Conformal prediction with localization
| Title: | Conformal prediction with localization |
|---|---|
| Authors: | Guan, Leying |
| Publication Year: | 2019 |
| Collection: | Mathematics Statistics |
| Subject Terms: | Mathematics - Statistics Theory, Statistics - Methodology |
| More Details: | 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 to the framework of conformal prediction. We prove that our proposal can also have assumption-free and finite sample coverage guarantees, and we compare the behaviors of localized conformal prediction and conformal prediction in simulations. Comment: 19 pages, 4 figures |
| Document Type: | Working Paper |
| Access URL: | http://arxiv.org/abs/1908.08558 |
| Accession Number: | edsarx.1908.08558 |
| Database: | arXiv |
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| RecordInfo | BibRecord: BibEntity: Subjects: – SubjectFull: Mathematics - Statistics Theory Type: general – SubjectFull: Statistics - Methodology Type: general Titles: – TitleFull: Conformal prediction with localization Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Guan, Leying IsPartOfRelationships: – BibEntity: Dates: – D: 22 M: 08 Type: published Y: 2019 |
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