v1v2 (latest)

Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals

16 October 2019

Papers citing "Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals"

21 / 21 papers shown

Title
The Efficiency Gap Timo Dimitriadis Tobias Fissler J. Ziegel 57 22 0 27 Oct 2020
Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval Jonas R. Brehmer T. Gneiting 80 17 0 11 Jul 2020
A general theory of identification Guillaume W. Basse Iavor Bojinov 39 6 0 14 Feb 2020
Elicitability and Identifiability of Systemic Risk Measures Tobias Fissler Jana Hlavinová Birgit Rudloff 86 6 0 02 Jul 2019
From Halfspace M-depth to Multiple-output Expectile Regression A. Daouia D. Paindaveine 50 10 0 29 May 2019
Adaptive, Distribution-Free Prediction Intervals for Deep Networks D. Kivaranovic Kory D. Johnson Hannes Leeb OOD 193 89 0 25 May 2019
Why scoring functions cannot assess tail properties Jonas R. Brehmer K. Strokorb 38 20 0 10 May 2019
Optimal solutions to the isotonic regression problem Alexander I. Jordan A. Muhlemann J. Ziegel 50 13 0 09 Apr 2019
A Sequential Set Generation Method for Predicting Set-Valued Outputs Tian Gao Jie Chen Vijil Chenthamarakshan Michael Witbrock 59 6 0 12 Mar 2019
Monotone Least Squares and Isotonic Quantiles Alexandre Mösching L. Duembgen 86 29 0 08 Jan 2019
Order-Sensitivity and Equivariance of Scoring Functions Tobias Fissler J. Ziegel 36 28 0 27 Nov 2017
When is the mode functional the Bayes classifier? T. Gneiting 37 13 0 28 Apr 2017
Deep Sets Manzil Zaheer Satwik Kottur Siamak Ravanbakhsh Barnabás Póczós Ruslan Salakhutdinov Alex Smola 459 2,483 0 10 Mar 2017
Adaptive Design of Experiments for Conservative Estimation of Excursion Sets Dario Azzimonti D. Ginsbourger C. Chevalier Julien Bect Y. Richet 85 44 0 22 Nov 2016
Cone distribution functions and quantiles for multivariate random variables Andreas H Hamel Daniel Kostner 46 33 0 19 Nov 2016
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings W. Ehm T. Gneiting Alexander I. Jordan Fabian Kruger AI4TS 72 166 0 27 Mar 2015
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 59 328 0 27 Mar 2015
Quantifying uncertainties on excursion sets under a Gaussian random field prior Dario Azzimonti Julien Bect C. Chevalier D. Ginsbourger 76 39 0 15 Jan 2015
Coherence and elicitability J. Ziegel 84 335 0 07 Mar 2013
Excursion and contour uncertainty regions for latent Gaussian models David Bolin Finn Lindgren 81 128 0 16 Nov 2012
Making and Evaluating Point Forecasts T. Gneiting 119 1,055 0 04 Dec 2009