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This book constitutes the refereed proceedings of the 5th International Symposium on Conformal and Probabilistic Prediction with Applications, COPA 2016, held in Madrid, Spain, in April 2016.

The 14 revised full papers presented together with 1 invited paper were carefully reviewed and selected from 23 submissions and cover topics on theory of conformal prediction; applications of conformal prediction; and machine learning.

This book constitutes the refereed proceedings of the Third International Symposium on Statistical Learning and Data Sciences, SLDS 2015, held in Egham, Surrey, UK, April 2015.
The 36 revised full papers presented together with 2 invited papers were carefully reviewed and selected from 59 submissions. The papers are organized in topical sections on statistical learning and its applications, conformal prediction and its applications, new frontiers in data analysis for nuclear fusion, and geometric data analysis.

This book is about conformal prediction, an approach to prediction that originated in machine learning in the late 1990s. The main feature of conformal prediction is the principled treatment of the reliability of predictions. The prediction algorithms described — conformal predictors — are provably valid in the sense that they evaluate the reliability of their own predictions in a way that is neither over-pessimistic nor over-optimistic (the latter being especially dangerous). The approach is still flexible enough to incorporate most of the existing powerful methods of machine...

Algorithmic Learning in a Random World describes recent theoretical and experimental developments in building computable approximations to Kolmogorov's algorithmic notion of randomness. Based on these approximations, a new set of machine learning algorithms have been developed that can be used to make predictions and to estimate their confidence and credibility in high-dimensional spaces under the usual assumption that the data are independent and identically distributed (assumption of randomness). Another aim of this unique monograph is to outline some limits of predictions:...