**Universally consistent conformal predictive distributions.** / Vovk, Vladimir.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Published

**Universally consistent conformal predictive distributions.** / Vovk, Vladimir.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Vovk, V 2019, Universally consistent conformal predictive distributions. in A Gammerman, V Vovk, Z Luo & E Smirnov (eds), *Proceedings of Machine Learning Research.* vol. 105, pp. 105-122.

Vovk, V. (2019). Universally consistent conformal predictive distributions. In A. Gammerman, V. Vovk, Z. Luo, & E. Smirnov (Eds.), *Proceedings of Machine Learning Research *(Vol. 105, pp. 105-122)

Vovk V. Universally consistent conformal predictive distributions. In Gammerman A, Vovk V, Luo Z, Smirnov E, editors, Proceedings of Machine Learning Research. Vol. 105. 2019. p. 105-122

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title = "Universally consistent conformal predictive distributions",

abstract = "This paper describes conformal predictive systems that are universally consistent in the sense of being consistent under any data-generating distribution, assuming that the observations are produced independently in the IID fashion. Being conformal, these predictive systems satisfy a natural property of small-sample validity, namely they are automatically calibrated in probability.",

keywords = "calibration in probability, conformal prediction, predictive distribution, universal consistency",

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