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In this section (as in Appendix A), we restate all the material needed so that this appendix is fully selfcontained, may be read without reading back the main body of the article · 2019

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Conformal Prediction for Hierarchical Data

stat.ML · 2024-11-20 · conditional · novelty 7.0

Projecting non-conformity scores onto the coherent subspace of a hierarchy makes split-conformal prediction regions smaller while preserving finite-sample coverage, under i.i.d. data and, for the efficiency results, elliptical residual assumptions.

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  • Conformal Prediction for Hierarchical Data stat.ML · 2024-11-20 · conditional · none · ref 1

    Projecting non-conformity scores onto the coherent subspace of a hierarchy makes split-conformal prediction regions smaller while preserving finite-sample coverage, under i.i.d. data and, for the efficiency results, elliptical residual assumptions.