Adding location-based weights to conformal prediction yields per-location uncertainty intervals; the authors test this on housing and temperature data but the coverage proof is incomplete.
C．Localized weighted exchangeability and coverage validity in the geospatial context Assumption 1 (Localized weighted exchangeability)
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GeoConformal prediction: a model-agnostic framework of measuring the uncertainty of spatial prediction
Adding location-based weights to conformal prediction yields per-location uncertainty intervals; the authors test this on housing and temperature data but the coverage proof is incomplete.