Sequential inductive prediction intervals
Methodology
2023-12-11 v1 Machine Learning
Statistics Theory
Statistics Theory
Abstract
In this paper we explore the concept of sequential inductive prediction intervals using theory from sequential testing. We furthermore introduce a 3-parameter PAC definition of prediction intervals that allows us via simulation to achieve almost sharp bounds with high probability.
Keywords
Cite
@article{arxiv.2312.04950,
title = {Sequential inductive prediction intervals},
author = {Benny Avelin},
journal= {arXiv preprint arXiv:2312.04950},
year = {2023}
}