Multi-Scale Conformal Prediction: A Theoretical Framework with Coverage Guarantees
多尺度共形预测：具有覆盖保证的理论框架
We propose a multi-scale extension of conformal prediction, an approach that constructs prediction sets with finite-sample coverage guarantees under minimal statistical assumptions. Classic conformal prediction relies on a single notion of conformity, overlooking the multi-level structures that arise in applications such as image analysis, hierarchical data exploration, and multi-resolution time series modeling. In contrast, the proposed framework defines a distinct…