activity
20192026
most citedConformal Prediction: a Unified Review of Theory and New Challenges

175 citations · 245 across the 15 of their papers we have counts for

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12 papers · 1 filter

stat.ME2026

Generalized propensity score weighting for functional causal inference framework

Simone Ciardulli, Nicole Fontana, Simone Vantini +1

Estimating causal effects in observational studies requires adjustment for confounding, a task that becomes challenging when the exposure is a function observed over a continuous d…

stat.ME2023

Local inference for functional data on manifold domains using permutation tests

Niels Lundtorp Olsen, Alessia Pini, Simone Vantini

Pini and Vantini (2017) introduced the interval-wise testing procedure which performs local inference for functional data defined on an interval domain, where the output is an adju…

stat.ME2023

funLOCI: a local clustering algorithm for functional data

Jacopo Di Iorio, Simone Vantini

Nowadays, more and more problems are dealing with data with one infinite continuous dimension: functional data. In this paper, we introduce the funLOCI algorithm which allows to id…

stat.ME2022★ 14 cited

Conformal Prediction Bands for Two-Dimensional Functional Time Series

Niccolò Ajroldi, Jacopo Diquigiovanni, Matteo Fontana +1

Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework…

stat.ME2022★ 1 cited

conformalInference.multi and conformalInference.fd: Twin Packages for Conformal Prediction

Paolo Vergottini, Matteo Fontana, Jacopo Diquigiovanni +2

Building on top of a regression model, Conformal Prediction methods produce distribution free prediction sets, requiring only i.i.d. data. While R packages implementing such method…

stat.ME2021

Distribution-Free Prediction Bands for Multivariate Functional Time Series: an Application to the Italian Gas Market

Jacopo Diquigiovanni, Matteo Fontana, Simone Vantini

Uncertainty quantification in forecasting represents a topic of great importance in energy trading, as understanding the status of the energy market would enable traders to directl…

stat.ME2021

Conformal Prediction Bands for Multivariate Functional Data

Jacopo Diquigiovanni, Matteo Fontana, Simone Vantini

Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodologica…

stat.ME2020★ 14 cited

Adaptive Smoothing Spline Estimator for the Function-on-Function Linear Regression Model

Fabio Centofanti, Antonio Lepore, Alessandra Menafoglio +2

In this paper, we propose an adaptive smoothing spline (AdaSS) estimator for the function-on-function linear regression model where each value of the response, at any domain point,…

stat.ME2020

Ridge regression with adaptive additive rectangles and other piecewise functional templates

Edoardo Belli, Simone Vantini

We propose an -based penalization algorithm for functional linear regression models, where the coefficient function is shrunk towards a data-driven shape template , which…

stat.ME2020★ 33 cited

Smooth Lasso Estimator for the Function-on-Function Linear Regression Model

Fabio Centofanti, Matteo Fontana, Antonio Lepore +1

A new estimator, named S-LASSO, is proposed for the coefficient function of the Function-on-Function linear regression model. The S-LASSO estimator is shown to be able to increase…

stat.ME2020

Global Sensitivity and Domain-Selective Testing for Functional-Valued Responses: An Application to Climate Economy Models

Matteo Fontana, Massimo Tavoni, Simone Vantini

Understanding the dynamics and evolution of climate change and associated uncertainties is key for designing robust policy actions. Computer models are key tools in this scientific…

stat.ME2019

False Discovery Rate for Functional Data

Niels Lundtorp Olsen, Alessia Pini, Simone Vantini

Since Benjamini and Hochberg introduced false discovery rate (FDR) in their seminal paper, this has become a very popular approach to the multiple comparisons problem. An increasin…