Confidence on the Focal: Conformal Prediction with Selection-Conditional
Coverage
Confidence on the Focal: Conformal Prediction with Selection-Conditional
Coverage
Conformal prediction builds marginally valid prediction intervals which cover the unknown outcome of a randomly drawn new test point with a prescribed probability. In practice, a common scenario is that, after seeing the test unit(s), practitioners decide which test unit(s) to focus on in a data-driven manner, and wish to …