5 papers
Conformal Prediction via Transported Beta Laws
Thiago R. Ramos, Helton Graziadei, Luben M. C. Cabezas
Split conformal prediction provides finite-sample marginal coverage under exchangeability, but this guarantee averages over the random calibration sample. We study instead the law…
Skew-adaptive conformal prediction
Paulo C. Marques F., Helton Graziadei
We develop a skew-adaptive extension of split conformal prediction for regression. The method starts from an asymmetric interval family centered at a point prediction and uses the…
Actuarial Learning for Pension Fund Mortality Forecasting
Eduardo Fraga L. de Melo, Helton Graziadei, Rodrigo Targino
For the assessment of the financial soundness of a pension fund, it is necessary to take into account mortality forecasting so that longevity risk is consistently incorporated into…
Projected random forests and conformal prediction of circular data
Paulo C. Marques F., Rinaldo Artes, Helton Graziadei
We apply conformal prediction techniques to regression problems with circular responses, producing prediction sets with adaptive arc length and finite-sample coverage guarantees fo…
Learning a latent pattern of heterogeneity in the innovation rates of a time series of counts
Helton Graziadei, Hedibert F. Lopes, Paulo C. Marques F
We develop a Bayesian hierarchical semiparametric model for phenomena related to time series of counts. The main feature of the model is its capability to learn a latent pattern of…