§ Problem Statement
§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Distribution-free prediction bands for non-parametric regression
Jing Lei, Larry Wasserman (2014)
Journal of the Royal Statistical Society Series B
📍 Section 5 (Discussion), paragraph beginning “Many open questions remain … how can we efficiently compute predictive intervals for this problem?”, p. 17 (arXiv:1903.04684v2).
[2]
The limits of distribution-free conditional predictive inference
Rina Foygel Barber, Emmanuel Candès, Aaditya Ramdas, Ryan Tibshirani (2021)
Information and Inference
[3]
Conformalized Quantile Regression
Yaniv Romano, Evan Patterson, Emmanuel Candès (2019)
NeurIPS
📍 Section 3 (Method), Theorem 1 (distribution-free coverage guarantee for conformalized quantile regression), p. 4.