Tag: normalising

  • Squared families: Searching beyond regular probability models

    Squared families: Searching beyond regular probability models arXiv:2503.21128v1 Announce Type: new Abstract: We introduce squared families, which are families of probability densities obtained by squaring a linear transformation of a statistic. Squared families are singular, however their singularity can easily be handled so that they form regular models. After handling the singularity, squared families possess…

  • Conformalised Conditional Normalising Flows for Joint Prediction Regions in time series

    Conformalised Conditional Normalising Flows for Joint Prediction Regions in time series arXiv:2411.17042v1 Announce Type: new Abstract: Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic models, applying conformal prediction to probabilistic generative models, such as Normalising…