Developing A Practical Measure: An Asymmetric Mean Squared Prediction Error for Small Area Estimation

Haiqiang Ma, Thuan Nguyen, Jiming Jiang

Assumption-lean and data-adaptive post-prediction inference

Jiacheng Miao, Xinran Miao, Yixuan Wu et al.

A primary challenge facing modern scientific research is the limited availability of gold-standard data, which can be costly, labor-intensive, or inva...

On Model Identification and Out-of-Sample Prediction of PCR with Applications to Synthetic Controls

Devavrat Shah, Anish Agarwal, Dennis Shen

We analyze principal component regression (PCR) in a high-dimensional error-in-variables setting with fixed design. Under suitable conditions, we show...

Advances in Bayesian Model Selection Consistency for High-Dimensional Generalized Linear Models

Jeyong Lee, Minwoo Chae, Ryan Martin

Algorithmic Stability Implies Training-Conditional Coverage for Distribution-Free Prediction Methods

Ruiting Liang, Rina Foygel Barber

Distribution Free Tests for Model Selection Based on Maximum Mean Discrepancy with Estimated Parameters

Florian Brück, Jean-David Fermanian, Aleksey Min

There exist several testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, these tes...

Conformal Prediction for Network-Assisted Regression

Robert Lunde, Elizaveta Levina, Ji Zhu

Global and Episode-Specific Prediction of Recurrent Events Using Longitudinal Health Informatics Data

Chiung-Yu Huang, Yifei Sun, Sy Han Chiou

Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation

Dalei Yu, Xinyu Zhang, Hua Liang

Statistical Prediction and Machine Learning

Michal Pešta

Prediction of Cognitive Function via Brain Region Volumes with Applications to Alzheimer’s Disease Based on Space-Factor-Guided Functional Principal Component Analysis

Shoudao Wen, Yi Li, Dehan Kong et al.

Confidence on the focal: conformal prediction with selection-conditional coverage

Zhimei Ren, Ying Jin

Selecting informative conformal prediction sets with false coverage rate control

Ulysse Gazin, others

Conformal prediction with conditional guarantees

Isaac Gibbs, others

On the Modeling and Prediction of High-Dimensional Functional Time Series

Jinyuan Chang, Qiwei Yao, Xinghao Qiao et al.