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stat.ML2026
Identifiable Markov Switching Models with Instantaneous Effects and Exponential Families
Roel Hulsman, Carles Balsells-Rodas, Sara Magliacane
Temporal systems often exhibit non-stationary behaviour, such as seasonal climate variation or glucose fluctuations in patients with type-1 diabetes. One way to model non-stationar…
stat.ML2022★ 2 cited
Distribution-Free Finite-Sample Guarantees and Split Conformal Prediction
Roel Hulsman
Modern black-box predictive models are often accompanied by weak performance guarantees that only hold asymptotically in the size of the dataset or require strong parametric assump…