A multi-scale conformal prediction set formed by intersecting scale-specific sets keeps marginal coverage by a union bound, but the paper's efficiency and asymptotic optimality theorems are not valid.
Multi-fidelity design framework inte- grating compositional kernels to facilitate early-stage design exploration of complex systems
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Multi-Scale Conformal Prediction: A Theoretical Framework with Coverage Guarantees
A multi-scale conformal prediction set formed by intersecting scale-specific sets keeps marginal coverage by a union bound, but the paper's efficiency and asymptotic optimality theorems are not valid.