Multivariate standardized residuals via Mahalanobis distance from a learned local covariance yield asymptotic conditional coverage for conformal prediction under a derived sufficient condition on the data distribution.
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Multivariate Standardized Residuals for Conformal Prediction
Multivariate standardized residuals via Mahalanobis distance from a learned local covariance yield asymptotic conditional coverage for conformal prediction under a derived sufficient condition on the data distribution.