The problem of individualized prediction can be addressed using variants of conformal prediction, obtaining the intervals to which the actual values of the variables of interest belong. Here we present a method based on detecting the observations that may be relevant for a given question and then using simulated controls to yield the intervals for the predicted values. This method is shown to be adaptive and able to detect the presence of latent relevant variables.

翻译：个体化预测问题可通过共形预测的变体来解决，从而获取目标变量实际值所属的区间。本文提出一种方法，基于检测可能与特定问题相关的观测值，并利用模拟对照组得出预测值的区间。该方法被证明具有自适应性，且能够检测潜在相关变量的存在。