Sequential inductive prediction intervals
arXiv:2312.04950v1h-index: 3
Originality Incremental advance
AI Analysis
This provides a theoretical framework for sequential prediction intervals, which is incremental but addresses a specific statistical challenge.
The paper tackles the problem of constructing prediction intervals with sequential inductive methods, introducing a 3-parameter PAC definition that enables simulation-based almost sharp bounds with high probability.
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.