A conformal prediction approach to explore functional data

DOI10.1007/s10472-013-9366-6zbMath1317.62039arXiv1302.6452MaRDI QIDQ2352365

Alessandro Rinaldo, Jing Lei, Larry Alan Wasserman

Publication date: 1 July 2015

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.6452

zbMATH Keywords

Gaussian mixture; functional data; conformal prediction; prediction sets; simultaneous bands

Mathematics Subject Classification ID

62G15: Nonparametric tolerance and confidence regions

62G32: Statistics of extreme values; tail inference

Related Items

Least Ambiguous Set-Valued Classifiers With Bounded Error Levels, Conformal Prediction: A Gentle Introduction, Testing for outliers with conformal p-values, Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space, Conformal Sensitivity Analysis for Individual Treatment Effects, Distribution-Free Predictive Inference For Regression, Clustering on the torus by conformal prediction, Conformal prediction: a unified review of theory and new challenges, Functional summaries of persistence diagrams, Unsupervised streaming anomaly detection for instrumented infrastructure, Cross-conformal predictors, A Conformal Approach for Distribution-free Prediction of Functional Data

Uses Software

• Rainbow
• fda (R)

Cites Work

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