Showing stat.MEShow all
3 papers · 1 filter
stat.ME2026
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…
stat.ME2025
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…
stat.ME2024
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…