5 papers
Uncertainty quantification for expectation-calibrated predictions
Georgios Gavrilopoulos, Johanna Ziegel
The existing literature on model calibration focuses mainly on classification and probabilistic prediction. In this work, we address calibrated point predictions for the conditiona…
Matrix asymptotic calculus for plug-in maximum likelihood estimators in finite Markov chains
Georgios Gavrilopoulos, Samis Trevezas, Irene Votsi
In this work, we develop a unified matrix-level asymptotic calculus for plug-in non-parametric maximum likelihood estimators in finite Markov models. Starting from the asymptotic d…
In-sample calibration yields conformal calibration guarantees
Sam Allen, Georgios Gavrilopoulos, Alexander Henzi +2
Conformal prediction produces a set of predictions that has out-of-sample calibration guarantees by construction, under the assumption of exchangeability. In this work, we study th…
Sequential model confidence sets
Sebastian Arnold, Georgios Gavrilopoulos, Benedikt Schulz +1
In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (201…
Universal Taylor Series in several variables depending on parameters
Giorgos Gavrilopoulos, Konstantinos Maronikolakis, Vassili Nestoridis
We establish generic existence of Universal Taylor Series on products of planar simply connected domains where the universal approximation holds on products $K…