Related papers: Conformal Prediction: a Unified Review of Theory and New Challenges

Conformal Prediction: a Unified Review of Theory and New Challenges

URL: http://arxiv.org/abs/2005.07972v2
Date: Fri, 29 Jul 2022 14:06:18 GMT
Title: Conformal Prediction: a Unified Review of Theory and New Challenges
Authors: Matteo Fontana, Gianluca Zeni, Simone Vantini
Abstract summary: In this work we provide a review of basic ideas and novel developments about Conformal Prediction. The in-depth discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction.
Score: 0.0
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Abstract: In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very straightforward way predictions sets that are valid in a statistical sense also in in the finite sample case. The in-depth discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction, and then proceeds to list the more advanced developments and adaptations of the original idea.

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