1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2025
Conditional validity and a fast approximation formula of full conformal prediction sets
Nicolai Amann
Prediction sets based on full conformal prediction have seen an increasing interest in statistical learning due to their universal marginal coverage guarantees. However, practition…
math.ST2023★ 1 cited
Uncertainty quantification via cross-validation and its variants under algorithmic stability
Nicolai Amann, Hannes Leeb, Lukas Steinberger
Recently, there has been substantial interest in statistical guarantees for cross-validation (CV) methods of uncertainty quantification in statistical learning (cf. Barber et al. 2…
math.ST2018
Uniform Asymptotics and Confidence Regions Based on the Adaptive Lasso with Partially Consistent Tuning
Nicolai Amann, Ulrike Schneider
We consider the adaptive Lasso estimator with componentwise tuning in the framework of a low-dimensional linear regression model. In our setting, at least one of the components is…