Conformal prediction beyond exchangeability

DOI10.1214/23-aos2276arXiv2202.13415OpenAlexW4380490520MaRDI QIDQ6117052

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

Publication date: 19 July 2023

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

Full work available at URL: https://arxiv.org/abs/2202.13415

zbMATH Keywords

exchangeabilityrobust statisticsjackknifeconformal predictiondistribution-free inference

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric inference and fuzziness (62G86)

Related Items

Permutation tests using arbitrary permutation distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Predictive inference with the jackknife+
• Distribution-Free Predictive Inference For Regression
• Testing randomness online
• Cross-conformal predictors
• Conservative hypothesis tests and confidence intervals using importance sampling
• Distribution-Free Prediction Sets
• Conformal Inference of Counterfactuals and Individual Treatment Effects
• Fast exact conformalization of the lasso using piecewise linear homotopy
• Distribution-free Prediction Bands for Non-parametric Regression
• Localized conformal prediction: a generalized inference framework for conformal prediction
• Conformal Prediction: A Gentle Introduction
• Testing for outliers with conformal p-values
• Conformal Predictive Distributions with Kernels