Strictly Proper Scoring Rules, Prediction, and Estimation
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- Bayesian model averaging for multivariate extremes
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- Choice of generalized linear mixed models using predictive crossvalidation
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- Phenomenological forecasting of disease incidence using heteroskedastic Gaussian processes: a dengue case study
- A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials
- Bivariate copula additive models for location, scale and shape
- Asymptotic minimum scoring rule prediction
- Model selection for discrete regular vine copulas
- Bayesian nonparametric forecasting for INAR models
- Flexible and efficient estimating equations for variogram estimation
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement
- Criteria of efficiency for set-valued classification
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- Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts
- Extreme value-based methods for modeling elk yearly movements
- Modeling outcomes of soccer matches
- Multivariate spatial meta kriging
- Covariate balancing propensity score by tailored loss functions
- The joint projected normal and skew-normal: a distribution for poly-cylindrical data
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts
- Development of a restricted state space stochastic differential equation model for bacterial growth in rich media
- Forecaster's dilemma: extreme events and forecast evaluation
- Editorial: Special issue on the extreme value analysis conference challenge ``prediction of extremal precipitation
- Latent Gaussian random field mixture models
- Scoring rules and the evaluation of probabilities. (With discussion)
- A note on proper scoring rules and risk aversion
- Information theory, model error, and predictive skill of stochastic models for complex nonlinear systems
- Probability aggregation methods in geoscience
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
- Composite Gaussian process models for emulating expensive functions
- Probabilistic prediction of neurological disorders with a statistical assessment of neuroimaging data modalities
- Inference for grouped data with a truncated skew-Laplace distribution
- Hierarchical Gaussian graphical models: beyond reversible jump
- Modeling temporal gradients in regionally aggregated California asthma hospitalization data
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Cost-sensitive learning based on Bregman divergences
- Discrete-time survival forests with Hellinger distance decision trees
- Multiclass classification, information, divergence and surrogate risk
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
- Prediction based on conditional distributions of vine copulas
- Bayesian spatio-temporal prediction of cancer dynamics
- Robust estimation of a location parameter with the integrated Hogg function
- Model selection based on Lorenz and concentration curves, Gini indices and convex order
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data
- On the indirect elicitability of the mode and modal interval
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction
- Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes
- Elucidate structure in intermittent demand series
- Probabilistic sensitivity measures as information value
- Robust stochastic sorting with interacting criteria hierarchically structured
- Scoring interval forecasts: equal-tailed, shortest, and modal interval
- A partition Dirichlet process model for functional data analysis
- Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
- Aleatoric and epistemic uncertainty in machine learning: an introduction to concepts and methods
- Aggregating incoherent agents who disagree
- Failure extropy, dynamic failure extropy and their weighted versions
- Max-and-smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models
- Intuitive joint priors for variance parameters
- Implicitly adaptive importance sampling
- On the elicitability of range value at risk
- Transition models for count data: a flexible alternative to fixed distribution models
- Analyzing stochastic computer models: a review with opportunities
- Inventory -- forecasting: mind the gap
- Markov random field models for vector-based representations of landscapes
- Feature extraction for functional time series: theory and application to NIR spectroscopy data
- On projection methods for functional time series forecasting
- Clustering and forecasting multiple functional time series
- Semi-supervised nonparametric Bayesian modelling of spatial proteomics
- Shared Bayesian variable shrinkage in multinomial logistic regression
- Flexible modeling of variable asymmetries in cross-covariance functions for multivariate random fields
- Statistical downscaling with spatial misalignment: application to wildland fire \(\mathrm{PM}_{2.5}\) concentration forecasting
- Measurability of functionals and of ideal point forecasts
- Regression markets and application to energy forecasting
- High frequency-based quantile forecast and combination: an application to oil market
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