Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Data

The Design of Experiments

Fisher, R. A. (1935) · 1935

Earlier work this paper cites.

Bayesianly justifiable and relevant frequency calculations for the applied statistician

Rubin, D. B. (1984) · 1984

Earlier work this paper cites.

On the behavior of randomization tests without a group invariance assumption

Romano, J. P. (1990) · 1990

Earlier work this paper cites.

On-line predictive linear regression

Vovk, V., Nouretdinov, I., and Gammerman, A. (2009) · 1990

Earlier work this paper cites.

Time series: theory and methods

Hamilton, J. D. (1994) · 1994

Earlier work this paper cites.

Improved rates and asymptotic normality for nonparametric neural network estimators

Chen, X. and White, H. (1999) · 1999

Earlier work this paper cites.

Semiparametric arx neural-network models with an application to forecasting inflation

Chen, X., Racine, J., and Swanson, N. R. (2001) · 2001

Earlier work this paper cites.

Testing statistical hypotheses

Lehmann, E. L. and Romano, J. P. (2005) · 2005

Earlier work this paper cites.

Algorithmic Learning in a Random World

Vovk, V., Gammerman, A., and Shafer, G. (2005) · 2005

Earlier work this paper cites.

Introduction to strong mixing conditions

Bradley, R. C. (2007) · 2007

Cited alongside, same era.

Conformal prediction with neural networks

Papadopoulos, H., Vovk, V., and Gammermam, A. (2007) · 2007

Cited alongside, same era.

Network traffic demand prediction with confidence

Dashevskiy, M. and Luo, Z. (2008) · 2008

Cited alongside, same era.

Simultaneous analysis of lasso and dantzig selector

Bickel, P. J., Ritov, Y., and Tsybakov, A. B. (2009) · 2009

Cited alongside, same era.

Time series prediction with performance guarantee

Dashevskiy, M. and Luo, Z. (2011) · 2011

Cited alongside, same era.

Time series: theory and methods

Brockwell, P. J. and Davis, R. A. (2013) · 2013

Cited alongside, same era.

Distribution-free prediction sets

Conformal Prediction for Reliable Machine Learning

Balasubramanian, V. N., Ho, S.-S., and Vovk, V. (2014) · 2014

Later among the works it cites.

Efficiency of conformalized ridge regression

Burnaev, E. and Vovk, V. (2014) · 2014

Later among the works it cites.

Distribution-free prediction bands for non-parametric regression

Lei, J. and Wasserman, L. (2014) · 2014

Later among the works it cites.

A conformal prediction approach to explore functional data

Lei, J., Rinaldo, A., and Wasserman, L. (2015) · 2015

Later among the works it cites.

hdm: High-dimensional metrics

Chernozhukov, V., Hansen, C., and Spindler, M. (2016) · 2016

Later among the works it cites.

An exact and robust conformal inference method for counterfactual and synthetic controls

Original

Chernozhukov, V., Wüthrich, K., and Zhu, Y. (2017) · 2017