Conformal prediction bands for multivariate functional data

DOI10.1016/j.jmva.2021.104879OpenAlexW3209308057MaRDI QIDQ2078543

Jacopo Diquigiovanni, Simone Vantini, Matteo Fontana

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.01792

zbMATH Keywords

functional dataconformal predictiondistribution-free prediction setexact prediction setfinite-sample prediction setprediction band

Mathematics Subject Classification ID

Functional data analysis (62R10) Nonparametric tolerance and confidence regions (62G15) Multivariate analysis (62Hxx)

Related Items

Incorporating relative error criterion to conformal prediction for positive data ⋮ Conformal prediction: a unified review of theory and new challenges

Uses Software

• R
• fda (R)
• ElemStatLearn
• conformalInference
• fregion

Cites Work

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