15 citations · 24 across the 11 of their papers we have counts for
11 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…
Universal distribution of the empirical coverage in split conformal prediction
Paulo C. Marques F
When split conformal prediction operates in batch mode with exchangeable data, we determine the exact distribution of the empirical coverage of prediction sets produced for a finit…
Confidence intervals for the random forest generalization error
Paulo C. Marques F
We show that the byproducts of the standard training process of a random forest yield not only the well known and almost computationally free out-of-bag point estimate of the model…
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…
Predictive analysis of microarray data
Paulo C. Marques F., Carlos A. de B. Pereira
Microarray gene expression data are analyzed by means of a Bayesian nonparametric model, with emphasis on prediction of future observables, yielding a method for selection of diffe…
On the computation of the marginal likelihood
Paulo C. Marques F
We describe briefly in this note a procedure for consistently estimating the marginal likelihood of a statistical model through a sample from the posterior distribution of the mode…
Bayesian Analysis of Simple Random Densities
Paulo C. Marques F., Carlos A. de B. Pereira
A tractable nonparametric prior over densities is introduced which is closed under sampling and exhibits proper posterior asymptotics.
Master Equation for a Particle Coupled to a Two-Level Reservoir
Paulo C. Marques, Antonio H. Castro Neto
We study the quantum dissipative dynamics of a particle coupled linearly to a set of two-level systems (the heat bath) via the master equation method which we extract from the path…