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Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings

27 March 2015

Papers citing "Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings"

29 / 29 papers shown

Title
Aligning Evaluation with Clinical Priorities: Calibration, Label Shift, and Error Costs Gerardo Flores Alyssa H. Smith Julia A Fukuyama Ashia C. Wilson 42 0 0 17 Jun 2025
A Consequentialist Critique of Binary Classification Evaluation Practices Gerardo Flores Abigail Schiff Alyssa H. Smith Julia A Fukuyama Ashia C. Wilson 102 1 0 06 Apr 2025
Predicting clinical outcomes from patient care pathways represented with temporal knowledge graphs Jong Ho Jhee Alberto Megina Pacôme Constant Dit Beaufils Matilde Karakachoff Richard Redon Alban Gaignard Adrien Coulet 154 0 0 28 Feb 2025
Forecasting Local Ionospheric Parameters Using Transformers D. J. Alford-Lago C. Curtis Alexander T. Ihler Katherine A. Zawdie Douglas P. Drob 90 0 0 24 Feb 2025
Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff Freek Holvoet Katrien Antonio Roel Henckaerts 186 3 0 20 Jan 2025
Deep Huber quantile regression networks Hristos Tyralis Georgia Papacharalampous N. Dogulu Kwok-Pan Chun UQCV 143 2 0 17 Jun 2023
Conditional generalized quantiles based on expected utility model and equivalent characterization of properties Qinyu Wu Fan Yang Ping Zhang 18 1 0 29 Jan 2023
Evaluating Probabilistic Classifiers: The Triptych Timo Dimitriadis T. Gneiting Alexander I. Jordan Peter Vogel UQCV 87 11 0 25 Jan 2023
A review of predictive uncertainty estimation with machine learning Hristos Tyralis Georgia Papacharalampous UD UQCV 222 47 0 17 Sep 2022
Characterizing M-estimators Timo Dimitriadis Tobias Fissler J. Ziegel 64 9 0 17 Aug 2022
Comparing Sequential Forecasters Yo Joong Choe Aaditya Ramdas AI4TS 143 12 0 30 Sep 2021
Isotonic regression for functionals of elicitation complexity greater than one A. Muhlemann J. Ziegel 34 0 0 29 Jun 2021
Calibrating sufficiently Dirk Tasche UQCV 61 11 0 15 May 2021
Valid sequential inference on probability forecast performance A. Henzi J. Ziegel 82 37 0 15 Mar 2021
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning M. Denuit Arthur Charpentier J. Trufin 76 39 0 05 Mar 2021
Evaluating probabilistic classifiers: Reliability diagrams and score decompositions revisited Timo Dimitriadis T. Gneiting Alexander I. Jordan 80 64 0 07 Aug 2020
Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval Jonas R. Brehmer T. Gneiting 111 17 0 11 Jul 2020
Tail risk inference via expectiles in heavy-tailed time series A. Davison S. Padoan Gilles Stupfler 46 17 0 08 Apr 2020
Scores for Multivariate Distributions and Level Sets Xiaochun Meng James W. Taylor Souhaib Ben Taieb Siran Li AI4TS 64 3 0 21 Feb 2020
Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA) T. Gneiting Eva-Maria Walz 70 18 0 29 Nov 2019
Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals Tobias Fissler Rafael Frongillo Jana Hlavinová Birgit Rudloff 49 18 0 16 Oct 2019
Isotonic Distributional Regression A. Henzi J. Ziegel T. Gneiting 159 62 0 09 Sep 2019
Elicitability and Identifiability of Systemic Risk Measures Tobias Fissler Jana Hlavinová Birgit Rudloff 102 6 0 02 Jul 2019
Toward a Characterization of Loss Functions for Distribution Learning Nika Haghtalab Cameron Musco Bo Waggoner 83 7 0 06 Jun 2019
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions Maxime Taillardat Anne-Laure Fougères Philippe Naveau Raphaël de Fondeville 54 22 0 10 May 2019
On mean decomposition for summarizing conditional distributions Celia García-Pareja M. Bottai 39 2 0 17 Oct 2018
Elicitability and its Application in Risk Management Jonas R. Brehmer 53 15 0 30 Jul 2017
Forecast dominance testing via sign randomization W. Ehm Fabian Kruger 75 5 0 10 Jul 2017
A Joint Quantile and Expected Shortfall Regression Framework Timo Dimitriadis Sebastian Bayer 64 52 0 07 Apr 2017