In this work we provide a review of basic ideas and novel developments about Conformal Prediction - an inno-vative distribution-free, non-parametric forecasting method, based on minimal assumptions - that is able to yield in a very straightforward way prediction sets that are valid in a statistical sense also in the finite sample case. The discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction, and then proceeds to list the more advanced developments and adaptations of the original idea.
Conformal prediction: A unified review of theory and new challenges
Fontana M.;Zeni G.;Vantini S.
2023-01-01
Abstract
In this work we provide a review of basic ideas and novel developments about Conformal Prediction - an inno-vative distribution-free, non-parametric forecasting method, based on minimal assumptions - that is able to yield in a very straightforward way prediction sets that are valid in a statistical sense also in the finite sample case. The discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction, and then proceeds to list the more advanced developments and adaptations of the original idea.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
BEJ1447.pdf
Accesso riservato
:
Publisher’s version
Dimensione
375.84 kB
Formato
Adobe PDF
|
375.84 kB | Adobe PDF | Visualizza/Apri |
11311-1224870_Fontana.pdf
accesso aperto
:
Post-Print (DRAFT o Author’s Accepted Manuscript-AAM)
Dimensione
727.11 kB
Formato
Adobe PDF
|
727.11 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.