arXiv:2606. 00690v1 Announce Type: new Abstract: Sequential conformal prediction (CP) provides valid uncertainty quantification under the assumption of residual exchangeability.
arXiv:2511. 04275v2 Announce Type: replace-cross Abstract: Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption.
arXiv:2606. 15950v1 Announce Type: cross Abstract: Conformal prediction gives prediction intervals with finite-sample coverage when the data are exchangeable.
arXiv:2602. 22432v2 Announce Type: replace-cross Abstract: Gradient-boosted decision trees are among the strongest off-the-shelf predictors for tabular regression, but point predictions alone do not quantify uncertainty.
arXiv:2606. 11044v1 Announce Type: cross Abstract: Conformal predictive systems (CPS) output calibrated bands of CDFs under exchangeability.
arXiv:2606. 31915v1 Announce Type: cross Abstract: While conformal prediction provides a general framework for uncertainty quantification in predictive inference, its application is often limited by computational cost.
arXiv:2507. 20975v5 Announce Type: replace-cross Abstract: Operator models are regression algorithms between Banach spaces of functions.
arXiv:2605. 30292v2 Announce Type: replace-cross Abstract: Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable and is treated symmetrically during training.
arXiv:2608. 08078v1 Announce Type: new Abstract: Interval prediction aims to achieve a target coverage level while producing intervals that are as short as possible.
Conformal prediction (CP) provides distribution-free prediction intervals for fixed forecasters, but its standard calibration procedure is often inefficient for time series data, where forecast errors are temporally dependent and change across time and operating conditions. Recent time series CP methods improve local calibration using recent, weighted, or localized residuals.
arXiv:2603. 02460v5 Announce Type: replace-cross Abstract: Supervised graph prediction addresses regression problems where the outputs are structured graphs.
arXiv:2606. 09473v1 Announce Type: cross Abstract: Probabilistic forecasters are increasingly learned, yet the baselines they are compared against are often weak or omitted.
arXiv:2606. 09049v1 Announce Type: cross Abstract: We propose the data augmented bootstrap (DAB), a framework for constructing confidence intervals from approximately invariant transformations of the data.