Multi Split Conformal Prediction

DOI10.48550/arXiv.2103.00627zbMath1489.62205arXiv2103.00627OpenAlexW4210627726MaRDI QIDQ112509

Aldo Solari, Vera Djordjilović, Aldo Solari, Vera Djordjilović

Publication date: 28 February 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.00627

zbMATH Keywords

stabilitydata splittingconformal inference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Inequalities; stochastic orderings (60E15) Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09)

Related Items (2)

conformalInference.fd ⋮ conformalInference.multi

Uses Software

• conformalInference

Cites Work

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• Testing the prediction error difference between 2 predictors
• Predictive inference with the jackknife+
• Distribution-Free Predictive Inference For Regression
• Exact tests via multiple data splitting
• Cross-conformal predictors
• p-Values for High-Dimensional Regression
• Random variables with maximum sums
• Stability Selection
• Halving the Bounds for the Markov, Chebyshev, and Chernoff Inequalities Using Smoothing
• Variable Selection with Error Control: Another Look at Stability Selection
• Combining p-values via averaging

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