2 papers
stat.ME2026
Billions-Scale Forecast Reconciliation
Tianyu Wang, Matthew C. Johnson, Steven Klee +1
The problem of combining multiple forecasts of related quantities that obey expected equality and additivity constraints, often referred to a hierarchical forecast reconciliation,…
stat.ML2026
Exact Minimum-Volume Confidence Set Intersection for Multinomial Outcomes
Heguang Lin, Binhao Chen, Mengze Li +2
Computation of confidence sets is central to data science and machine learning, serving as the workhorse of A/B testing and underpinning the operation and analysis of reinforcement…