no code implementations • 18 Mar 2024 • Ulysse Gazin, Ruth Heller, Ariane Marandon, Etienne Roquain
We consider here the case where such prediction sets come after a selection process.
1 code implementation • 27 Oct 2023 • Ulysse Gazin, Gilles Blanchard, Etienne Roquain
Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks.
1 code implementation • 13 Aug 2022 • Ariane Marandon, Lihua Lei, David Mary, Etienne Roquain
This paper studies the semi-supervised novelty detection problem where a set of "typical" measurements is available to the researcher.
2 code implementations • 4 Mar 2022 • Ariane Marandon, Tabea Rebafka, Etienne Roquain, Nataliya Sokolovska
In this paper the approach is revisited in an unsupervised mixture model framework and the purpose is to develop a method that comes with the guarantee that the false membership rate (FMR) does not exceed a pre-defined nominal level $\alpha$.
no code implementations • 1 Feb 2021 • Kweku Abraham, Ismael Castillo, Etienne Roquain
In the sparse sequence model, we consider a popular Bayesian multiple testing procedure and investigate for the first time its behaviour from the frequentist point of view.
Statistics Theory Statistics Theory 62G10 (Primary) 62C12 (Secondary)