Scoring Rules for Continuous Probability Distributions
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(75)- Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
- A characterization for the spherical scoring rule
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts
- The joint projected normal and skew-normal: a distribution for poly-cylindrical data
- Forecaster's dilemma: extreme events and forecast evaluation
- Scoring rules and the evaluation of probabilities. (With discussion)
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
- Robust estimation of a location parameter with the integrated Hogg function
- Inventory -- forecasting: mind the gap
- Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution
- Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach
- Testing the effectiveness of debiasing techniques to reduce overprecision in the elicitation of subjective continuous probability distributions
- Hierarchical integrated spatial process modeling of monotone West Antarctic snow density curves
- Towards a complete picture of stationary covariance functions on spheres cross time
- Exceedance probability score: a novel measure for comparing probabilistic predictions
- Why scoring functions cannot assess tail properties
- Water flow probabilistic predictions based on a rainfall-runoff simulator: a two-regime model with variable selection
- The value of a probability forecast from portfolio theory
- Evaluating second-order probability judgments with strictly proper scoring rules
- A new time-varying model for forecasting long-memory series
- A multivariate frequency-severity framework for healthcare data breaches
- Density forecast of financial returns using decomposition and maximum entropy
- Geostatistical modelling using non-Gaussian Matérn fields
- An Overview of Applications of Proper Scoring Rules
- Modeling synergies in multi-criteria supplier selection and order allocation: an application to commodity trading
- The Volatility of Realized Volatility
- Preposterior expected loss as a scoring rule for prior distributions
- Eliciting prior information to enhance the predictive performance of bayesian graphical models
- Local proper scoring rules of order two
- Inferring beliefs as subjectively imprecise probabilities
- Quantile evaluation, sensitivity to bracketing, and sharing business payoffs
- Quantile-Parameterized Distributions
- Calibration, sharpness and the weighting of experts in a linear opinion pool
- Hierarchical dose-response modeling for high-throughput toxicity screening of environmental chemicals
- Eliciting subjective probability distributions with binary lotteries
- Testing the reliability of forecasting systems
- Mechanism design for the truthful elicitation of costly probabilistic estimates in distributed information systems
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations
- Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores
- Predictive Inference Based on Markov Chain Monte Carlo Output
- Gradient boosting with extreme-value theory for wildfire prediction
- Distributional (Single) Index Models
- Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
- Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios
- Gaussian mixture models for clustering and calibration of ensemble weather forecasts
- Proper scoring rules with arbitrary value functions
- Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
- Dynamic pricing using flexible heterogeneous sales response models
- Semiparametric modeling of SARS-CoV-2 transmission using tests, cases, deaths, and seroprevalence data
- Prediction intervals for economic fixed-event forecasts
- Random fields on the hypertorus: covariance modeling and applications
- Quantile based modeling of diurnal temperature range with the five-parameter lambda distribution
- Density Regression with Conditional Support Points
- Towards Improved Heliosphere Sky Map Estimation with Theseus
- Simple macroeconomic forecast distributions for the G7 economies
- Engression: extrapolation through the Lens of distributional regression
- D-vine generalized additive model copula-based quantile regression with application to ensemble postprocessing
- Back-projection diffusion: solving the wideband inverse scattering problem with diffusion models
- Model-based geostatistics under spatially varying preferential sampling
- Gradient-boosted generalized linear models for conditional vine copulas
- Anthropogenic and meteorological effects on the counts and sizes of moderate and extreme wildfires
- Isotonic conditional laws
- Composite dyadic models for spatio-temporal data
- Decompositions of the mean continuous ranked probability score
- A comparison of prior elicitation aggregation using the classical method and SHELF
- Spatial Variation on Multiple Scales in Line Transect Data; the Case of Antarctic Fin Whales
- Optimal estimation versus MCMC for CO\(_2\) retrievals
- Simplifying Random Forests’ Probabilistic Forecasts
- Forecasting VaR and returns distribution using the real-time GARCH models with standardized two-sided Lindley distribution
- Relaxed Gaussian process interpolation: a goal-oriented approach to Bayesian optimization
- Modeling benthic animals in space and time using Bayesian point process with cross validation: the case of Holoturians
- Fast Bayesian estimation of spatial count data models
- Probabilistic quantitative precipitation field forecasting using a two-stage spatial model
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