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Watch a comprehensive mathematics lecture where Rina Foygel Barber delivers a two-part tutorial on conformal prediction and distribution-free inference at the Centre International de Rencontres Mathématiques in Marseille, France. Explore fundamental concepts including holdout set methods, full conformal prediction, cross-validation techniques, and calibration procedures, with emphasis on adapting these methods for robust uncertainty quantification without sacrificing accuracy. Delve into advanced extensions covering weighted conformal prediction, localized methods, online conformal prediction, and outlier detection. Access this 57-minute recording, complete with chapter markers, keywords, abstracts, and bibliographies, through CIRM's Audiovisual Mathematics Library, where it was filmed during the thematic meeting "Meeting in Mathematical Statistics: New challenges in high-dimensional statistics" in December 2024.
