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math.ST2026
A Martingale Approach To Fluctuations of Rank Estimators in Sensitivity Analysis
Reda Chhaibi, Fabrice Gamboa, Clément Pellegrini
Given a bivariate random pair , a natural problem is to estimate, from a single sample , quantities such as $\mathbb{E}\left[ \mathbb{E}[ Y\mid X ]^…
math.ST2025
Adaptive inference with random ellipsoids through Conformal Conditional Linear Expectation
Iain Henderson, Adrien Mazoyer, Fabrice Gamboa
We propose two new conformity scores for conformal prediction, in a general multivariate regression framework. The underlying score functions are based on a covariance analysis of…