# Prior-free probabilistic prediction of future observations

arXiv: https://arxiv.org/abs/1403.7589 · HTML: https://mlsanity.com/paper/1403.7589/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 Mar 2014.

## Built on by (most cited first, 1 of 1)

- [On some practical challenges of conformal prediction](https://mlsanity.com/paper/2510.10324/) (2025)

## Abstract (arXiv)

Prediction of future observations is a fundamental problem in statistics. Here we present a general approach based on the recently developed inferential model (IM) framework. We employ an IM-based technique to marginalize out the unknown parameters, yielding prior-free probabilistic prediction of future observables. Verifiable sufficient conditions are given for validity of our IM for prediction, and a variety of examples demonstrate the proposed method's performance. Thanks to its generality and ease of implementation, we expect that our IM-based method for prediction will be a useful tool for practitioners.