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Valid sequential inference on probability forecast performance
v1v2v3 (latest)

Valid sequential inference on probability forecast performance

Biometrika (Biometrika), 2021
15 March 2021
A. Henzi
J. Ziegel
ArXiv (abs)PDFHTML

Papers citing "Valid sequential inference on probability forecast performance"

17 / 17 papers shown
Proper scoring rules for estimation and forecast evaluation
Proper scoring rules for estimation and forecast evaluation
Kartik Waghmare
Johanna Ziegel
AI4TS
720
18
0
02 Apr 2025
Growth-Optimal E-Variables and an extension to the multivariate
  Csiszár-Sanov-Chernoff Theorem
Growth-Optimal E-Variables and an extension to the multivariate Csiszár-Sanov-Chernoff Theorem
Peter Grunwald
Yunda Hao
Akshay Balsubramani
323
1
0
23 Dec 2024
Robust Reproducible Network Exploration
Robust Reproducible Network Exploration
Masaki Toyoda
Yoshimasa Uematsu
201
0
0
27 May 2024
Isotonic conditional laws
Isotonic conditional lawsBernoulli (Bernoulli), 2023
Sebastian Arnold
J. Ziegel
311
3
0
18 Jul 2023
E-values for k-Sample Tests With Exponential Families
E-values for k-Sample Tests With Exponential Families
Yunda Hao
Peter Grünwald
Tyron Lardy
Long Long
Reuben Adams
298
5
0
01 Mar 2023
Testing mean and variance by e-processes
Testing mean and variance by e-processesBiometrika (Biometrika), 2023
Yixuan Fan
Zhanyi Jiao
Ruodu Wang
620
4
0
29 Jan 2023
The E-Posterior
The E-Posterior
Peter D. Grünwald
UQCV
350
28
0
03 Jan 2023
Game-theoretic statistics and safe anytime-valid inference
Game-theoretic statistics and safe anytime-valid inferenceStatistical Science (Statist. Sci.), 2022
Aaditya Ramdas
Peter Grünwald
V. Vovk
Glenn Shafer
451
195
0
04 Oct 2022
E-Statistics, Group Invariance and Anytime Valid Testing
E-Statistics, Group Invariance and Anytime Valid TestingAnnals of Statistics (Ann. Stat.), 2022
M. F. Pérez-Ortiz
Tyron Lardy
R. D. Heide
Peter Grünwald
254
32
0
16 Aug 2022
Anytime-valid sequential testing for elicitable functionals via
  supermartingales
Anytime-valid sequential testing for elicitable functionals via supermartingalesBernoulli (Bernoulli), 2022
P. Casgrain
Martin Larsson
J. Ziegel
299
12
0
12 Apr 2022
Model Comparison and Calibration Assessment: User Guide for Consistent
  Scoring Functions in Machine Learning and Actuarial Practice
Model Comparison and Calibration Assessment: User Guide for Consistent Scoring Functions in Machine Learning and Actuarial Practice
Tobias Fissler
Christian Lorentzen
Michael Mayer
415
15
0
25 Feb 2022
Comparing Sequential Forecasters
Comparing Sequential Forecasters
Yo Joong Choe
Aaditya Ramdas
AI4TS
733
16
0
30 Sep 2021
Generic E-Variables for Exact Sequential k-Sample Tests that allow for
  Optional Stopping
Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping
Rosanne Turner
A. Ly
Peter Grünwald
264
19
0
04 Jun 2021
Stochastic Online Convex Optimization. Application to probabilistic time
  series forecasting
Stochastic Online Convex Optimization. Application to probabilistic time series forecastingElectronic Journal of Statistics (EJS), 2021
Olivier Wintenberger
AI4TS
376
15
0
01 Feb 2021
The Anytime-Valid Logrank Test: Error Control Under Continuous
  Monitoring with Unlimited Horizon
The Anytime-Valid Logrank Test: Error Control Under Continuous Monitoring with Unlimited HorizonThe New England Journal of Statistics in Data Science (JNESDS), 2020
Judith ter Schure
M. F. Pérez-Ortiz
Alexander Ly
Peter D. Grünwald
416
6
0
13 Nov 2020
Merging sequential e-values via martingales
Merging sequential e-values via martingalesElectronic Journal of Statistics (EJS), 2020
V. Vovk
Ruodu Wang
MoMe
380
13
0
13 Jul 2020
Safe Testing
Safe TestingInformation Theory and Applications Workshop (ITA), 2019
Peter Grünwald
R. D. Heide
Wouter M. Koolen
604
267
0
18 Jun 2019
1
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