A new kernel nonconformity score for multivariate conformal prediction that adapts to residual geometry, provides finite-sample coverage, and achieves convergence rates based on effective kernel rank rather than ambient dimension.
Optimal transport-based conformal predic- tion
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A Kernel Nonconformity Score for Multivariate Conformal Prediction
A new kernel nonconformity score for multivariate conformal prediction that adapts to residual geometry, provides finite-sample coverage, and achieves convergence rates based on effective kernel rank rather than ambient dimension.