Corpus ID: 62841783

Conformal calibrators

  title={Conformal calibrators},
  author={V. Vovk and Ivan Petej and Paolo Toccaceli and A. Gammerman},
  • V. Vovk, Ivan Petej, +1 author A. Gammerman
  • Published 2019
  • Mathematics, Computer Science
  • ArXiv
  • Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In this paper we develop split-conformal and cross-conformal predictive systems that are fully adaptive. Our method consists in calibrating existing predictive systems; the input predictive system is not supposed to satisfy any properties of validity, whereas… CONTINUE READING

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