• Corpus ID: 201645293

Conformal prediction with localization

@article{Guan2019ConformalPW,
  title={Conformal prediction with localization},
  author={Leying Guan},
  journal={arXiv: Statistics Theory},
  year={2019}
}
  • Leying Guan
  • Published 22 August 2019
  • Mathematics, Computer Science
  • arXiv: Statistics Theory
We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural extension to conformal inference. It generalizes the method of conformal prediction to the case where we can break the data exchangeability, so as to give the test sample a special role. To our knowledge, this is the first work that introduces such a localization… 

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