How about weather forecasting as an application where prediction intervals for nonparametric regression with marginal guarantees can be useful? The residuals are plausibly exchangeable, and it's not a setting where we are using the forecasts to influence the outcome.
How about weather forecasting as an application where prediction intervals for nonparametric regression with marginal guarantees can be useful? The residuals are plausibly exchangeable, and it's not a setting where we are using the forecasts to influence the outcome.