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math.ST2022
Generating knockoffs via conditional independence
Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli +1
Let be a -variate random vector and a knockoff copy of (in the sense of \cite{CFJL18}). A new approach for constructing (henceforth, NA)…
stat.ME2022★ 1 cited
A probabilistic view on predictive constructions for Bayesian learning
Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen +2
Given a sequence of random observations, a Bayesian forecaster aims to predict based on for each . To this end, in princip…