From conformal to probabilistic prediction

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Abstract

This paper proposes a new method of probabilistic prediction, which is based on conformal prediction. The method is applied to the standard USPS data set and gives encouraging results.

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Vovk, V., Petej, I., & Fedorova, V. (2014). From conformal to probabilistic prediction. IFIP Advances in Information and Communication Technology, 437, 221–230. https://doi.org/10.1007/978-3-662-44722-2_24

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