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Conformal Prediction for Spatially Dependent Data via Sequential Whitening

Sen, Ayush Baran et al.
arXiv (All) · Papers
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applicationsmethodology
Split conformal prediction uses prediction errors on held-out (calibration) data to determine how wide the prediction intervals should be. It guarantees distribution-free finite-sample coverage when these errors and the error at the target site are exchangeable. This assumption may fail under spatia
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