Conformal prediction across scales: Finite-sample coverage with hierarchical efficiency

We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of “conformity” overlooking the multi-level structures that ari...

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Bibliographic Details
Main Authors: Ali Baheri, Marzieh Amiri Shahbazi
Format: Article
Language:English
Published: Elsevier 2025-05-01
Series:Results in Applied Mathematics
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2590037425000536
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