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09/18/2023
Invariant Probabilistic Prediction
In recent years, there has been a growing interest in statistical method...
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05/23/2023
A Rank-Based Sequential Test of Independence
We consider the problem of independence testing for two univariate rando...
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12/16/2022
Easy Uncertainty Quantification (EasyUQ): Generating predictive distributions from single-valued model output
How can we quantify uncertainty if our favorite computational tool - be ...
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09/26/2022
Anytime Valid Tests of Conditional Independence Under Model-X
We propose a sequential, anytime valid method to test the conditional in...
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03/08/2022
Honest calibration assessment for binary outcome predictions
Probability predictions from binary regressions or machine learning meth...
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03/01/2022
A safe Hosmer-Lemeshow test
This technical report proposes an alternative to the Hosmer-Lemeshow (HL...
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02/14/2022
Some New Inequalities for Beta Distributions
This note provides some new inequalities and approximations for beta dis...
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09/24/2021
Sequentially valid tests for forecast calibration
Forecasting and forecast evaluation are inherently sequential tasks. Pre...
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05/07/2021
Consistent estimation of distribution functions under increasing concave and convex stochastic ordering
A random variable Y_1 is said to be smaller than Y_2 in the increasing c...
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03/15/2021
Valid sequential inference on probability forecast performance
Probability forecasts for binary events play a central role in many appl...
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06/16/2020
Distributional (Single) Index Models
A Distributional (Single) Index Model (DIM) is a semi-parametric model f...
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06/09/2020
Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression
In this note we describe in detail how to apply the pool-adjacent-violat...
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09/09/2019