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isotonic-calibration
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An implementation of Self-Calibrating Conformal Prediction, accepted to Neurips 2024. SC-CP combines Venn-Abers calibration and conformal prediction to deliver calibrated point predictions alongside prediction intervals with finite-sample validity conditional on these predictions.
calibrationuncertainty-quantificationconformal-predictionprediction-intervalsvenn-abersisotonic-calibrationpredictive-inference
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Jan 28, 2025 - Jupyter Notebook
Code for causal isotonic calibration for heterogeneous treatment effects (appeared in ICML, 2023)
machine-learningcalibrationatecausal-inferencecateheterogeneous-treatment-effectscross-fittingisotonic-calibrationdebiased
- Updated
Aug 18, 2023 - R
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