Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A comparison of some conformal quantile regression methods   We compare two recently proposed methods that combine ideas from conformal
inference and quantile regression to produce locally adaptive and marginally
valid prediction intervals under sample exchangeability (Romano et al., 2019;
Kivaranovic et al., 2019). First, we prove that these two approaches are
asymptotically efficient in large samples, under some additional assumptions.
Then we compare them empirically on simulated and real data. Our results
demonstrate that the method in Romano et al. (2019) typically yields tighter
prediction intervals in finite samples. Finally, we discuss how to tune these
procedures by fixing the relative proportions of observations used for training
and conformalization.

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The categories of this paper are: acc-phys
8
The categories of this paper are: hep-ex
35
The categories of this paper are: mtrl-th
28
The categories of this paper are: alg-geom
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The categories of this paper are: solv-int
11
The categories of this paper are: hep-lat
27
The categories of this paper are: comp-gas
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph
4
The categories of this paper are: cond-mat
21
The categories of this paper are: adap-org
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The categories of this paper are: math-ph
33
The categories of this paper are: plasm-ph
36
The categories of this paper are: cmp-lg
15
The categories of this paper are: nucl-ex
22
The categories of this paper are: chao-dyn