2 papers
math.ST2025
Distributional regression with reject option
Ahmed Zaoui, Clément Dombry
Selective prediction, where a model has the option to abstain from making a decision, is crucial for machine learning applications in which mistakes are costly. In this work, we fo…
math.ST2024
Distributional regression: CRPS-error bounds for model fitting, model selection and convex aggregation
Clément Dombry, Ahmed Zaoui
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise unce…