3 accepted papers
We show that existing approaches to Linearly Constrained Gaussian Processes (LCGP) for regression, based on imposing constraints on a finite set of operational points, can be seen as Skew Gaussian Processes (SkewGPs). In particular, focusing on inequality constraints and building upon a recent unifi…
Hierarchical time series are collections of time series that are formed via aggregation, and thus adhere to some linear constraints. The forecasts for hierarchical time series should be coherent, i.e., they should satisfy the same constraints. In a probabilistic setting, forecasts are in the form of…
In consumer theory, ranking available objects by means of preference relations yields the most common description of individual choices. However, preference-based models assume that individuals: (1) give their preferences only between pairs of objects; (2) are always able to pick the best preferred…