# Conformal prediction with localization

@article{Guan2019ConformalPW, title={Conformal prediction with localization}, author={Leying Guan}, journal={arXiv: Statistics Theory}, year={2019} }

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…

## 23 Citations

### Split Localized Conformal Prediction

- Computer ScienceArXiv
- 2022

A modiﬁed non-conformity score is proposed, which is simple andcient compared with full conformal methods but better approximates conditional coverage guarantee, and provides tighter intervals compared to existing methods.

### MD-split+: Practical Local Conformal Inference in High Dimensions

- Computer ScienceArXiv
- 2021

This work presents MD-split+, a practical local conformal approach that creates X partitions based on localized model performance of conditional density estimation models, and handles complex real-world data settings where such models may be misspecified, and scales to high-dimensional inputs.

### Nested Conformal Prediction and the Generalized Jackknife

- Mathematics
- 2019

Abstract: We provide an alternate unified framework for conformal prediction, which is a framework to provide assumption-free prediction intervals. Instead of beginning by choosing a conformity…

### Nested conformal prediction and quantile out-of-bag ensemble methods

- Computer SciencePattern Recognit.
- 2022

### Efficient and Differentiable Conformal Prediction with General Function Classes

- Computer ScienceICLR
- 2022

This meta-algorithm generalizes existing conformal prediction algorithms, and it achieves approximate valid population coverage and near-optimal eﬃciency within class, whenever the function class in the conformalization step is low-capacity in a certain sense.

### Conformal Risk Control

- Computer ScienceArXiv
- 2022

The algorithm generalizes split conformal prediction together with its coverage guarantee and is able to bound the false negative rate, graph distance, and token-level F1-score.

### CD-split: efficient conformal regions in high dimensions

- Computer ScienceArXiv
- 2020

It is shown that CD-split converges asymptotically to the oracle highest density set and satisfies local and asymPTotic conditional validity, and has a better conditional coverage and yields smaller prediction regions than other methods.

### Distribution-free conditional predictive bands using density estimators

- Computer Science, MathematicsAISTATS
- 2020

Two conformal methods based on conditional density estimators that do not depend on this type of assumption to obtain asymptotic conditional coverage are introduced: Dist-split and CD-split.

### Valid model-free spatial prediction

- Mathematics
- 2020

Predicting the response at an unobserved location is a fundamental problem in spatial statistics. Given the difficulty in modeling spatial dependence, especially in non-stationary cases, model-based…

### Distribution-free conditional median inference

- Mathematics, Computer ScienceElectronic Journal of Statistics
- 2021

A method is proposed based upon ideas from conformal prediction and a theoretical guarantee of coverage is established while also going over particular distributions where its performance is sharp, resulting in a lower bound on the length of any possible conditional median confidence interval.

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