Why scoring functions cannot assess tail properties

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Why scoring functions cannot assess tail properties

10 May 2019

Jonas R. Brehmer

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Papers citing "Why scoring functions cannot assess tail properties"

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Title
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 92 0 0 07 May 2025
Proper scoring rules for estimation and forecast evaluation Kartik Waghmare Johanna Ziegel AI4TS 247 2 0 02 Apr 2025
Improving probabilistic forecasts of extreme wind speeds by training statistical post-processing models with weighted scoring rules Jakob Benjamin Wessel Christopher A. T. Ferro Gavin R. Evans F. Kwasniok 132 3 0 22 Jul 2024
A review of machine learning concepts and methods for addressing challenges in probabilistic hydrological post-processing and forecasting Georgia Papacharalampous Hristos Tyralis AI4CE 84 28 0 17 Jun 2022
Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval Jonas R. Brehmer T. Gneiting 95 17 0 11 Jul 2020
Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals Tobias Fissler Rafael Frongillo Jana Hlavinová Birgit Rudloff 42 18 0 16 Oct 2019
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions Maxime Taillardat Anne-Laure Fougères Philippe Naveau Raphaël de Fondeville 46 22 0 10 May 2019