Universally consistent predictive distributions
@article{Vovk2017UniversallyCP, title={Universally consistent predictive distributions}, author={V. Vovk}, journal={ArXiv}, year={2017}, volume={abs/1708.01902} }
This paper describes simple universally consistent procedures of probability forecasting that satisfy a natural property of small-sample validity, under the assumption that the observations are produced independently in the IID fashion.
4 Citations
Conformal predictive distributions with kernels
- Computer Science, Mathematics
- Braverman Readings in Machine Learning
- 2017
- 6
- PDF
Braverman Readings in Machine Learning. Key Ideas from Inception to Current State
- Computer Science
- Lecture Notes in Computer Science
- 2018
- 2
References
SHOWING 1-10 OF 29 REFERENCES
Posterior Distribution of Percentiles: Bayes' Theorem for Sampling From a Population
- Mathematics
- 1968
- 220
- Highly Influential
Nonparametric predictive distributions based on conformal prediction
- Mathematics, Computer Science
- Machine Learning
- 2018
- 26
- PDF
Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions
- Mathematics
- 2016
- 45
- PDF
Distribution-Free Prediction Sets
- Mathematics, Medicine
- Journal of the American Statistical Association
- 2013
- 80
- PDF