3 papers
math.ST2022
Prediction intervals with controlled length in the heteroscedastic Gaussian regression
Christophe Denis, Mohamed Hebiri, Ahmed Zaoui
We tackle the problem of building a prediction interval in heteroscedastic Gaussian regression. We focus on prediction intervals with constrained expected length in order to guaran…
stat.ML2021
Variance function estimation in regression model via aggregation procedures
Ahmed Zaoui
In the regression problem, we consider the problem of estimating the variance function by the means of aggregation methods. We focus on two particular aggregation setting: Model Se…
stat.ML2020
Regression with reject option and application to kNN
Christophe Denis, Mohamed Hebiri, Ahmed Zaoui
We investigate the problem of regression where one is allowed to abstain from predicting. We refer to this framework as regression with reject option as an extension of classificat…