Nonparametric predictive distributions based on conformal prediction

V Vovk, J Shen, V Manokhin… - Conformal and …, 2017 - proceedings.mlr.press
This paper applies conformal prediction to derive predictive distributions that are valid under
a nonparametric assumption. Namely, we introduce and explore predictive distribution …

Conformal calibrators

V Vovk, I Petej, P Toccaceli… - conformal and …, 2020 - proceedings.mlr.press
Most existing examples of full conformal predictive systems, split conformal predictive
systems, and cross-conformal predictive systems impose severe restrictions on the …

Computationally efficient versions of conformal predictive distributions

V Vovk, I Petej, I Nouretdinov, V Manokhin… - Neurocomputing, 2020 - Elsevier
Conformal predictive systems are a recent modification of conformal predictors that output, in
regression problems, probability distributions for labels of test observations rather than set …

Universally consistent conformal predictive distributions

V Vovk - conformal and probabilistic prediction and …, 2019 - proceedings.mlr.press
This paper describes conformal predictive systems that are universally consistent in the
sense of being consistent under any data-generating distribution, assuming that the …

[PDF][PDF] Онлайн агрегирование систем конформного прогнозирования

ВВ Вьюгин, ВГ Трунов - Информационные процессы, 2023 - jip.ru
Рассматривается задача вероятностного прогнозирования в режиме онлайн.
Вероятностные прогнозы получены в результате применения систем конформного …