4 papers · 1 filter
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…
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…
Estimating stationary mass, frequency by frequency
Milind Nakul, Vidya Muthukumar, Ashwin Pananjady
Suppose we observe a trajectory of length from an exponentially -mixing stochastic process over a finite but potentially large state space. We consider the problem of estim…
Just Wing It: Near-Optimal Estimation of Missing Mass in a Markovian Sequence
Ashwin Pananjady, Vidya Muthukumar, Andrew Thangaraj
We study the problem of estimating the stationary mass -- also called the unigram mass -- that is missing from a single trajectory of a discrete-time, ergodic Markov chain. This pr…