3 papers
stat.ME2026
Online Bootstrap Inference for the Trend of Nonstationary Time Series
Thomas Nagler, Tobias Brock, Nicolai Palm
This article proposes an online bootstrap scheme for nonparametric level estimation in nonstationary time series. Our approach applies to a broad class of level estimators expressi…
math.ST2026
Uniform central limit theorems for non-stationary processes via relative weak convergence
Nicolai Palm, Thomas Nagler
Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge…
cs.LG2024
Label-wise Aleatoric and Epistemic Uncertainty Quantification
Yusuf Sale, Paul Hofman, Timo Löhr +3
We present a novel approach to uncertainty quantification in classification tasks based on label-wise decomposition of uncertainty measures. This label-wise perspective allows unce…