Predictive inference with the jackknife+

DOI10.1214/20-aos1965zbMath1461.62050arXiv1905.02928OpenAlexW3126856044MaRDI QIDQ100525

Aaditya Ramdas, Ryan J. Tibshirani, Rina Foygel Barber, Emmanuel J. Candès, Ryan J. Tibshirani, Emmanuel J. Candès, Rina Foygel Barber, Aaditya Ramdas

Publication date: 1 February 2021

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

Full work available at URL: https://arxiv.org/abs/1905.02928

zbMATH Keywords

stabilitydistribution-freecross-validationjackknifeleave-one-outconformal inference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Learning and adaptive systems in artificial intelligence (68T05)

Related Items

Conformal Prediction: A Gentle Introduction, Conditional predictive inference for stable algorithms, Testing for outliers with conformal p-values, Root-finding approaches for computing conformal prediction set, Conformal prediction beyond exchangeability, Distribution-Free Prediction Sets for Two-Layer Hierarchical Models, Nested conformal prediction sets for classification with applications to probation data, Adaptive novelty detection with false discovery rate guarantee, Conformal Sensitivity Analysis for Individual Treatment Effects, Post-selection inference via algorithmic stability, Training-conditional coverage for distribution-free predictive inference, Incorporating relative error criterion to conformal prediction for positive data, Distribution-free conditional median inference, conformalbayes, Multi Split Conformal Prediction, Homeostasis phenomenon in conformal prediction and predictive distribution functions, On the power of conditional independence testing under model-X, Conformal prediction: a unified review of theory and new challenges

Uses Software

• Scikit
• conformalInference

Cites Work

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