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stat.ML2021
Comments on Leo Breiman's paper 'Statistical Modeling: The Two Cultures' (Statistical Science, 2001, 16(3), 199-231)
Jelena Bradic, Yinchu Zhu
Breiman challenged statisticians to think more broadly, to step into the unknown, model-free learning world, with him paving the way forward. Statistics community responded with sl…
stat.ML2018
Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Data
Victor Chernozhukov, Kaspar Wuthrich, Yinchu Zhu
We extend conformal inference to general settings that allow for time series data. Our proposal is developed as a randomization method and accounts for potential serial dependence…