Fetching the paper…
Reading the bibliography…
We investigate generically applicable and intuitively appealing prediction intervals based on $k$-fold cross validation.
Determination of sample sizes for setting tolerance limits
Wilks, S. S. (1941) · 1941
Earlier work this paper cites.
Statistical prediction with special reference to the problem of tolerance limits
Wilks, S. S. (1942) · 1942
Earlier work this paper cites.
An extension of Wilks’ method for setting tolerance limits
Wald, A. (1943) · 1943
Earlier work this paper cites.
Non-parametric estimation ii. statistically equivalent blocks and tolerance regions – the continuous case
Tukey, J. W. (1947) · 1947
Earlier work this paper cites.
The behavior of maximum likelihood estimates under nonstandard conditions
Huber, P. J. (1967) · 1967
Earlier work this paper cites.
Theoretical Statistics
Cox, D. R. and D. V. Hinkley (1974) · 1974
Earlier work this paper cites.
Distribution-free inequalities for the deleted and holdout error estimates
Devroye, L. and T. J. Wagner (1979) · 1979
Earlier work this paper cites.
Predictive intervals based on reuse of the sample
Butler, R. and E. D. Rothman (1980) · 1980
Earlier work this paper cites.
Asymptotically minimal multivariate tolerance sets
Chatterjee, S. K. and N. K. Patra (1980) · 1980
Earlier work this paper cites.
Dispersive distributions, and the connection between dispersivity and strong unimodality
Lewis, T. and J. W. Thompson (1981) · 1981
Earlier work this paper cites.
Bootstrapping regression models with many parameters
Bickel, P. J. and D. A. Freedman (1983) · 1983
Earlier work this paper cites.
Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables
Aven, T. (1985) · 1985
Earlier work this paper cites.
Bootstrap prediction intervals for regression
Stine, R. A. (1985) · 1985
Earlier work this paper cites.
Maximum likelihood estimation in misspecified generalized linear models
Fahrmeir, L. (1990) · 1990
Earlier work this paper cites.
The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
Massart, P. (1990) · 1990
Earlier work this paper cites.
Asymptotically valid prediction intervals for linear models
Schmoyer, R. L. (1992) · 1992
Earlier work this paper cites.
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
Bai, Z. D. and Y. Q. Yin (1993) · 1993
Earlier work this paper cites.
Probability and Measure
Billingsley, P. (1995) · 1995
Earlier work this paper cites.
Empirical process of residuals for high-dimensional linear models
Mammen, E. (1996) · 1996
Earlier work this paper cites.
Machine-learning applications of algorithmic randomness
Vovk, V., A. Gammerman, and C. Saunders (1999) · 1999
Earlier work this paper cites.
Smallest nonparametric tolerance regions
Bucchianico, A. D., J. H. J. Einmahl, and N. A. Mushkudiani (2001) · 2001
Cited alongside, same era.
Stability and generalization
Bousquet, O. and A. Elisseeff (2002) · 2002
Cited alongside, same era.
A Distribution-Free Theory of Nonparametric Regression
Györfi, L., M. Kohler, A. Krzyżak, and H. Walk (2002) · 2002
Cited alongside, same era.
Algorithmic Learning in a Random World
Vovk, V., A. Gammerman, and G. Shafer (2005) · 2005
Cited alongside, same era.
Prediction intervals for regression models
Olive, D. J. (2007) · 2007
Cited alongside, same era.
Asymptotic Statistics
van der Vaart, A. W. (2007) · 2007
Cited alongside, same era.
Multivariate spacings based on data depth: I. construction of nonparametric multivariate tolerance regions
Shrinkage estimators for prediction out-of-sample: Conditional performance
Huber, N. and H. Leeb (2013) · 2013
Later among the works it cites.
Distribution-free prediction sets
Lei, J., J. Robins, and L. Wasserman (2013) · 2013
Later among the works it cites.
Model-free model-fitting and predictive distributions
Politis, D. N. (2013) · 2013
Later among the works it cites.
Conditional validity of inductive conformal predictors
Vovk, V. (2013) · 2013
Later among the works it cites.
Distribution-free prediction bands for non-parametric regression
Lei, J. and L. Wasserman (2014) · 2014
Later among the works it cites.
Some Inference Problems in High-Dimensional Linear Models
Lopes, M. E. (2015) · 2015
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Li, J. and R. Y. Liu (2008) · 2008
Cited alongside, same era.
Statistical Tolerance Regions: Theory, Applications, and Computation
Krishnamoorthy, K. and T. Mathew (2009) · 2009
Cited alongside, same era.
On-line predictive linear regression
Vovk, V., I. Nouretdinov, and A. Gammerman (2009) · 2009
Cited alongside, same era.
Spectral Analysis of Large Dimensional Random Matrices
Bai, Z. and J. W. Silverstein (2010) · 2010
Cited alongside, same era.
The spectrum of kernel random matrices
El Karoui, N. (2010) · 2010
Cited alongside, same era.
Regularization paths for generalized linear models via coordinate descent
Friedman, J., T. Hastie, and R. Tibshirani (2010) · 2010
Cited alongside, same era.
Consistency of random forests
Scornet, E., G. Biau, and J.-P. Vert (2015) · 2015
Later among the works it cites.
Leave-one-out prediction intervals in linear regression models with many variables
Steinberger, L. and H. Leeb (2016) · 2016
Later among the works it cites.
Discretized conformal prediction for efficient distribution-free inference
Chen, W., K.-J. Chun, and R. F. Barber (2018) · 2018
Closest in time.
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
El Karoui, N. (2018) · 2018
Closest in time.
Can we trust the bootstrap in high-dimensions? the case of linear models
El Karoui, N. and E. Purdom (2018) · 2018
Closest in time.
Distribution-free predictive inference for regression
Lei, J., M. G’Sell, A. Rinaldo, R. J. Tibshirani, and L. Wasserman (2018) · 2018
Closest in time.
Fast exact conformalization of the lasso using piecewise linear homotopy
Lei, J. (2019) · 2019
Closest in time.
Conformalized quantile regression
Romano, Y., E. Patterson, and E. Candes (2019) · 2019
Closest in time.
Nonparametric regression using deep neural networks with relu activation function
Schmidt-Hieber, J. (2020) · 2020
Closest in time.
Predictive inference with the jackknife+
Barber, R. F., E. J. Candes, A. Ramdas, and R. J. Tibshirani (2021) · 2021
Closest in time.
The limits of distribution-free conditional predictive inference
Foygel Barber, R., E. J. Candes, A. Ramdas, and R. J. Tibshirani (2021) · 2021
Closest in time.
Conditional predictive inference for high-dimensional stable algorithms
Steinberger, L. and H. Leeb (2021) · 2021
Closest in time.
Supplement to “Conditional predictive inference for stable algorithms”
Steinberger, L. and H. Leeb (2022) · 2022
Closest in time.