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What is Multivariate Conformal Prediction via OT about?

This document presents a novel approach to multivariate conformal prediction (CP) using optimal transport (OT), termed OT-CP, which addresses the challenges of ranking multivariate scores. The method constructs distribution-free prediction sets that maintain coverage guarantees while extending CP techniques to multidimensional settings. The authors demonstrate the effectiveness of OT-CP on benchmark datasets for multivariate regression problems, highlighting its advantages over traditional univariate CP met

Author

WarKING GAMING

Language

EN