南方科技大学知识苑(SUSTech KC): Incorporating Relative Error Criterion to Conformal Prediction for Positive Data

题名	Incorporating Relative Error Criterion to Conformal Prediction for Positive Data
作者	Luo, Yuxiang 1; Wei, Yang 1; Li, Zhouping 1; Jing, Bing-Yi2
通讯作者	Li, Zhouping; Jing, Bing-Yi
发表日期	2023-09-01
DOI	10.1007/s40304-023-00360-8
发表期刊	COMMUNICATIONS IN MATHEMATICS AND STATISTICS 影响因子和分区
ISSN	2194-6701
EISSN	2194-671X
摘要	Positive data are very common in many scientific fields and applications; for these data, it is known that estimation and inference based on relative error criterion are superior to that of absolute error criterion. In prediction problems, conformal prediction provides a useful framework to construct flexible prediction intervals based on hypothesis testing, which has been actively studied in the past decade. In view of the advantages of the relative error criterion for regression problems with positive responses, in this paper, we combine the relative error criterion (REC) with conformal prediction to develop a novel REC-based predictive inference method to construct prediction intervals for the positive response. The proposed method satisfies the finite sample global coverage guarantee and to some extent achieves the local validity. We conduct extensive simulation studies and two real data analysis to demonstrate the competitiveness of the new proposed method.
关键词	Conformal prediction Neural network Positive responses Relative error criterion Regression data
相关链接	[来源记录]
收录类别	SCI
语种	英语
学校署名	通讯
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:001056285600001
出版者	SPRINGER HEIDELBERG
来源库	Web of Science
引用统计	被引频次[WOS]：0
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/553537
专题	理学院_统计与数据科学系
作者单位	1.Lanzhou Univ, Ctr Data Sci, Sch Math & Stat, Lanzhou 730000, Peoples R China 2.Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen 518055, Peoples R China
通讯作者单位	统计与数据科学系
推荐引用方式 GB/T 7714	Luo, Yuxiang,Wei, Yang,Li, Zhouping,et al. Incorporating Relative Error Criterion to Conformal Prediction for Positive Data[J]. COMMUNICATIONS IN MATHEMATICS AND STATISTICS,2023.
APA	Luo, Yuxiang,Wei, Yang,Li, Zhouping,&Jing, Bing-Yi.(2023).Incorporating Relative Error Criterion to Conformal Prediction for Positive Data.COMMUNICATIONS IN MATHEMATICS AND STATISTICS.
MLA	Luo, Yuxiang,et al."Incorporating Relative Error Criterion to Conformal Prediction for Positive Data".COMMUNICATIONS IN MATHEMATICS AND STATISTICS (2023).