v1v2 (latest)

Proper scoring rules for estimation and forecast evaluation

2 April 2025

Papers citing "Proper scoring rules for estimation and forecast evaluation"

50 / 54 papers shown

Title
Efficient Imitation under Misspecification Nicolas Espinosa-Dice Sanjiban Choudhury Wen Sun Gokul Swamy 77 1 0 17 Mar 2025
Stein's unbiased risk estimate and Hyvärinen's score matching Sulagna Ghosh Nikolaos Ignatiadis Frederic Koehler Amber Lee 78 1 0 27 Feb 2025
Distributional regression: CRPS-error bounds for model fitting, model selection and convex aggregation Clément Dombry Ahmed Zaoui 149 3 0 21 Nov 2024
Is Score Matching Suitable for Estimating Point Processes? Haoqun Cao Zizhuo Meng Tianjun Ke Feng Zhou 68 1 0 05 Oct 2024
Language Generation with Strictly Proper Scoring Rules Chenze Shao Fandong Meng Yijin Liu Jie Zhou 90 6 0 29 May 2024
Overview of AdaBoost : Reconciling its views to better understand its dynamics Perceval Beja-Battais 23 7 0 06 Oct 2023
Variational Inference with Gaussian Score Matching Chirag Modi C. Margossian Yuling Yao Robert Mansel Gower David M. Blei Lawrence K. Saul 68 13 0 15 Jul 2023
Engression: Extrapolation through the Lens of Distributional Regression Xinwei Shen N. Meinshausen UQCV 172 14 0 03 Jul 2023
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts Helga Kristin Olafsdottir Holger Rootzén David Bolin 23 2 0 26 Jun 2023
Non-adversarial training of Neural SDEs with signature kernel scores Zacharia Issa Blanka Horvath M. Lemercier C. Salvi AI4TS 104 26 0 25 May 2023
Proper Scoring Rules for Survival Analysis H. Yanagisawa 55 6 0 01 May 2023
Statistical Efficiency of Score Matching: The View from Isoperimetry Frederic Koehler Alexander Heckett Andrej Risteski DiffM 141 51 0 03 Oct 2022
Generative machine learning methods for multivariate ensemble post-processing Jieyu Chen Tim Janke Florian Steinke Sebastian Lerch 69 30 0 26 Sep 2022
The Geometry and Calculus of Losses Robert C. Williamson Zac Cranko 65 6 0 01 Sep 2022
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk Romain Pic Clément Dombry Philippe Naveau Maxime Taillardat 87 5 0 09 May 2022
Score matching enables causal discovery of nonlinear additive noise models Paul Rolland Volkan Cevher Matthäus Kleindessner Chris Russel Bernhard Schölkopf Dominik Janzing Francesco Locatello CML 90 90 0 08 Mar 2022
Probabilistic Forecasting with Generative Networks via Scoring Rule Minimization Lorenzo Pacchiardi Rilwan A. Adewoyin P. Dueben Ritabrata Dutta AI4TS 75 26 0 15 Dec 2021
Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series Patric Bonnier Harald Oberhauser AI4TS 42 4 0 11 Nov 2021
Pseudo-Spherical Contrastive Divergence Lantao Yu Jiaming Song Yang Song Stefano Ermon 43 7 0 01 Nov 2021
Comparing Sequential Forecasters Yo Joong Choe Aaditya Ramdas AI4TS 54 12 0 30 Sep 2021
Diffusion Models Beat GANs on Image Synthesis Prafulla Dhariwal Alex Nichol 268 7,938 0 11 May 2021
Survival Regression with Proper Scoring Rules and Monotonic Neural Networks David Rindt Robert Hu D. Steinsaltz Dino Sejdinovic 171 38 0 26 Mar 2021
Comparative evaluation of point process forecasts Jonas R. Brehmer T. Gneiting M. Herrmann W. Marzocchi Martin Schlather K. Strokorb AI4TS 29 4 0 22 Mar 2021
Valid sequential inference on probability forecast performance A. Henzi J. Ziegel 41 37 0 15 Mar 2021
Score Matched Neural Exponential Families for Likelihood-Free Inference Lorenzo Pacchiardi Ritabrata Dutta 178 28 0 20 Dec 2020
Kernel Mean Embedding of Probability Measures and its Applications to Functional Data Analysis Saeed Hayati Kenji Fukumizu A. Parvardeh 15 5 0 04 Nov 2020
A Spectral Energy Distance for Parallel Speech Synthesis A. Gritsenko Tim Salimans Rianne van den Berg Jasper Snoek Nal Kalchbrenner 47 70 0 03 Aug 2020
Local scale invariance and robustness of proper scoring rules David Bolin J. Wallin 20 19 0 11 Dec 2019
Isotonic Distributional Regression A. Henzi J. Ziegel T. Gneiting 110 62 0 09 Sep 2019
Generative Modeling by Estimating Gradients of the Data Distribution Yang Song Stefano Ermon SyDa DiffM 258 3,956 0 12 Jul 2019
Why scoring functions cannot assess tail properties Jonas R. Brehmer K. Strokorb 30 20 0 10 May 2019
Generative Adversarial Nets for Robust Scatter Estimation: A Proper Scoring Rule Perspective Chao Gao Yuan Yao Weizhi Zhu 58 22 0 05 Mar 2019
Countdown Regression: Sharp and Calibrated Survival Predictions Anand Avati Tony Duan Sharon Zhou Kenneth Jung N. Shah A. Ng 346 55 0 21 Jun 2018
Strictly proper kernel scores and characteristic kernels on compact spaces Ingo Steinwart J. Ziegel 51 25 0 14 Dec 2017
Learning in Implicit Generative Models S. Mohamed Balaji Lakshminarayanan GAN 199 417 0 11 Oct 2016
Score matching estimators for directional distributions K. Mardia J. Kent A. Laha 43 36 0 28 Apr 2016
Variational Hamiltonian Monte Carlo via Score Matching Cheng Zhang Babak Shahbaba Hongkai Zhao BDL 50 26 0 06 Feb 2016
Training generative neural networks via Maximum Mean Discrepancy optimization Gintare Karolina Dziugaite Daniel M. Roy Zoubin Ghahramani GAN 84 530 0 14 May 2015
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 42 328 0 27 Mar 2015
Generative Moment Matching Networks Yujia Li Kevin Swersky R. Zemel OOD GAN 116 847 0 10 Feb 2015
Existence and Uniqueness of Proper Scoring Rules E. Ovcharov 53 6 0 04 Feb 2015
Proper Scoring Rules and Bregman Divergences E. Ovcharov 72 23 0 04 Feb 2015
Bayesian Model Selection Based on Proper Scoring Rules Philip Dawid M. Musio 73 58 0 18 Sep 2014
Minimum scoring rule inference A. Dawid M. Musio L. Ventura 67 68 0 16 Mar 2014
Theory and Applications of Proper Scoring Rules A. Dawid M. Musio 166 124 0 02 Jan 2014
Linear Estimating Equations for Exponential Families with Application to Gaussian Linear Concentration Models Peter G. M. Forbes Steffen Lauritzen 67 34 0 04 Nov 2013
Equivalence of distance-based and RKHS-based statistics in hypothesis testing Dino Sejdinovic Bharath K. Sriperumbudur Arthur Gretton Kenji Fukumizu 221 687 0 25 Jul 2012
Proper local scoring rules on discrete sample spaces Philip Dawid Steffen Lauritzen M. Parry 79 57 0 12 Apr 2011
Local proper scoring rules of order two W. Ehm T. Gneiting 78 44 0 24 Feb 2011
Proper local scoring rules M. Parry A. Dawid Steffen Lauritzen 113 140 0 26 Jan 2011