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07/18/2023
Isotonic Conditional Laws
We introduce Isotonic Conditional Laws (ICL) which extend the classical ...
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07/11/2023
Assessing the calibration of multivariate probabilistic forecasts
Rank and PIT histograms are established tools to assess the calibration ...
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01/06/2023
Isotonic Recalibration under a Low Signal-to-Noise Ratio
Insurance pricing systems should fulfill the auto-calibration property t...
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12/16/2022
Easy Uncertainty Quantification (EasyUQ): Generating predictive distributions from single-valued model output
How can we quantify uncertainty if our favorite computational tool - be ...
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09/11/2022
Weighted verification tools to evaluate univariate and multivariate forecasts for high-impact weather events
To mitigate the impacts associated with adverse weather conditions, mete...
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08/27/2022
E-backtesting
In the recent Basel Accords, the Expected Shortfall (ES) replaces the Va...
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08/17/2022
Characterizing M-estimators
We characterize the full classes of M-estimators for semiparametric mode...
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08/16/2022
Osband's Principle for Identification Functions
Given a statistical functional of interest such as the mean or median, a...
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06/15/2022
Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
We present new classes of positive definite kernels on non-standard spac...
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04/12/2022
Anytime-valid sequential testing for elicitable functionals via supermartingales
We design sequential tests for a large class of nonparametric null hypot...
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03/08/2022
Honest calibration assessment for binary outcome predictions
Probability predictions from binary regressions or machine learning meth...
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03/01/2022
A safe Hosmer-Lemeshow test
This technical report proposes an alternative to the Hosmer-Lemeshow (HL...
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02/25/2022
