Empirical Frequentist Coverage of Deep Learning Uncertainty Quantification Procedures

This repo contains the code for the paper "Empirical Frequentist Coverage of Deep Learning Uncertainty Quantification Procedures" by Benjamin Kompa, Jasper Snoek, and Andrew Beam which is available here https://arxiv.org/pdf/2010.03039.pdf and was presented as an Oral Presentation at the ICML Distribution Free Uncertainty Quantification 2021 Workshop.