corymccartan / conformalbayes Goto Github PK

Hi @CoryMcCartan! Cool package 👍🏽 I want to add support for Conformalized Bayes in my Julia package as outlined here (Section 2.4, pp 10-11). I just had a look at your code for some inspiration and want to make sure I understand correctly: it looks like you're conformalizing point predictions (drawn from the posterior), is that right? In other words, conformal scores are not computed with respect to the posterior predictive density as described in the linked tutorial.

Thanks in advance!