research
∙
12/19/2022
Generating knockoffs via conditional independence
Let X be a p-variate random vector and X a knockoff copy of X (in the se...
share
research
∙
08/14/2022
A predictive approach to Bayesian forecasting
Given a sequence X=(X_1,X_2,…) of random observations, a Bayesian foreca...
research
∙
04/22/2021
Bayesian predictive inference without a prior
Let (X_n:n≥ 1) be a sequence of random observations. Let σ_n(·)=P(X_n+1∈...
research
∙
04/15/2021