Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output

DOI10.1137/22m1541915arXiv2212.08376OpenAlexW4391651925WikidataQ128493737 ScholiaQ128493737MaRDI QIDQ6154539

Tilmann Gneiting, Johanna F. Ziegel, Alexander Henzi, Eva-Maria Walz

Publication date: 15 February 2024

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.08376

zbMATH Keywords

kernel smoothingisotonic regressionprobabilistic forecastneural network trainingproper scoring rulepool-adjacent-violators (PAV) algorithmcomputational model output

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Computational learning theory (68Q32) Learning and adaptive systems in artificial intelligence (68T05)

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