 - arxiv.org
Conformal prediction (CP) has been a popular method for uncertainty quantification
because it is distribution-free, model-agnostic, and theoretically sound. For forecasting …

Uncertainty quantification in metric spaces

G Lugosi, M Matabuena - arxiv preprint arxiv:2405.05110, 2024 - arxiv.org
This paper introduces a novel uncertainty quantification framework for regression models
where the response takes values in a separable metric space, and the predictors are in a …

Uncertainty quantification for intervals

CG Meixide, MR Kosorok, M Matabuena - arxiv preprint arxiv:2408.16381, 2024 - arxiv.org
Data following an interval structure are increasingly prevalent in many scientific applications.
In medicine, clinical events are often monitored between two clinical visits, making the exact …

Powerful batch conformal prediction for classification

U Gazin, R Heller, E Roquain, A Solari - arxiv preprint arxiv:2411.02239, 2024 - arxiv.org
In a supervised classification split conformal/inductive framework with $ K $ classes, a
calibration sample of $ n $ labeled examples is observed for inference on the label of a new …