Matteo Fontana, Gianluca Zeni, Simone Vantini
arXiv 16 May 2020 · Machine Learning · publishedBernoulli (2022) · 156 citations (OpenAlex)
arXiv:2005.07972 · PDF · DOI · OpenAlex · Extracted main text
In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very straightforward way predictions sets that are valid in a statistical sense also in in the finite sample case. The in-depth discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction, and then proceeds to list the more advanced developments and adaptations of the original idea.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | M. Fontana, G. Zeni and S. Vantini (2021) Supplementary Material to "Conformal Prediction: a Unified Review of Theory and New Challenges" self | 1.000 | 9 | 3 | 100% |
| 2 | Balasubramanian, V., Ho, S.-S., and Vovk, V (2014) Conformal prediction for reliable machine learning: theory, adaptations and applications | 1.000 | 6 | 3 | 100% |
| 3 | Vovk, V., Gammerman, A., and Shafer, G (2005) Algorithmic Learning in a Random World | 0.874 | 12 | 2 | 100% |
| 4 | Lei, J., G'Sell, M., Rinaldo, A., Tibshirani, R. J. and Wasserman, L (2018) Distribution-free predictive inference for regression | 0.874 | 6 | 2 | 100% |
| 5 | Shafer, G. and Vovk, V (2008) A tutorial on conformal prediction | 0.874 | 5 | 2 | 100% |
| 6 | Lei, J., Rinaldo, A., and Wasserman, L (2015) A conformal prediction approach to explore functional data | 0.811 | 4 | 2 | 100% |
| 7 | Vovk, V (2002) Online confidence machines are well-calibrated | 0.737 | 3 | 2 | 100% |
| Vovk et~al. | unmatched citation key Vovk et~al. | 0.693 | 7 | 1 | 100% |
| Papadopoulos et~al. | unmatched citation key Papadopoulos et~al. | 0.644 | 4 | 1 | 100% |
| Vovk | unmatched citation key Vovk | 0.644 | 4 | 1 | 100% |
Showing the top 10 of 114 scored citations. 3 of these could not be matched to a bibliography entry, so only the citation key is shown.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Conformal Prediction Bands for Two-Dimensional Functional Time Series | 0.405 | 1 | 1 |
| 2 | Calibrated quantile prediction for Growth-at-Risk | 0.405 | 1 | 1 |
| 3 | A Gentle Introduction to Conformal Time Series Forecasting | 0.405 | 1 | 1 |