24 citations · 37 across the 12 of their papers we have counts for
13 papers
On Optimal Data Splitting for Split Conformal Prediction
Sayan Das, Bahram Yaghooti, Todd A. Kuffner +1
Conformal prediction and its variants, including the split conformal prediction, provide a distribution-free framework for uncertainty quantification by constructing prediction int…
Online Bootstrap Inference with Nonconvex Stochastic Gradient Descent Estimator
Yanjie Zhong, Todd Kuffner, Soumendra Lahiri
In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which hav…
Harmonic numbers as the summation of integrals
N. Karjanto
Harmonic numbers arise from the truncation of the harmonic series. The harmonic number is the sum of the reciprocals of each positive integer up to . In addition t…
Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise
Qi Wang, José E. Figueroa-López, Todd Kuffner
Volatility estimation based on high-frequency data is key to accurately measure and control the risk of financial assets. A Lévy process with infinite jump activity and microstruct…
Block bootstrap optimality for density estimation with dependent data
Todd A. Kuffner, Stephen M. -S. Lee, G. Alastair Young
Accurate approximation of the sampling distribution of nonparametric kernel density estimators is crucial for many statistical inference problems. Since these estimators have compl…
On model selection criteria for climate change impact studies
Xiaomeng Cui, Bulat Gafarov, Dalia Ghanem +1
Climate change impact studies inform policymakers on the estimated damages of future climate change on economic, health and other outcomes. In most studies, an annual outcome varia…