4 papers
Replicable Conformal Prediction
Marios Papamichalis, Regina Ruane, Theofanis Papamichalis
Two analysts who calibrate the same predictive model on independent samples will deploy different prediction sets every time, because the calibration threshold inherits the randomn…
Separating Time-Varying Network Composition from Predictive Dependence under Noisy Network Measurement
Marios Papamichalis, Regina Ruane, Theofanis Papamichalis
A common question about networked time series is whether outcomes changed because shocks transmit more strongly or because the pattern of connections changed. Standard practice ins…
Bayesian Predictive Synthesis for Dynamic Networks: Forecasting and Identifying Structural Mechanisms
Marios Papamichalis, Regina Ruane, Theofanis Papamichalis
Networks are shaped by competing structural mechanisms, such as communities, geometry, or hubs. In a dynamic network the most predictive mechanism can change, and a model tied to o…
State-Space Modeling of Time-Varying Spillovers on Networks
Marios Papamichalis, Regina Ruane, Theofanis Papamichalis
Many modern time series arise on networks, where each component is attached to a node and interactions follow observed edges. Classical time-varying parameter VARs (TVP-VARs) treat…