5 papers
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…
Stacked conformal prediction
Paulo C. Marques F
We consider a method for conformalizing a stacked ensemble of predictive models, showing that the potentially simple form of the meta-learner at the top of the stack enables a proc…
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…
Conformal prediction for frequency-severity modeling
Helton Graziadei, Paulo C. Marques F., Eduardo F. L. de Melo +1
We present a model-agnostic framework for the construction of prediction intervals of insurance claims, with finite sample statistical guarantees, extending the technique of split…
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…