Papers
Papers
Research papers accompanying this guide. Each has a permanent home under
/papers/.
Marginally Useful
Formalizing the Information Gap in Conformal Prediction
Conformal prediction gives a distribution-free, finite-sample guarantee of marginal coverage for a set, and it is easy to read this as more than it is. The paper separates coverage from forecast quality: for a fixed location predictor re-leveled by a single residual shape, the log-score regret to the oracle is exactly the mutual information between the residual and the input — the quantity conformalization cannot touch.
More papers will appear here.