3 papers
math.ST2026
On Optimal Data Splitting for Split Conformal Prediction
Sayan Das, Bahram Yaghooti, Todd A. Kuffner +1
Conformal prediction and its variants, including the split conformal prediction, provide a distribution-free framework for uncertainty quantification by constructing prediction int…
stat.ME2026
Multi-Resolution Analysis of Variable Selection for Road Safety in St. Louis and Its Neighboring Area
Debjoy Thakur, Soumendra N. Lahiri
Generally, Lasso, Adaptive Lasso, and SCAD are standard approaches in variable selection in the presence of a large number of predictors. In recent years, during intensity function…
stat.ME2025
Fitting Sparse Markov Models to Categorical Time Series Using Convex Clustering
Tuhin Majumder, Soumendra Lahiri, Donald Martin
Higher-order Markov chains are frequently used to model categorical time series. However, a major problem with fitting such models is the exponentially growing number of parameters…