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.
Integrating machine learning and multiscale modeling—perspectives, challenges, and opportunities in the biolog- ical, biomedical, and behavioral sciences
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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.