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math.ST2025
Asymmetric Penalties Underlie Proper Loss Functions in Probabilistic Forecasting
Erez Buchweitz, João Vitor Romano, Ryan J. Tibshirani
Accurately forecasting the probability distribution of phenomena of interest is a classic and ever more widespread goal in statistics and decision theory. In comparison to point fo…
math.ST2024
Split Conformal Prediction and Non-Exchangeable Data
Roberto I. Oliveira, Paulo Orenstein, Thiago Ramos +1
Split conformal prediction (CP) is arguably the most popular CP method for uncertainty quantification, enjoying both academic interest and widespread deployment. However, the origi…