Distribution-Free Predictive Inference for Regression

Citations

Cited by:

1. Matteo Borrotti, 2024. "Quantifying Uncertainty with Conformal Prediction for Heating and Cooling Load Forecasting in Building Performance Simulation," Energies, MDPI, vol. 17(17), pages 1-13, August.
2. Wayne Xinwei Wan & Thies Lindenthal, 2023. "Testing machine learning systems in real estate," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(3), pages 754-778, May.
3. Linwei Hu & Jie Chen & Joel Vaughan & Soroush Aramideh & Hanyu Yang & Kelly Wang & Agus Sudjianto & Vijayan N. Nair, 2021. "Supervised Machine Learning Techniques: An Overview with Applications to Banking," International Statistical Review, International Statistical Institute, vol. 89(3), pages 573-604, December.
4. Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019. "Distributional conformal prediction," Papers 1909.07889, arXiv.org, revised Aug 2021.
   • Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "Distributional conformal prediction," University of California at San Diego, Economics Working Paper Series qt2zs6m5p5, Department of Economics, UC San Diego.
5. Linwei Hu & Jie Chen & Joel Vaughan & Hanyu Yang & Kelly Wang & Agus Sudjianto & Vijayan N. Nair, 2020. "Supervised Machine Learning Techniques: An Overview with Applications to Banking," Papers 2008.04059, arXiv.org.
6. Solari, Aldo & Djordjilović, Vera, 2022. "Multi split conformal prediction," Statistics & Probability Letters, Elsevier, vol. 184(C).
7. Yaxin Zhang & Tao Hu, 2022. "Ensemble Interval Prediction for Solar Photovoltaic Power Generation," Energies, MDPI, vol. 15(19), pages 1-30, September.
8. Mulubrhan G. Haile & Lingling Zhang & David J. Olive, 2024. "Predicting Random Walks and a Data-Splitting Prediction Region," Stats, MDPI, vol. 7(1), pages 1-11, January.
9. Bradley Efron, 2021. "Resampling Plans and the Estimation of Prediction Error," Stats, MDPI, vol. 4(4), pages 1-25, December.
10. Diquigiovanni, Jacopo & Fontana, Matteo & Vantini, Simone, 2022. "Conformal prediction bands for multivariate functional data," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
11. Zhang, Yingying & Shi, Chengchun & Luo, Shikai, 2023. "Conformal off-policy prediction," LSE Research Online Documents on Economics 118250, London School of Economics and Political Science, LSE Library.
12. Lihua Lei & Emmanuel J. Candès, 2021. "Conformal inference of counterfactuals and individual treatment effects," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 911-938, November.
13. Wheeler, Andrew Palmer & Gerell, Manne & Yoo, Youngmin, 2019. "Testing the Spatial Accuracy of Address Based Geocoding for Gun Shot Locations," SocArXiv hrtcf, Center for Open Science.
14. Acharki, Naoufal & Bertoncello, Antoine & Garnier, Josselin, 2023. "Robust prediction interval estimation for Gaussian processes by cross-validation method," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
15. Fernando Delbianco & Fernando Tohmé, 2023. "Individualized Conformal," Working Papers 247, Red Nacional de Investigadores en Economía (RedNIE).
16. Katarzyna Maciejowska & Weronika Nitka, 2024. "Multiple split approach -- multidimensional probabilistic forecasting of electricity markets," Papers 2407.07795, arXiv.org.
17. Lasanthi C. R. Pelawa Watagoda & David J. Olive, 2021. "Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals," Statistical Papers, Springer, vol. 62(5), pages 2407-2431, October.
18. Hu, Jianming & Luo, Qingxi & Tang, Jingwei & Heng, Jiani & Deng, Yuwen, 2022. "Conformalized temporal convolutional quantile regression networks for wind power interval forecasting," Energy, Elsevier, vol. 248(C).
19. Brian D. Williamson & Peter B. Gilbert & Marco Carone & Noah Simon, 2021. "Nonparametric variable importance assessment using machine learning techniques," Biometrics, The International Biometric Society, vol. 77(1), pages 9-22, March.
20. Varun Gupta & Christopher Jung & Georgy Noarov & Mallesh M. Pai & Aaron Roth, 2021. "Online Multivalid Learning: Means, Moments, and Prediction Intervals," Papers 2101.01739, arXiv.org.
21. Tengyuan Liang, 2022. "Universal prediction band via semi‐definite programming," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1558-1580, September.
22. David M. Ritzwoller & Joseph P. Romano & Azeem M. Shaikh, 2024. "Randomization Inference: Theory and Applications," Papers 2406.09521, arXiv.org.
23. Xie, Haihan & Kong, Linglong, 2023. "Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
24. Jiafeng Chen, 2023. "Synthetic Control as Online Linear Regression," Econometrica, Econometric Society, vol. 91(2), pages 465-491, March.
25. Leying Guan, 2023. "Localized conformal prediction: a generalized inference framework for conformal prediction," Biometrika, Biometrika Trust, vol. 110(1), pages 33-50.
26. Amini, Mostafa & Bagheri, Ali & Delen, Dursun, 2022. "Discovering injury severity risk factors in automobile crashes: A hybrid explainable AI framework for decision support," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
27. Pedro Delicado & Daniel Peña, 2023. "Understanding complex predictive models with ghost variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 107-145, March.