3 papers
stat.ME2025
Adaptive sample splitting for randomization tests
Yao Zhang, Zijun Gao
Randomization tests are widely used to generate finite-sample valid -values for causal inference on experimental data. However, when applied to subgroup analysis, these tests ma…
stat.ME2024
Posterior Conformal Prediction
Yao Zhang, Emmanuel J. Candès
Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on ave…
stat.ME2024
Bayesian CART models for aggregate claim modeling
Yaojun Zhang, Lanpeng Ji, Georgios Aivaliotis +1
This paper proposes three types of Bayesian CART (or BCART) models for aggregate claim amount, namely, frequency-severity models, sequential models and joint models. We propose a g…