Recent Progress in Predictive Inference - Emmanuel Candes, Stanford University
Alan Turing Institute via YouTube
Overview
Syllabus
Intro
Data ethics 101: convey uncertainty and reliable outcomes
Previous work on conformal inference
Prediction intervals
Setting with perfect knowledge
Formulate quantile estimation as a learning task
Validity for unseen data?
Calibrate: how?
Comparison with other implementations of conformal inference
Predicting utilization of medical services
Online methods?
Adapting conformal to distribution shift
Connections
Estimating volatility in the stock market
Distribution free theory
Hidden Markov model
Predicting county level election results
From tolerance region to PAC-learning
Learn then test: risk calibration via multiple hypothesis testing
Example: object detection
Summary
Taught by
Alan Turing Institute