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.
2023
Conformal prediction, nonparametric statistics, prediction intervals, review
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.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1224870
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 43
  • ???jsp.display-item.citation.isi??? 14
social impact