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math.ST2025
Distribution free M-estimation
Felipe Areces, John C. Duchi
The basic question of delineating those statistical problems that are solvable without making any assumptions on the underlying data distribution has long animated statistics and l…
math.ST2025
A Few Observations on Sample-Conditional Coverage in Conformal Prediction
John C. Duchi
We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split confor…