95% PIs
|
p= 10
|
p= 500
|
---|
|
mboost
|
quantregForest
|
mboost
|
quantregForest
|
---|
Linear setup
| | | | |
|
0.9454
|
0.9948
|
0.9361
|
0.9997
|
|
0.9489
|
0.9689
|
0.9425
|
0.9889
|
|
0.9466
|
0.9561
|
0.9418
|
0.9609
|
|
0.9437
|
0.9307
|
0.9400
|
0.9471
|
|
0.9405
|
0.9310
|
0.9373
|
0.9534
|
Non-linear setup
| | | | |
|
0.9486
|
0.9721
|
0.9662
|
0.9832
|
|
0.9494
|
0.9925
|
0.9623
|
0.9961
|
|
0.9490
|
0.9940
|
0.9521
|
0.9954
|
|
0.9460
|
0.9785
|
0.9407
|
0.9792
|
|
0.9314
|
0.8743
|
0.9171
|
0.8942
|
- Mean conditional coverage resulting from 95% PIs for both setups and both scenarios. In every row, the value of the better performing algorithm (with the mean conditional coverage closer to the expected coverage of 95%) for each setup is printed in bold.