On-line predictive linear regression

DOI10.1214/08-AOS622zbMath1160.62065arXivmath/0511522OpenAlexW3104560798WikidataQ62046709 ScholiaQ62046709MaRDI QIDQ1018652

Ilia Nouretdinov, Alexander Gammerman, Vladimir Vovk

Publication date: 20 May 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.3123

zbMATH Keywords

multivariate analysisGauss linear modelprequential statisticsindependent identically distributed observationson-line protocol

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (13)

An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls ⋮ Conditional predictive inference for stable algorithms ⋮ Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space ⋮ Conformal Predictive Distributions with Kernels ⋮ Random Forest Prediction Intervals ⋮ Conformal Sensitivity Analysis for Individual Treatment Effects ⋮ Distribution-free conditional median inference ⋮ Nonparametric predictive distributions based on conformal prediction ⋮ Unsupervised streaming anomaly detection for instrumented infrastructure ⋮ Distribution-Free Prediction Sets ⋮ Distribution-Free Predictive Inference For Regression ⋮ PredictiveRegression ⋮ Conformal prediction: a unified review of theory and new challenges

Cites Work

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• An ancillarity paradox which appears in multiple linear regression
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• On the Completeness of Order Statistics
• A Tale of Two Regressions
• Sequential Probability Forecasts and the Probability Integral Transform
• Prediction, Learning, and Games
• Determination of Sample Sizes for Setting Tolerance Limits
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