Conformal Predictive Distributions with Kernels

DOI10.1007/978-3-319-99492-5_4MaRDI QIDQ6104513zbMATH OpenOpenAlexFDO

Authors Vladimir Vovk, Ilia Nouretdinov, Valery Manokhin, Alexander Gammerman

Publication date 28 June 2023

Published in Braverman Readings in Machine Learning. Key Ideas from Inception to Current State (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.08894

zbMATH Keywords

conformal predictionfiducial inferencepredictive distributions

Mathematics Subject Classification ID

History of statistics (62-03) Inference from stochastic processes and prediction (62M20) History of computer science (68-03) Learning and adaptive systems in artificial intelligence (68T05)

Abstract: This paper reviews the checkered history of predictive distributions in statistics and discusses two developments, one from recent literature and the other new. The first development is bringing predictive distributions into machine learning, whose early development was so deeply influenced by two remarkable groups at the Institute of Automation and Remote Control. The second development is combining predictive distributions with kernel methods, which were originated by one of those groups, including Emmanuel Braverman.

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Cited in

(5)

• Conformal prediction: a unified review of theory and new challenges
• A Conformal Approach for Distribution-free Prediction of Functional Data
• Conformal prediction beyond exchangeability
• Training-conditional coverage for distribution-free predictive inference
• Nonparametric predictive distributions based on conformal prediction

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