A0899
Title: Model-free bootstrap and conformal prediction in regression
Authors: Dimitris Politis - University of California, San Diego (United States) [presenting]
Yiren Wang - University of California San Diego (United States)
Abstract: Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two main threads of development are conformal prediction and Model-free prediction. The two are contrasted with an emphasis on conditional inference.
