Single Trajectory Conformal Prediction

We study the performance of risk-controlling prediction sets (RCPS), an empirical risk minimization-based formulation of conformal prediction, with a single trajectory of temporally correlated data from an unknown stochastic dynamical system. First, we use the blocking technique to show that RCPS at...

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Bibliographische Detailangaben

Hauptverfasser:	Lee, Brian, Matni, Nikolai
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Computer Science - Systems and Control Statistics - Machine Learning
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