Related papers: Evaluating forecasts for high-impact events using …
We assess the impact of a multi-scale loss formulation for training probabilistic machine-learned weather forecasting models. The multi-scale loss is tested in AIFS-CRPS, a machine-learned weather forecasting model developed at the European…
Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…
We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…
Prediction of quantiles at extreme tails is of interest in numerous applications. Extreme value modelling provides various competing predictors for this point prediction problem. A common method of assessment of a set of competing…
Post-click conversion rate (CVR) is a reliable indicator of online customers' preferences, making it crucial for developing recommender systems. A major challenge in predicting CVR is severe selection bias, arising from users' inherent…
Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…
We investigate the performance and sampling variability of estimated forecast combinations, with particular attention given to the combination of forecast distributions. Unknown parameters in the forecast combination are optimized according…
Large-scale data analysis is growing at an exponential rate as data proliferates in our societies. This abundance of data has the advantage of allowing the decision-maker to implement complex models in scenarios that were prohibitive…
Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…
The forecasting of large ramps in wind power output known as ramp events is crucial for the incorporation of large volumes of wind energy into national electricity grids. Large variations in wind power supply must be compensated by…
Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…
Recent advances in deep learning have achieved impressive gains in classification accuracy on a variety of types of data, including images and text. Despite these gains, however, concerns have been raised about the calibration, robustness,…
Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…
Central moments and cumulants are often employed to characterize the distribution of data. The skewness and kurtosis are particularly useful for the detection of outliers, the assessment of departures from normally distributed data,…
This paper proposes a novel asymmetric continuous probabilistic score (ACPS) for evaluating and comparing density forecasts. It extends the proposed score and defines a weighted version, which emphasizes regions of interest, such as the…
Every prediction is ultimately used in a downstream task. Consequently, evaluating prediction quality is more meaningful when considered in the context of its downstream use. Metrics based solely on predictive performance often diverge from…
We introduce the Tournament Rank Probability Score (TRPS) as a measure to evaluate and compare pre-tournament predictions, where predictions of the full tournament results are required to be available before the tournament begins. The TRPS…
The large-scale multiple testing inherent to high throughput biological data necessitates very high statistical stringency and thus true effects in data are difficult to detect unless they have high effect sizes. One solution to this…
The theoretical advances on the properties of scoring rules over the past decades have broadened the use of scoring rules in probabilistic forecasting. In meteorological forecasting, statistical postprocessing techniques are essential to…
Extending generalized estimating equations (GEE) to ordinal response data requires a conversion of the ordinal response to a vector of binary category indicators. That leads to a rather complicated association structure, and the…