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stat.ML2026
Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series
Hanyang Jiang, Rina Foygel Barber, Ashwin Pananjady +1
Conformal prediction methods enjoy strong theoretical and empirical predictive inference performance, provided the data is exchangeable and is treated symmetrically during training…
stat.ML2026
Is Memorization Helpful or Harmful? Prior Information Sets the Threshold
Chen Cheng, Rina Foygel Barber
We examine the connection between training error and generalization error for arbitrary estimating procedures, working in an overparameterized linear model under general priors in…
stat.ML2025
Predictive inference for time series: why is split conformal effective despite temporal dependence?
Rina Foygel Barber, Ashwin Pananjady
We consider the problem of uncertainty quantification for prediction in a time series: if we use past data to forecast the next time point, can we provide valid prediction interval…