Valid sequential inference on probability forecast performance

v1v2v3 (latest)

Valid sequential inference on probability forecast performance

15 March 2021

ArXiv (abs)PDF HTML

Papers citing "Valid sequential inference on probability forecast performance"

17 / 17 papers shown

Title
Proper scoring rules for estimation and forecast evaluation Kartik Waghmare Johanna Ziegel AI4TS 247 2 0 02 Apr 2025
Growth-Optimal E-Variables and an extension to the multivariate Csiszár-Sanov-Chernoff Theorem Peter Grunwald Yunda Hao Akshay Balsubramani 83 0 0 23 Dec 2024
Robust Reproducible Network Exploration Masaki Toyoda Yoshimasa Uematsu 55 0 0 27 May 2024
Isotonic conditional laws Sebastian Arnold J. Ziegel 33 2 0 18 Jul 2023
E-values for k-Sample Tests With Exponential Families Yunda Hao Peter Grünwald Tyron Lardy Long Long Reuben Adams 60 4 0 01 Mar 2023
Testing mean and variance by e-processes Yixuan Fan Zhanyi Jiao Ruodu Wang 63 3 0 29 Jan 2023
The E-Posterior Peter D. Grünwald UQCV 112 18 0 03 Jan 2023
Game-theoretic statistics and safe anytime-valid inference Aaditya Ramdas Peter Grünwald V. Vovk Glenn Shafer 114 130 0 04 Oct 2022
E-Statistics, Group Invariance and Anytime Valid Testing M. F. Pérez-Ortiz Tyron Lardy R. D. Heide Peter Grünwald 77 22 0 16 Aug 2022
Anytime-valid sequential testing for elicitable functionals via supermartingales P. Casgrain Martin Larsson J. Ziegel 68 9 0 12 Apr 2022
Model Comparison and Calibration Assessment: User Guide for Consistent Scoring Functions in Machine Learning and Actuarial Practice Tobias Fissler Christian Lorentzen Michael Mayer 44 8 0 25 Feb 2022
Comparing Sequential Forecasters Yo Joong Choe Aaditya Ramdas AI4TS 132 12 0 30 Sep 2021
Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping Rosanne Turner A. Ly Peter Grünwald 74 14 0 04 Jun 2021
Stochastic Online Convex Optimization. Application to probabilistic time series forecasting Olivier Wintenberger AI4TS 98 8 0 01 Feb 2021
The Anytime-Valid Logrank Test: Error Control Under Continuous Monitoring with Unlimited Horizon Judith ter Schure M. F. Pérez-Ortiz Alexander Ly Peter D. Grünwald 48 3 0 13 Nov 2020
Merging sequential e-values via martingales V. Vovk Ruodu Wang MoMe 62 8 0 13 Jul 2020
Safe Testing Peter Grünwald R. D. Heide Wouter M. Koolen 101 212 0 18 Jun 2019