Conformal Bayesian Computation in Stan with post-processing in Numpy and Numba. Broadly follows this repo and the corresponding paper.
- cf. Numba speed-up with JAX.
- cf. width of conformal intervals with the jackknife (+) approach in Barber et al.
- refactor the package part of this repo
Fong, Edwin, and Chris C Holmes. 2021. ‘Conformal Bayesian Computation’. In Advances in Neural Information Processing Systems, 34:18268–79.
Barber, Rina Foygel, Emmanuel J. Candès, Aaditya Ramdas, and Ryan J. Tibshirani. 2021. ‘Predictive Inference with the Jackknife+’. The Annals of Statistics 49 (1): 486–507. https://doi.org/10.1214/20-AOS1965.