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Jackknife+ intervals from leave-one-out predictions and residuals

Forms prediction-interval endpoints from leave-one-out predictions at the new input paired with their held-out residuals, obtaining a distribution-free coverage guarantee for symmetric learning algorithms.

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Forms prediction-interval endpoints from leave-one-out predictions at the new input paired with their held-out residuals, obtaining a distribution-free coverage guarantee for symmetric learning algorithms.

Source-linked catalogue note. A detailed explanatory guide has not yet been prepared for this entry.

Scientific scope

Under exchangeable data and permutation-invariant fitting, the worst-case coverage guarantee is 1−2α for a target of 1−α. Near-nominal theoretical coverage requires additional stability conditions; empirical near-nominal behavior is not a universal guarantee.

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People and systems

Rina Foygel Barber; Emmanuel J. Candès; Aaditya Ramdas; Ryan J. Tibshirani

Source-listed authors or explicitly credited technical contributors for the cited versions. Family entries retain source-specific attribution; a combined list is not one original-paper byline or equal individual work. Names alone do not establish resolved identities.

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English catalogue narrative

Jackknife+ intervals from leave-one-out predictions and residuals

Forms prediction-interval endpoints from leave-one-out predictions at the new input paired with their held-out residuals, obtaining a distribution-free coverage guarantee for symmetric learning algorithms.

Scientific scope

Under exchangeable data and permutation-invariant fitting, the worst-case coverage guarantee is 1−2α for a target of 1−α. Near-nominal theoretical coverage requires additional stability conditions; empirical near-nominal behavior is not a universal guarantee.

Reading status

This is a source-linked WRS catalogue note. A full explanatory guide and independent scientific reconstruction have not been completed for this entry. Read the identified original work for its complete narrative and arguments.

People and systems

Rina Foygel Barber; Emmanuel J. Candès; Aaditya Ramdas; Ryan J. Tibshirani

Source-listed authors or explicitly credited technical contributors for the cited versions. Family entries retain source-specific attribution; a combined list is not one original-paper byline or equal individual work. Names alone do not establish resolved identities.

Original sources