Accelerating the pool-adjacent-violators algorithm for isotonic
distributional regression

v1v2v3v4v5 (latest)

Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression

9 June 2020

Alexandre Mösching

ArXiv (abs)PDF HTML

Papers citing "Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression"

6 / 6 papers shown

Title
Probabilistic measures afford fair comparisons of AIWP and NWP model output T. Gneiting Tobias Biegert Kristof Kraus Eva-Maria Walz Alexander I. Jordan Sebastian Lerch 85 0 0 04 Jun 2025
Postprocessing of point predictions for probabilistic forecasting of electricity prices: Diversity matters Arkadiusz Lipiecki Bartosz Uniejewski R. Weron 54 10 0 02 Apr 2024
TCE: A Test-Based Approach to Measuring Calibration Error Takuo Matsubara Niek Tax Richard Mudd Ido Guy 97 4 0 25 Jun 2023
Stochastic Optimization for Spectral Risk Measures Ronak R. Mehta Vincent Roulet Krishna Pillutla Lang Liu Zaïd Harchaoui 84 8 0 10 Dec 2022
Honest calibration assessment for binary outcome predictions Timo Dimitriadis L. Duembgen A. Henzi Marius Puke J. Ziegel 365 10 0 08 Mar 2022
Isotonic Distributional Regression A. Henzi J. Ziegel T. Gneiting 140 62 0 09 Sep 2019