Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal Inference
Fuente:
arXiv
Saved in:
| Main Authors: | Sebastián, Carlos, González-Guillén, Carlos E., Juan, Jesús |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
An adaptive standardisation methodology for Day-Ahead electricity price forecasting
by: Sebastián, Carlos, et al.
Published: (2023)
by: Sebastián, Carlos, et al.
Published: (2023)
Integrating Uncertainty Awareness into Conformalized Quantile Regression
by: Rossellini, Raphael, et al.
Published: (2023)
by: Rossellini, Raphael, et al.
Published: (2023)
Localized Conformal Multi-Quantile Regression
by: Lu, Yuan
Published: (2024)
by: Lu, Yuan
Published: (2024)
Advancing Counterfactual Inference through Nonlinear Quantile Regression
by: Xie, Shaoan, et al.
Published: (2023)
by: Xie, Shaoan, et al.
Published: (2023)
Colorful Pinball: Density-Weighted Quantile Regression for Conditional Guarantee of Conformal Prediction
by: Chen, Qianyi, et al.
Published: (2025)
by: Chen, Qianyi, et al.
Published: (2025)
A feature selection method based on Shapley values robust to concept shift in regression
by: Sebastián, Carlos, et al.
Published: (2023)
by: Sebastián, Carlos, et al.
Published: (2023)
Vector Quantile Regression on Manifolds
by: Pegoraro, Marco, et al.
Published: (2023)
by: Pegoraro, Marco, et al.
Published: (2023)
Neural Networks for Extreme Quantile Regression with an Application to Forecasting of Flood Risk
by: Pasche, Olivier C., et al.
Published: (2022)
by: Pasche, Olivier C., et al.
Published: (2022)
Multi-Fidelity Quantile Regression
by: Liu, Yixiang, et al.
Published: (2026)
by: Liu, Yixiang, et al.
Published: (2026)
Learning to Simulate: Generative Metamodeling via Quantile Regression
by: Hong, L. Jeff, et al.
Published: (2023)
by: Hong, L. Jeff, et al.
Published: (2023)
On Quantile Regression Forests for Modelling Mixed-Frequency and Longitudinal Data
by: Andreani, Mila
Published: (2025)
by: Andreani, Mila
Published: (2025)
Distributional Off-Policy Evaluation with Deep Quantile Process Regression
by: Kuang, Qi, et al.
Published: (2026)
by: Kuang, Qi, et al.
Published: (2026)
Causal inference using invariant prediction: identification and confidence intervals
by: Peters, Jonas, et al.
Published: (2015)
by: Peters, Jonas, et al.
Published: (2015)
Distributed High-Dimensional Quantile Regression: Estimation Efficiency and Support Recovery
by: Wang, Caixing, et al.
Published: (2024)
by: Wang, Caixing, et al.
Published: (2024)
Federated Learning of Quantile Inference under Local Differential Privacy
by: Cai, Leheng, et al.
Published: (2025)
by: Cai, Leheng, et al.
Published: (2025)
Conformalized Regression for Continuous Bounded Outcomes
by: Wu, Zhanli, et al.
Published: (2025)
by: Wu, Zhanli, et al.
Published: (2025)
Differentially Private Conformal Prediction via Quantile Binary Search
by: Romanus, Ogonnaya M., et al.
Published: (2025)
by: Romanus, Ogonnaya M., et al.
Published: (2025)
A Pathwise Coordinate Descent Algorithm for LASSO Penalized Quantile Regression
by: Kim, Sanghee, et al.
Published: (2025)
by: Kim, Sanghee, et al.
Published: (2025)
A Skewness-Based Criterion for Addressing Heteroscedastic Noise in Causal Discovery
by: Lin, Yingyu, et al.
Published: (2024)
by: Lin, Yingyu, et al.
Published: (2024)
Heteroscedastic Double Bayesian Elastic Net
by: Kimura, Masanari
Published: (2025)
by: Kimura, Masanari
Published: (2025)
Conformal prediction for frequency-severity modeling
by: Graziadei, Helton, et al.
Published: (2023)
by: Graziadei, Helton, et al.
Published: (2023)
Transfer Learning for High-dimensional Quantile Regression with Distribution Shift
by: Bai, Ruiqi, et al.
Published: (2024)
by: Bai, Ruiqi, et al.
Published: (2024)
CREDO: Epistemic-Aware Conformalized Credal Envelopes for Regression
by: Cabezas, Luben M. C., et al.
Published: (2026)
by: Cabezas, Luben M. C., et al.
Published: (2026)
Transductive Conformal Inference for Full Ranking
by: Fermanian, Jean-Baptiste, et al.
Published: (2025)
by: Fermanian, Jean-Baptiste, et al.
Published: (2025)
H-AddiVortes: Heteroscedastic (Bayesian) Additive Voronoi Tessellations
by: Stone, Adam J., et al.
Published: (2025)
by: Stone, Adam J., et al.
Published: (2025)
Structure-Adaptive Conformal Inference for Large-Scale Out-of-Distribution Testing
by: Sun, Rongyi, et al.
Published: (2026)
by: Sun, Rongyi, et al.
Published: (2026)
STACI: Spatio-Temporal Aleatoric Conformal Inference
by: Feng, Brandon R., et al.
Published: (2025)
by: Feng, Brandon R., et al.
Published: (2025)
Conformal link prediction for false discovery rate control
by: Marandon, Ariane
Published: (2023)
by: Marandon, Ariane
Published: (2023)
Conformal prediction for full and sparse polynomial chaos expansions
by: Hatstatt, A., et al.
Published: (2026)
by: Hatstatt, A., et al.
Published: (2026)
Multi-Source Conformal Inference Under Distribution Shift
by: Liu, Yi, et al.
Published: (2024)
by: Liu, Yi, et al.
Published: (2024)
Extending Prediction-Powered Inference through Conformal Prediction
by: Csillag, Daniel, et al.
Published: (2025)
by: Csillag, Daniel, et al.
Published: (2025)
Tail allocation for conformal prediction intervals
by: Wang, Tianying
Published: (2026)
by: Wang, Tianying
Published: (2026)
Conformal Prediction for Nonparametric Instrumental Regression
by: Kato, Masahiro
Published: (2026)
by: Kato, Masahiro
Published: (2026)
Neural interval-censored survival regression with feature selection
by: Meixide, Carlos García, et al.
Published: (2022)
by: Meixide, Carlos García, et al.
Published: (2022)
Noise-Adaptive Conformal Classification with Marginal Coverage
by: Bortolotti, Teresa, et al.
Published: (2025)
by: Bortolotti, Teresa, et al.
Published: (2025)
Prediction Intervals for Individual Treatment Effects in a Multiple Decision Point Framework using Conformal Inference
by: Bose, Swaraj, et al.
Published: (2025)
by: Bose, Swaraj, et al.
Published: (2025)
Effective Causal Discovery under Identifiable Heteroscedastic Noise Model
by: Yin, Naiyu, et al.
Published: (2023)
by: Yin, Naiyu, et al.
Published: (2023)
Everywhere Valid Bounds on False Discovery Proportions in Conformal Inference
by: Song, Ziang, et al.
Published: (2026)
by: Song, Ziang, et al.
Published: (2026)
Super-Level-Set Regression: Conditional Quantiles via Volume Minimization
by: Braun, Sacha, et al.
Published: (2026)
by: Braun, Sacha, et al.
Published: (2026)
Bayesian Inference for Consistent Predictions in Overparameterized Nonlinear Regression
by: Wakayama, Tomoya
Published: (2024)
by: Wakayama, Tomoya
Published: (2024)
Similar Items
-
An adaptive standardisation methodology for Day-Ahead electricity price forecasting
by: Sebastián, Carlos, et al.
Published: (2023) -
Integrating Uncertainty Awareness into Conformalized Quantile Regression
by: Rossellini, Raphael, et al.
Published: (2023) -
Localized Conformal Multi-Quantile Regression
by: Lu, Yuan
Published: (2024) -
Advancing Counterfactual Inference through Nonlinear Quantile Regression
by: Xie, Shaoan, et al.
Published: (2023) -
Colorful Pinball: Density-Weighted Quantile Regression for Conditional Guarantee of Conformal Prediction
by: Chen, Qianyi, et al.
Published: (2025)