5 papers
Some cautionary tales about Bayesian predictive inference
Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli +1
Two misunderstandings, frequently arising in Bayesian predictive inference, are discussed. The first deals with the data generating mechanism, while the second consists in overesti…
Conformalized Regression for Continuous Bounded Outcomes
Zhanli Wu, Fabrizio Leisen, F. Javier Rubio
Regression problems with bounded continuous outcomes frequently arise in statistical and machine learning applications, such as the analysis of rates and proportions. A central cha…
Conformalized Super Learner
Zhanli Wu, Fabrizio Leisen, Miguel-Angel Luque-Fernandez +1
The Super Learner (SL) is a widely used ensemble method that combines predictions from a library of learners based on their predictive performance. Interval predictions are of cons…
Weak convergence of predictive distributions
Fabrizio Leisen, Luca Pratelli, Pietro Rigo
Let be a sequence of random variables with values in a standard Borel space . We investigate the condition \begin{gather}\label{x56w1q} E\bigl\{f(X_{n+1})\mid X_1,\ldots…
Asymptotics of predictive distributions driven by sample means and variances
Samuele Garelli, Fabrizio Leisen, Luca Pratelli +1
Let be the predictive distributions of a sequence of -dimensional random vectors. Suppose $$α_n…