2 papers
stat.ME2025
In-sample calibration yields conformal calibration guarantees
Sam Allen, Georgios Gavrilopoulos, Alexander Henzi +2
Conformal prediction produces a set of predictions that has out-of-sample calibration guarantees by construction, under the assumption of exchangeability. In this work, we study th…
stat.ME2020
Distributional (Single) Index Models
Alexander Henzi, Gian-Reto Kleger, Johanna F. Ziegel
A Distributional (Single) Index Model (DIM) is a semi-parametric model for distributional regression, that is, estimation of conditional distributions given covariates. The method…