1 code implementation • 5 Jun 2023 • Margaux Zaffran, Aymeric Dieuleveut, Julie Josse, Yaniv Romano
This motivates our novel generalized conformalized quantile regression framework, missing data augmentation, which yields prediction intervals that are valid conditionally to the patterns of missing values, despite their exponential number.
2 code implementations • 15 Feb 2022 • Margaux Zaffran, Aymeric Dieuleveut, Olivier Féron, Yannig Goude, Julie Josse
While recent works tackled this issue, we argue that Adaptive Conformal Inference (ACI, Gibbs and Cand{\`e}s, 2021), developed for distribution-shift time series, is a good procedure for time series with general dependency.