{"id":2907,"date":"2019-03-10T22:37:49","date_gmt":"2019-03-11T02:37:49","guid":{"rendered":"https:\/\/cyrussamii.com\/?p=2907"},"modified":"2019-03-11T08:35:32","modified_gmt":"2019-03-11T12:35:32","slug":"conformal-inference-tutorial","status":"publish","type":"post","link":"https:\/\/cyrussamii.com\/?p=2907","title":{"rendered":"Conformal inference tutorial"},"content":{"rendered":"<p>I am doing some work on conformal prediction methods, which allow for doing predictive regression-based inference with minimal assumptions.  Mostly to help myself understand the methods in algorithmic terms, I created the following tutorial: <a href=\"https:\/\/cdsamii.github.io\/cds-demos\/conformal\/conformal-tutorial.html\">link<\/a>.<\/p>\n<p>An accessible introduction is offered in this paper by Lei et al. (2017, <a href=\"https:\/\/arxiv.org\/abs\/1604.04173\">arxiv<\/a>), which accompanies the R package, `conformalInference` (<a href=\"https:\/\/github.com\/ryantibs\/conformal\">github<\/a>). They demonstrate conformal inference methods in connection with high dimensional regression and covariate selection.<\/p>\n<p>In the causal inference literature, Chernozhukov et al. (2017, <a href=\"https:\/\/arxiv.org\/abs\/1712.09089\">arxiv<\/a>) use conformal methods for robust inference with synthetic control and related panel methods.  Coauthors and I are doing some more work in this area.<\/p>\n<p>Chernozhukov et al. (2018, <a href=\"\u201chttps:\/\/arxiv.org\/abs\/1802.06300\u201d\">arxiv<\/a>) also have new work extending conformal inference to time series and other dependent-data settings.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>I am doing some work on conformal prediction methods, which allow for doing predictive regression-based inference with minimal assumptions. Mostly to help myself understand the methods in algorithmic terms, I created the following tutorial: link. An accessible introduction is offered in this paper by Lei et al. (2017, arxiv), which accompanies the R package, `conformalInference` &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/cyrussamii.com\/?p=2907\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\"> &#8220;Conformal inference tutorial&#8221;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-2907","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/posts\/2907","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2907"}],"version-history":[{"count":7,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/posts\/2907\/revisions"}],"predecessor-version":[{"id":2915,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=\/wp\/v2\/posts\/2907\/revisions\/2915"}],"wp:attachment":[{"href":"https:\/\/cyrussamii.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2907"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2907"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/cyrussamii.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2907"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}