Conditional predictive inference for stable algorithms

DOI10.1214/22-aos2250arXiv1809.01412OpenAlexW4360879309MaRDI QIDQ6042347

Lukas Steinberger, Hannes Leeb

Publication date: 10 May 2023

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

Full work available at URL: https://arxiv.org/abs/1809.01412

zbMATH Keywords

cross-validationprediction intervalshigh-dimensional regressionalgorithmic stability

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) General nonlinear regression (62J02)

Related Items (3)

Post-selection inference via algorithmic stability ⋮ Training-conditional coverage for distribution-free predictive inference ⋮ Conformal prediction: a unified review of theory and new challenges

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