Conformal Prediction

17 Aug 2022 13:15

Yet Another Inadequate Placeholder. I have tried to explain the basic idea in my review of the (fundamental, but clunky) book by Vovk, Gammerman and Shafer (link below). I strongly recommend Samii's tutorial, and the group paper by Lei et al. (i.e., my friends and colleagues in the CMU statistics department). Adding this notebook in part to force myself to understand this better by the next time I teach data mining, so I can cover it then. (It has after all been more than a decade since I read Vovk et al.)