Conformal Prediction on Synthetic Data sample size 5000 (test)
90.7Marginal CoverageCIR
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| CIRSkew=1.71, Sample size=50002026.01 | 90.7 | 89.7 | 5.11 | 0.687 | |
| CIRSkew=0.66, Sample size=50002026.01 | 90.6 | 89.8 | 5.9 | 0.71 | |
| CIRSkew=2.70, Sample size=50002026.01 | 90.5 | 89.5 | 3.776 | 0.663 | |
| CIRSample size (|I|)=5000, Skewness=2.7, Base Model=Deep quantile model2026.01 | 90.5 | 89.5 | 3.776 | 0.663 | |
| CIR+Skew=0.66, Sample size=50002026.01 | 90.2 | 88.9 | 5.715 | 0.911 | |
| CIR+Skew=1.71, Sample size=50002026.01 | 90.2 | 89.1 | 4.87 | 0.887 | |
| CHRSkew=0.66, Sample size=50002026.01 | 90.1 | 89.1 | 5.627 | 106.995 | |
| CHRSkew=1.71, Sample size=50002026.01 | 90.1 | 89.1 | 4.785 | 103.026 | |
| CHRSkew=2.70, Sample size=50002026.01 | 90.1 | 88.9 | 3.389 | 103.637 | |
| CHRSample size (|I|)=5000, Skewness=2.7, Base Model=Deep quantile model2026.01 | 90.1 | 88.9 | 3.389 | 103.637 | |
| CQRSkew=0.66, Sample size=50002026.01 | 90 | 88.3 | 5.95 | 0.018 | |
| CQRSkew=1.71, Sample size=50002026.01 | 90 | 88.8 | 5.436 | 0.02 | |
| CQRSkew=2.70, Sample size=50002026.01 | 90 | 87.5 | 5.345 | 0.019 | |
| CIR+Skew=2.70, Sample size=50002026.01 | 90 | 88.9 | 3.643 | 0.862 | |
| CQRSample size (|I|)=5000, Skewness=2.7, Base Model=Deep quantile model2026.01 | 90 | 87.5 | 5.345 | 0.019 | |
| CIR+Sample size (|I|)=5000, Skewness=2.7, Base Model=Deep quantile model2026.01 | 90 | 88.9 | 3.643 | 0.862 |