Multi-split conformal prediction via Cauchy aggregation

DOI10.1002/sta4.522MaRDI QIDQ6548762

Xiaoyang Wu, Yuyang Huo, Changliang Zou

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

stabilitynon-asymptotic bounddata splittingCauchy combination test\(p\)-values combination

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Predictive inference with the jackknife+
• Multi Split Conformal Prediction
• Distribution-Free Predictive Inference For Regression
• Statistical methods for research workers. 4th ed. revised and enlarged.
• A data-driven software tool for enabling cooperative information sharing among police departments
• Cross-conformal predictors
• p-Values for High-Dimensional Regression
• Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures
• Distribution-free performance bounds for potential function rules
• Distribution-free inequalities for the deleted and holdout error estimates
• 10.1162/153244302760200704
• Combining p-values via averaging
• Distribution-Free Prediction Sets for Two-Layer Hierarchical Models

Related Items (1)

A confidence machine for sparse high-order interaction model

This page was built for publication: Multi-split conformal prediction via Cauchy aggregation