Nonparametric predictive distributions based on conformal prediction

DOI10.1007/s10994-018-5755-8zbMath1482.68209OpenAlexW2733173921WikidataQ62046627 ScholiaQ62046627MaRDI QIDQ669291

Valery Manokhin, Jieli Shen, Vladimir Vovk, Min-ge Xie

Publication date: 15 March 2019

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-018-5755-8

zbMATH Keywords

least squarespredictive distributionsnonparametric regressionregressionconformal prediction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (7)

Epicasting: an ensemble wavelet neural network for forecasting epidemics ⋮ Discussion of Professor Bradley Efron’s Article on “Prediction, Estimation, and Attribution” ⋮ Validity, consonant plausibility measures, and Conformal prediction ⋮ Homeostasis phenomenon in conformal prediction and predictive distribution functions ⋮ Valid inferential models for prediction in supervised learning problems ⋮ Conformal prediction: a unified review of theory and new challenges ⋮ Discussion of Professor Bradley Efron’s Article on “Prediction, Estimation, and Attribution”

Uses Software

• PredictiveRegression
• ump

Cites Work

• Fiducial prediction intervals
• On-line predictive linear regression
• Prediction with confidence -- a general framework for predictive inference
• Nonparametric predictive inference and interval probability
• Weak convergence and empirical processes. With applications to statistics
• Fuzzy and randomized confidence intervals and p-values
• Measures on non-separable metric spaces
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• Exact bounds on the closeness between the Student and standard normal distributions
• Confidence, Likelihood, Probability
• Frequentist prediction intervals and predictive distributions
• Testing Normality in One-Dimensional and Multi-Dimensional Linear Regression
• Testing goodness of fit for the distribution of errors in regression models
• On the theory of errors and least squares
• Weakly approaching sequences of random distributions
• Posterior Distribution of Percentiles: Bayes' Theorem for Sampling from a Population
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Conformal Predictive Distributions with Kernels
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Nonparametric predictive distributions based on conformal prediction