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Sequential Confidence Sets for Coverage-Constrained Conformal Model Selection

arXiv:2609.28522v1 Announce Type: new Abstract: Modern conformal forecasting systems often maintain several adaptive pipelines that differ in base forecasters, conformity scores, calibration windows, and update rules. Comparing them is difficult because coverage is a hard constraint, whereas effici…

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  1. 2026-09-25 04:00 · arXiv stat.ML
    Sequential Confidence Sets for Coverage-Constrained Conformal Model Selection

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