3 papers
stat.ME2025
The Interplay between Bayesian Inference and Conformal Prediction
Nina Deliu, Brunero Liseo
Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees…
stat.ME2025
An Extension of the Unified Skew-Normal Family of Distributions and Application to Bayesian Binary Regression
Paolo Onorati, Brunero Liseo
We consider the Bayesian binary regression model and we introduce a new class of distributions, the Perturbed Unified Skew-Normal (pSUN, henceforth), which generalizes the Unified…
stat.ME2025
Bayesian Hierarchical Copula Models with a Dirichlet-Laplace Prior
Paolo Onorati, Brunero Liseo
We discuss a Bayesian hierarchical copula model for clusters of financial time series. A similar approach has been developed in recent paper. However, the prior distributions propo…