TorchCP: A Python Library for Conformal Prediction

Jianguo Huang, Jianqing Song, Xuanning Zhou et al.

Conformal prediction (CP) is a powerful statistical framework that generates prediction intervals or sets with guaranteed coverage probability. While ...

Efficient Online Prediction for High-Dimensional Time Series via Joint Tensor Tucker Decomposition

Defeng Sun, Zhenting Luan, Haoning Wang et al.

Real-time prediction plays a vital role in various control systems, such as traffic congestion control and wireless channel resource allocation. In th...

The out-of sample prediction error of the $\sqrt{\text{LASSO}}$ and related estimators

José Luis Montiel Olea, Cynthia Rush, Amilcar Velez et al.

Impact of existence and nonexistence of pivot on the coverage of empirical best linear prediction intervals for small areas

Yuting Chen, Masayo Y. Hirose, Partha Lahiri

Developing A Practical Measure: An Asymmetric Mean Squared Prediction Error for Small Area Estimation

Haiqiang Ma, Thuan Nguyen, Jiming Jiang

Alternative Mean Square Error Estimators and Confidence Intervals for Small Area Prediction Under General DesignsGet access

Yanghyeon ChoandEmily Berg

Assumption-lean and data-adaptive post-prediction inference

Jiacheng Miao, Xinran Miao, Yixuan Wu et al.

A primary challenge facing modern scientific research is the limited availability of gold-standard data, which can be costly, labor-intensive, or inva...

On Model Identification and Out-of-Sample Prediction of PCR with Applications to Synthetic Controls

Devavrat Shah, Anish Agarwal, Dennis Shen

We analyze principal component regression (PCR) in a high-dimensional error-in-variables setting with fixed design. Under suitable conditions, we show...

Advances in Bayesian Model Selection Consistency for High-Dimensional Generalized Linear Models

Jeyong Lee, Minwoo Chae, Ryan Martin

Algorithmic Stability Implies Training-Conditional Coverage for Distribution-Free Prediction Methods

Ruiting Liang, Rina Foygel Barber

Distribution Free Tests for Model Selection Based on Maximum Mean Discrepancy with Estimated Parameters

Florian Brück, Jean-David Fermanian, Aleksey Min

There exist several testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, these tes...

Conformal Prediction for Network-Assisted Regression

Robert Lunde, Elizaveta Levina, Ji Zhu

Global and Episode-Specific Prediction of Recurrent Events Using Longitudinal Health Informatics Data

Chiung-Yu Huang, Yifei Sun, Sy Han Chiou

Statistical Prediction and Machine Learning

Michal Pešta

Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation

Dalei Yu, Xinyu Zhang, Hua Liang

Prediction of Cognitive Function via Brain Region Volumes with Applications to Alzheimer’s Disease Based on Space-Factor-Guided Functional Principal Component Analysis

Shoudao Wen, Yi Li, Dehan Kong et al.

Confidence on the focal: conformal prediction with selection-conditional coverage

Ying Jin, Zhimei Ren

Selecting informative conformal prediction sets with false coverage rate control

Ulysse Gazin, others

Conformal prediction with conditional guarantees

Isaac Gibbs, others

On the Modeling and Prediction of High-Dimensional Functional Time Series

Qiwei Yao, Jinyuan Chang, Xinghao Qiao et al.