conditional quantile forecasting 1distribution-free testing 1feature-aware calibration 1model monitoring 1non-iid data 1
From the 1 of 2 linked papers with an AI index.
2 papers
cs.LG2026
Bet on Features: Anytime-Valid and Feature-Aware Auditing of Conditional Quantile Forecasters
Ivane Antonov, Sohom Mukherjee, Richard Pibernik +1
The paper proposes a distribution‑free, game‑theoretic framework for continuously auditing black‑box conditional quantile forecasters, allowing the auditor to detect miscalibration…
cs.LG2026
In-Context Learning for Data-Driven Censored Inventory Control
Sohom Mukherjee, Anh-Duy Pham, Richard Pibernik +1
We study inventory control with decision-dependent censoring, focusing on the censored or repeated newsvendor (R-NV), where each order quantity determines whether demand is fully o…