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Published at November 29

Density-Calibrated Conformal Quantile Regression

stat.ME

cs.AI

cs.LG

stat.ML

Released Date: November 29, 2024

Authors: Yuan Lu¹

Aff.: ¹Department of Biostatistics, University of Michigan

Arxiv: http://arxiv.org/pdf/2411.19523v1

Refer to caption

Sample Size	Method	Coverage Mean	Coverage SD	Width Mean	Width SD
500	CQR	0.8869	0.0393	3.2696	0.3242
500	CQR-d	0.8854	0.0373	3.1006	0.2068
1000	CQR	0.8983	0.0307	3.2607	0.2206
1000	CQR-d	0.9035	0.0274	2.9617	0.1224
2500	CQR	0.9002	0.0183	3.2661	0.1360
2500	CQR-d	0.9018	0.0189	2.6894	0.0991
5000	CQR	0.8982	0.0148	3.2548	0.0943
5000	CQR-d	0.9050	0.0131	2.6366	0.0762
7500	CQR	0.8978	0.0111	3.2396	0.0878
7500	CQR-d	0.9039	0.0107	2.5916	0.0589
10000	CQR	0.8990	0.0096	3.2675	0.0707
10000	CQR-d	0.9008	0.0102	2.5798	0.0558