Nonparametric predictive distributions based on conformal prediction

DOI10.1007/S10994-018-5755-8zbMATH Open1482.68209OpenAlexW2733173921WikidataQ62046627 ScholiaQ62046627MaRDI QIDQ669291FDOQ669291

Authors: Jieli Shen, Valery Manokhin, Vladimir Vovk, Minge 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

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zbMATH Keywords

nonparametric regressionregressionleast squarespredictive distributionsconformal prediction

Mathematics Subject Classification ID

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

Cites Work

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Cited In (12)

• A tutorial on conformal prediction
• Epicasting: an ensemble wavelet neural network for forecasting epidemics
• A Conformal Approach for Distribution-free Prediction of Functional Data
• Conformal prediction: a unified review of theory and new challenges
• Discussion of Professor Bradley Efron’s Article on “Prediction, Estimation, and Attribution”
• Discussion of Professor Bradley Efron’s Article on “Prediction, Estimation, and Attribution”
• Normalized nonconformity measures for regression conformal prediction
• Regression conformal prediction with nearest neighbours
• Homeostasis phenomenon in conformal prediction and predictive distribution functions
• Validity, consonant plausibility measures, and Conformal prediction
• Valid inferential models for prediction in supervised learning problems
• Conformal Predictive Distributions with Kernels

Uses Software

• PredictiveRegression
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