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stat.ME2025
Bayesian Models for Joint Selection of Features and Auto-Regressive Lags: Theory and Applications in Environmental and Financial Forecasting
Alokesh Manna, Sujit K. Ghosh
We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting…
stat.ML2025
Distribution-free inference for LightGBM and GLM with Tweedie loss
Alokesh Manna, Aditya Vikram Sett, Dipak K. Dey +3
Prediction uncertainty quantification is a key research topic in recent years scientific and business problems. In insurance industries (\cite{parodi2023pricing}), assessing the ra…