8 problems

Let $\{W_j\}_{j\in\mathbb{Z}}$ be standard Gaussian variables and let $\epsilon_i=\sum_{j=i-t}^{i}W_j$ define a moving-average process of order $t$. Suppose $Y_i=f(X_i)+\epsilon_i$…

Let $\alpha$ be the significance level, which fixes the tolerated error, and let $\psi\in{\mathscr F}$ be a non-conformity score embodying modeling assumptions. Conjecture. The ana…

Half-coherence conjecture. The main reason that conformal prediction handles the vacuous-prior case more efficiently than other imprecise-probability frameworks is that CP enjoys h…

Tuning-parameter conjecture. The observed differences in tuning bias may be due to the large number of parameters tuned in these methods.

Let $m$ and $n$ denote the parameters governing the federated conformal prediction setting, let $\beta$ be the target miscoverage level, and let $\text{QQM}$ denote the QQM algorit…

Let a distribution-free prediction method be applied to a training dataset, and consider its training-conditional coverage guarantee. Bian et al.'s stability conjecture. An assumpt…

Efficiency conjecture. The proposed efficient doubly robust prediction algorithm is conjectured to be nearly as efficient as an oracle with a priori knowledge of the optimal predic…

A maximum likelihood estimator is considered in a parametric model, with the concentration inequality established in the paper based on score functions having functional subexponen…