# Conformal histogram regression

@inproceedings{Sesia2021ConformalHR, title={Conformal histogram regression}, author={Matteo Sesia and Yaniv Romano}, year={2021} }

This paper develops a conformal method to compute prediction intervals for nonparametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of the outcome using histograms, it translates their output into the shortest prediction intervals with approximate conditional coverage. The resulting prediction intervals provably have marginal coverage in finite samples, while asymptotically achieving… Expand

#### 2 Citations

Conformal prediction interval for dynamic time-series

- Computer Science, Mathematics
- ICML
- 2021

A method to build distribution-free prediction intervals for time-series based on conformal inference that wraps around any ensemble estimator to construct sequential prediction intervals is developed, which is easy to implement, scalable to producing arbitrarily many prediction intervals sequentially, and well-suited to a wide range of regression functions. Expand

Distributional conformal prediction

- Economics, Mathematics
- 2019

We propose a robust method for constructing conditionally valid prediction intervals based on regression models for conditional distributions such as quantile and distribution regression. Our… Expand

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