Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu. Exact and Robust Conformal Inference Methods for Predictive Machine Learning with Dependent Data. In Sébastien Bubeck, Vianney Perchet, Philippe Rigollet, editors, Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018. Volume 75 of Proceedings of Machine Learning Research, pages 732-749, PMLR, 2018. [doi]
Abstract is missing.