Sequential Confidence Sets for Coverage-Constrained Conformal Model Selection
stat.ML, cs.LG
Submitted: 2026-09-22
Updated: 2026-09-22
Code: https://github.com/mzaffran/AdaptiveConformalPredictionsTimeSeries
Terminology
Sources
- Anytime-Valid Conformal Risk Control
- Locally minimax optimal confidence sets for the best model
- Online Conformal Model Selection for Nonstationary Time Series
- Conformal prediction after data-dependent model selection
- Localized conformal model selection
- Winners with Confidence: Discrete Argmin Inference with an Application to Model Selection
- Conformal Prediction Assessment: A Framework for Conditional Coverage Evaluation and Selection
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