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In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very straightforward way predictions sets that are valid in a statistical sense also in in the finite sample case.
Predictive inference with the jackknife+
Barber, R. F., Candes, E. J., Ramdas, A., and Tibshirani, R. J. (2019a) · 1904
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Conformal prediction under covariate shift
Barber, R. F., Candes, E. J., Ramdas, A., and Tibshirani, R. J. (2019a) · 1904
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Conformalized Quantile Regression
Romano Y., Patterson E., Candès E.J. (2019) · 1905
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Symmetric measures on cartesian products
Hewitt, E. and Savage, L.J. (1955) · 1955
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The nonexistence of certain statistical procedures in nonparametric problems
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A theory of the learnable
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One-sided inference about functionals of a density
Donoho, D. L. (1988) · 1988
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Learning by transduction
Gammerman, A., Vovk, V., and Vapnik, V. (1998) · 1998
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Statistical Learning Theory
Vapnik, V. (1998) · 1998
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Transduction for regression estimation with confidence
Melluish, T., Vovk, V., and Gammerman, A. (1999) · 1999
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Transduction with confidence and credibility
Saunders, C., Gammerman, A., and Vovk, V. (1999) · 1999
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Computationally efficient transductive machines
Saunders, C., Gammerman, A., and Vovk, V. (2000) · 2000
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Improving predictive inference under covariate shift by weighting the log-likelihood function
Shimodaira, H. (2000) · 2000
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Comparing the Bayes and typicalness frameworks
Melluish, T., Saunders, C., Nouretdinov, I., and Vovk, V. (2001) · 2001
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Online confidence machines are well-calibrated
Vovk, V. (2002) · 2002
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Online region prediction with real teachers
Ryabko, D., Vovk, V., and Gammerman, A. (2003) · 2003
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Mondrian confidence machine
Vovk, V., Lindsay, D., Nouretdinov, I., and Gammerman, A. (2003) · 2003
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Learning from data streams via online transduction
Ho, S.-S. and Wechsler, H. (2004) · 2004
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Self-calibrating probability forecasting
Vovk, V., Shafer, G., and Nouretdinov, I. (2004) · 2004
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Functional Data Analysis
Ramsay, J. and Silverman, B. (2005) · 2005
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On the flexibility of theoretical models for pattern recognition
Riabko, D. (2005) · 2005
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Functional Data Analysis
Ramsay, J. and Silverman, B. (2005) · 2005
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Algorithmic Learning in a Random World
Vovk, V., Gammerman, A., and Shafer, G. (2005) · 2005
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Criterion of calibration for transductive confidence machine with limited feedback
Nouretdinov, I. and Vovk, V. (2006) · 2006
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Inductive conformal prediction: Theory and application to neural networks
Papadopoulos, H. (2008) · 2008
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Normalized nonconformity measures for regression conformal prediction
Papadopoulos, H., Gammerman, A., and Vovk, V. (2008) · 2008
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A tutorial on conformal prediction
Shafer, G. and Vovk, V. (2008) · 2008
Cited alongside, same era.
Online predictive linear regression
Vovk, V., Nouretdinov, I., Gammerman, A., et al. (2009) · 2009
Cited alongside, same era.
Prediction with confidence based on a random forest classifier
Devetyarov, D. and Nouretdinov, I. (2010) · 2010
Cited alongside, same era.
Inductive Venn prediction
Lambrou, A., Nouretdinov, I., and Papadopoulos, H. (2015) · 2015
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A conformal prediction approach to explore functional data
Lei, J., Rinaldo, A., and Wasserman, L. (2015) · 2015
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Cross-conformal predictors
Vovk, V. (2015) · 2015
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Trimmed conformal prediction for high-dimensional models
Chen, W., Wang, Z., Ha, W., and Barber, R. F. (2016) · 2016
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Leave-one-out prediction intervals in linear regression models with many variables
Steinberger, L. and Leeb, H. (2016) · 2016
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Criteria of efficiency for conformal prediction
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Sparse conformal predictors
Hebiri, M. (2010) · 2010
Cited alongside, same era.
Neural networks regression inductive conformal predictor and its application to total electron content prediction
Papadopoulos, H. and Haralambous, H. (2010) · 2010
Cited alongside, same era.
Time series prediction with performance guarantee
Dashevskiy, M., and Luo, Z. (2011) · 2011
Cited alongside, same era.
Reliable prediction intervals with regression neural networks
Papadopoulos, H. and Haralambous, H. (2011) · 2011
Cited alongside, same era.
Regression conformal prediction with nearest neighbours
Papadopoulos, H., Vovk, V., and Gammerman, A. (2011) · 2011
Cited alongside, same era.
Reliable probability estimates based on support vector machines for large multiclass datasets
Lambrou, A., Papadopoulos, H., Nouretdinov, I., and Gammerman, A. (2012) · 2012
Cited alongside, same era.
Vovk, V., Fedorova, V., Nouretdinov, I., and Gammerman, A. (2016) · 2016
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Nonparametric predictive distributions based on conformal prediction
Vovk, V., Shen, J., Manokhin, V., and Xie, M. (2017) · 2017
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Discretized conformal prediction for efficient distribution-free inference
Chen, W., Chun, K.-J., and Barber, R. F. (2018) · 2018
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Exact and robust conformal inference methods for predictive machine learning with dependent data
Chernozhukov, V., Wuthrich, K., and Zhu, Y. (2018) · 2018
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Distribution-free prediction sets with random effects
Dunn, R. and Wasserman, L. (2018) · 2018
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Distribution-free predictive inference for regression
Lei, J., G’Sell, M., Rinaldo, A., Tibshirani, R. J. and Wasserman, L. (2018) · 2018
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Inductive Venn-Abers predictive distribution
Nouretdinov, I., Volkhonskiy, D., Lim, P., Toccaceli, P., and Gammerman, A. (2018) · 2018
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Prediction with confidence - a general framework for predictive inference
Shen, J., Liu, R. Y., and Xie, M.-g. (2018) · 2018
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Conditional predictive inference for high-dimensional stable algorithms
Steinberger, L. and Leeb, H. (2018) · 2018
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Cross-conformal predictive distributions
Vovk, V., Nouretdinov, I., Manokhin, V., and Gammerman, A. (2018) · 2018
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A fast and efficient conformal regressor with regularized extreme learning machine
Wang, D., Wang, P., and Shi, J. (2018) · 2018
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The limits of distribution-free conditional predictive inference
Barber, R. F., Candes, E. J., Ramdas, A., and Tibshirani, R. J. (2019) · 2019
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Fast exact conformalization of lasso using piecewise linear homotopy
Lei, J. (2019) · 2019
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Multi-level conformal clustering: A distribution-free technique for clustering and anomaly detection
Nouretdinov, I., Gammerman, J., Fontana, M. and Rehal, D. (2020) · 2020
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Conformal Prediction Bands for Multivariate Functional Data
Diquigiovanni, J., Fontana, M., and Vantini, S. (2021) · 2021
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Diquigiovanni, J., Fontana, M., and Vantini, S. (2021) · 2021
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Diquigiovanni, J., Fontana, M., and Vantini, S. (2021) · 2021
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Distribution-Free Conditional Median Inference
Medarametla D., Candès E.J.(2021) · 2021
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Supplementary Material to ”Conformal Prediction: a Unified Review of Theory and New Challenges”
M. Fontana, G. Zeni and S. Vantini (2021) · 2021
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