3 papers
math.ST2026
Matrix asymptotic calculus for plug-in maximum likelihood estimators in finite Markov chains
Georgios Gavrilopoulos, Samis Trevezas, Irene Votsi
In this work, we develop a unified matrix-level asymptotic calculus for plug-in non-parametric maximum likelihood estimators in finite Markov models. Starting from the asymptotic d…
stat.ME2026
Sequential model confidence sets
Sebastian Arnold, Georgios Gavrilopoulos, Benedikt Schulz +1
In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (201…
stat.ME2025
In-sample calibration yields conformal calibration guarantees
Sam Allen, Georgios Gavrilopoulos, Alexander Henzi +2
Conformal predictive systems allow forecasters to issue predictive distributions for real-valued future outcomes that have out-of-sample calibration guarantees. On a more abstract…