32 citations · 200 across the 24 of their papers we have counts for
4 papers · 1 filter
Integrating Uncertainty Awareness into Conformalized Quantile Regression
Raphael Rossellini, Rina Foygel Barber, Rebecca Willett
Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response given covariates , without making distributional a…
Functional Autoregressive Processes in Reproducing Kernel Hilbert Spaces
Daren Wang, Zifeng Zhao, Rebecca Willett +1
We study the estimation and prediction of functional autoregressive~(FAR) processes, a statistical tool for modeling functional time series data. Due to the infinite-dimensional na…
Localizing Changes in High-Dimensional Regression Models
Alessandro Rinaldo, Daren Wang, Qin Wen +2
This paper addresses the problem of localizing change points in high-dimensional linear regression models with piecewise constant regression coefficients. We develop a dynamic prog…
Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes
Daren Wang, Yi Yu, Rebecca Willett
High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood o…