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math.ST2026
Some cautionary tales about Bayesian predictive inference
Emanuela Dreassi, Fabrizio Leisen, Luca Pratelli +1
Two misunderstandings, frequently arising in Bayesian predictive inference, are discussed. The first deals with the data generating mechanism, while the second consists in overesti…
stat.ML2026
Conformalized Super Learner
Zhanli Wu, Fabrizio Leisen, Miguel-Angel Luque-Fernandez +1
The Super Learner (SL) is a widely used ensemble method that combines point predictions from a library of learners based on their predictive performance. Interval predictions are o…