Rolling Conformal Prediction in Sequential Model Training
math.ST, cs.LG, stat.ME, stat.ML, stat.TH
Submitted: 2026-09-22
Updated: 2026-09-22
Code: https://github.com/Moriartycc/rolling-conformal
Terminology
Sources
- Uncertainty quantification via cross-validation and its variants under algorithmic stability
- Predictive inference for time series: why is split conformal effective despite temporal dependence?
- Stability revisited: new generalisation bounds for the Leave-one-Out
- On convex order and supermodular order without finite mean
- Bayesian Adaptive Data Analysis Guarantees from Subgaussianity
- Conformal online model aggregation
- Merging uncertainty sets via majority vote
- E-Values Expand the Scope of Conformal Prediction
- Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series
- Grokking: Generalization Beyond Overfitting on Small Algorithmic Datasets
- Admissible anytime-valid sequential inference must rely on nonnegative martingales
- Time-uniform conformal and PAC prediction
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