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20212026
most citedThe One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions

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math.ST2026

Retrieving predictive densities from conformal predictive distributions

Dan Andrei Tudor, Dorota Kurowicka, Balint Negyesi +1

Conformal prediction intervals are used to construct marginally well-calibrated regions around point predictions. Recent work has focused on extending these ideas to conformal pred…