Conformalized Quantile Regression and Minimax Limits of Fixed-Score Calibration under Known Covariate Shift
math.ST, cs.LG, stat.ML, stat.TH
Submitted: 2026-09-21
Updated: 2026-09-21
Comments: 65 pages, 3 figures
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- Distributional conformal prediction
- Beyond Marginal Validity: Finite-Sample Guarantees for Localized Conformal Prediction
- The limits of distribution-free conditional predictive inference
- Learning from Biased and Costly Data Sources: Minimax-optimal Data Collection under a Budget
- A Unified Theory of Conditional Coverage in Conformal Prediction with Applications
- PAC Prediction Sets Under Covariate Shift
- A comparison of some conformal quantile regression methods
- Deep Quantile Regression: Mitigating the Curse of Dimensionality Through Composition
- Estimating conditional quantiles with the help of the pinball loss
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