Confidence on the focal: conformal prediction with selection-conditional coverage
聚焦对象的置信保障:具有选择条件覆盖率的保形预测
Abstract Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific test unit(s) of interest, requiring uncertainty quantification tailored to these focal units. In such cases, marginally valid conformal prediction intervals may fail to provide valid coverage for the focal unit(s) due to selection…