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

Contribution grade

AI uncertainty, reliability and selective prediction · Human-designed research method or resource

Reference score185,000Provisional editorial estimate of this exact contribution; its grade is assessed separately.

What changed

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

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. 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.

Evidence

The linked original sources describe the stated contribution and its evidence limits. WRS has not independently rerun the experiments or certified a proof. 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.

Contributors

Provisional WRS assessment, edition 2026-10-16.1. Independent expert calibration is pending. This grade does not certify correctness or assign ownership.

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