Eric D. Kolaczyk

Isotonic Conformal Prediction

Daniel Bensimon, Sean Xiang Yu, Eric D. Kolaczyk, Archer Y. Yang

A point prediction that is well calibrated on average can still be systematically biased conditional on its own value, undermining its use in downstream decision-making. We consider two objectives for reliable uncertainty quantification: self-calibration, requiring a point predic…Read more