2 citations · 2 across the 6 of their papers we have counts for
6 papers
Probabilistic Object Detection with Conformal Prediction
Christopher Ries, Moussa Kassem Sbeyti, Nicolas Bianco +1
Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliabl…
Scalable and Robust Spatial Prediction via Multi-Resolution Ensembles of Predictive Processes
Nicolas Bianco, Nadja Klein
Gaussian processes provide a flexible framework for spatial prediction, but their computational cost limits applicability to large-scale data with large sample size . Predictive…
Computationally efficient segmentation for non-stationary time series with oscillatory patterns
Nicolas Bianco, Lorenzo Cappello
We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the proces…
Scalable Variational Bayes Inference for Dynamic Variable Selection
Nicolas Bianco, Mauro Bernardi, Daniele Bianchi
We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined g…
Flexible variational approximations for stochastic volatility-managed portfolios
Nicolas Bianco, Mauro Bernardi
This paper investigates volatility-managed portfolios through a variational Bayes approach that smooths stochastic volatility forecasts. Our algorithm exhibits competitive performa…
Variational inference for large Bayesian vector autoregressions
Mauro Bernardi, Daniele Bianchi, Nicolas Bianco
We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a co…