Universal predictive systems

作者：

Highlights：

• The paper constructs a universally consistent conformal predictive system.

• Being a conformal predictive system, it is automatically probabilistically calibrated.

• It also constructs a simpler universally consistent probability forecasting system.

摘要

•The paper constructs a universally consistent conformal predictive system.•Being a conformal predictive system, it is automatically probabilistically calibrated.•It also constructs a simpler universally consistent probability forecasting system.

论文关键词：Conformal prediction,Predictive distribution,Probabilistic calibration,Universal consistency

论文评审过程：Received 17 September 2020, Revised 18 April 2021, Accepted 5 May 2021, Available online 25 January 2022, Version of Record 1 February 2022.

论文官网地址：https://doi.org/10.1016/j.patcog.2022.108536