This website accompanies the paper:

  • Predictive inference with the jackknife+.
    Rina Foygel Barber, Emmanuel J. Candès, Aaditya Ramdas, and Ryan Tibshirani. arXiv:1905.02928

This paper proposes the jackknife+, a modification of the jackknife method for providing prediction intervals based on any regression algorithm. The jackknife+ has theoretically guaranteed coverage for any data distribution and any algorithm. Here we give python code to reproduce the empirical results and plots in the paper.