[ABE-L] Ciclo de Palestras PPG Estatística UFRJ (Paulo Orenstein - 06/07 às 15:30h)

[Viviana Lobo]

Prezados,
dando continuidade ao Ciclo de Palestras do Programa de Pós-Graduação
em Estatística do IM-UFRJ, *na próxima 4a feira, 06/07/2022, às 15:30*,
teremos a palestra do professor:

*Palestrante: Paulo Orenstein (IMPA)*
*Título: Split conformal prediction and its extensions to non-exchangeable
data*

Machine learning algorithms offer state-of-the-art predictive performance
in a variety of domains, but often lack an associated measure of
uncertainty quantification. Split conformal prediction is a leading tool to
obtain predictive intervals with virtually no assumptions beyond data
exchangeability. This crucial assumption, however, hinders its
applicability to many important data, such as time series and spatially
dependent processes. In this talk, we will introduce split CP and show how
it can be extended to non-exchangeable settings through a small coverage
penalty. The proposed framework, based on concentration of measure
inequalities, works more generally than traditional split CP, and
experiments corroborate our coverage guarantees even under highly dependent
data. This is joint work with Roberto Imbuzeiro Oliveira, Thiago Ramos and
João Vitor Romano.

As palestras ocorrem *de forma presencial *às quartas-feiras às 15:30h na
sala B106B bloco B, do Centro de Tecnologia, Ilha do Fundão da Universidade
Federal do Rio de Janeiro.

Contamos com a presença de vocês.
Atenciosamente,
viviana

---
Viviana G R Lobo
Professora Adjunta
Departamento de Métodos Estatísticos
Universidade Federal do Rio de Janeiro
Instituto de Matemática
gabinete C109-A - Bloco C - CT
https://sites.google.com/a/dme.ufrj.br/viviana/


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