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Sequential inductive prediction intervals

arXiv 2312.04950 ↗First posted 8 Dec 2023stat.ME cs.LG math.STcited by 0

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Abstract (arXiv)

In this paper we explore the concept of sequential inductive prediction intervals using theory from sequential testing. We furthermore introduce a 3-parameter PAC definition of prediction intervals that allows us via simulation to achieve almost sharp bounds with high probability.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 2 of its 7 references that are in the map. First posted on arXiv 8 Dec 2023.

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References · 2

  1. 2013Learning by Transductioncited by 121
  2. 2019Sequential estimation of quantiles with applications to A/B-testing and best-arm identificationcited by 27

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